schemaVersion:

N-CEN/A: Filer Information

Submission Contact Information

Name
 
Phone
 
E-Mail Address
 

Notification Information

Notify via Filing Website only?Checkbox not checked

N-CEN/A:Series/Class (Contract) Information

Series ID Record:1
Series ID
S000031836 
Class ID Record:1
Class ID
C000099139 
Series ID Record:2
Series ID
S000069594 
Class ID Record:1
Class ID
C000222017 
Series ID Record:3
Series ID
S000063362 
Class ID Record:1
Class ID
C000205415 
Series ID Record:4
Series ID
S000006976 
Class ID Record:1
Class ID
C000019029 
Series ID Record:5
Series ID
S000022924 
Class ID Record:1
Class ID
C000066455 
Series ID Record:6
Series ID
S000063361 
Class ID Record:1
Class ID
C000205414 
Series ID Record:7
Series ID
S000012321 
Class ID Record:1
Class ID
C000033537 
Series ID Record:8
Series ID
S000006975 
Class ID Record:1
Class ID
C000019028 
Series ID Record:9
Series ID
S000040742 
Class ID Record:1
Class ID
C000126354 
Series ID Record:10
Series ID
S000012334 
Class ID Record:1
Class ID
C000033550 
Series ID Record:11
Series ID
S000053058 
Class ID Record:1
Class ID
C000166946 
Series ID Record:12
Series ID
S000017329 
Class ID Record:1
Class ID
C000047966 
Series ID Record:13
Series ID
S000033831 
Class ID Record:1
Class ID
C000104492 
Series ID Record:14
Series ID
S000050968 
Class ID Record:1
Class ID
C000160602 
Series ID Record:15
Series ID
S000017326 
Class ID Record:1
Class ID
C000047963 
Series ID Record:16
Series ID
S000039794 
Class ID Record:1
Class ID
C000123372 
Series ID Record:17
Series ID
S000012331 
Class ID Record:1
Class ID
C000033547 
Series ID Record:18
Series ID
S000012323 
Class ID Record:1
Class ID
C000033539 
Series ID Record:19
Series ID
S000022925 
Class ID Record:1
Class ID
C000066456 
Series ID Record:20
Series ID
S000006978 
Class ID Record:1
Class ID
C000019031 
Series ID Record:21
Series ID
S000006985 
Class ID Record:1
Class ID
C000019038 
Series ID Record:22
Series ID
S000036938 
Class ID Record:1
Class ID
C000113018 
Series ID Record:23
Series ID
S000074035 
Class ID Record:1
Class ID
C000231370 
Series ID Record:24
Series ID
S000026152 
Class ID Record:1
Class ID
C000078463 
Series ID Record:25
Series ID
S000006973 
Class ID Record:1
Class ID
C000019026 
Series ID Record:26
Series ID
S000006981 
Class ID Record:1
Class ID
C000019034 
Series ID Record:27
Series ID
S000017333 
Class ID Record:1
Class ID
C000047970 
Series ID Record:28
Series ID
S000033832 
Class ID Record:1
Class ID
C000104493 
Series ID Record:29
Series ID
S000051787 
Class ID Record:1
Class ID
C000162940 
Series ID Record:30
Series ID
S000039795 
Class ID Record:1
Class ID
C000123373 
Series ID Record:31
Series ID
S000019666 
Class ID Record:1
Class ID
C000055010 
Series ID Record:32
Series ID
S000059701 
Class ID Record:1
Class ID
C000195382 
Series ID Record:33
Series ID
S000012318 
Class ID Record:1
Class ID
C000033534 
Series ID Record:34
Series ID
S000006983 
Class ID Record:1
Class ID
C000019036 
Series ID Record:35
Series ID
S000006974 
Class ID Record:1
Class ID
C000019027 
Series ID Record:36
Series ID
S000048346 
Class ID Record:1
Class ID
C000152674 
Series ID Record:37
Series ID
S000006979 
Class ID Record:1
Class ID
C000019032 
Series ID Record:38
Series ID
S000051788 
Class ID Record:1
Class ID
C000162941 
Series ID Record:39
Series ID
S000075434 
Class ID Record:1
Class ID
C000234530 
Series ID Record:40
Series ID
S000059702 
Class ID Record:1
Class ID
C000195383 
Series ID Record:41
Series ID
S000067221 
Class ID Record:1
Class ID
C000216236 
Series ID Record:42
Series ID
S000051789 
Class ID Record:1
Class ID
C000162942 
Series ID Record:43
Series ID
S000051577 
Class ID Record:1
Class ID
C000162275 
Series ID Record:44
Series ID
S000017330 
Class ID Record:1
Class ID
C000047967 
Series ID Record:45
Series ID
S000068660 
Class ID Record:1
Class ID
C000219610 
Series ID Record:46
Series ID
S000006984 
Class ID Record:1
Class ID
C000019037 
Series ID Record:47
Series ID
S000036414 
Class ID Record:1
Class ID
C000111386 
Series ID Record:48
Series ID
S000041317 
Class ID Record:1
Class ID
C000128125 
Series ID Record:49
Series ID
S000022922 
Class ID Record:1
Class ID
C000066453 
Series ID Record:50
Series ID
S000010019 
Class ID Record:1
Class ID
C000027707 
Series ID Record:51
Series ID
S000019669 
Class ID Record:1
Class ID
C000055013 
Series ID Record:52
Series ID
S000012333 
Class ID Record:1
Class ID
C000033549 
Series ID Record:53
Series ID
S000010020 
Class ID Record:1
Class ID
C000027708 
Series ID Record:54
Series ID
S000012322 
Class ID Record:1
Class ID
C000033538 
Series ID Record:55
Series ID
S000028870 
Class ID Record:1
Class ID
C000088522 
Series ID Record:56
Series ID
S000017328 
Class ID Record:1
Class ID
C000047965 
Series ID Record:57
Series ID
S000069051 
Class ID Record:1
Class ID
C000220766 
Series ID Record:58
Series ID
S000076007 
Class ID Record:1
Class ID
C000235432 
Series ID Record:59
Series ID
S000006988 
Class ID Record:1
Class ID
C000019041 
Series ID Record:60
Series ID
S000006986 
Class ID Record:1
Class ID
C000019039 
Series ID Record:61
Series ID
S000054130 
Class ID Record:1
Class ID
C000170118 
Series ID Record:62
Series ID
S000006977 
Class ID Record:1
Class ID
C000019030 
Series ID Record:63
Series ID
S000006980 
Class ID Record:1
Class ID
C000019033 
Series ID Record:64
Series ID
S000017327 
Class ID Record:1
Class ID
C000047964 
Series ID Record:65
Series ID
S000059700 
Class ID Record:1
Class ID
C000195381 
Series ID Record:66
Series ID
S000010018 
Class ID Record:1
Class ID
C000027706 
Series ID Record:67
Series ID
S000063360 
Class ID Record:1
Class ID
C000205413 
Series ID Record:68
Series ID
S000012330 
Class ID Record:1
Class ID
C000033546 
Series ID Record:69
Series ID
S000017334 
Class ID Record:1
Class ID
C000047971 
Series ID Record:70
Series ID
S000012319 
Class ID Record:1
Class ID
C000033535 
Series ID Record:71
Series ID
S000034874 
Class ID Record:1
Class ID
C000107256 
Series ID Record:72
Series ID
S000006987 
Class ID Record:1
Class ID
C000019040 
Series ID Record:73
Series ID
S000019665 
Class ID Record:1
Class ID
C000055009 
Series ID Record:74
Series ID
S000006989 
Class ID Record:1
Class ID
C000019042 
Series ID Record:75
Series ID
S000012325 
Class ID Record:1
Class ID
C000033541 
Series ID Record:76
Series ID
S000022923 
Class ID Record:1
Class ID
C000066454 
Series ID Record:77
Series ID
S000012324 
Class ID Record:1
Class ID
C000033540 
Series ID Record:78
Series ID
S000006990 
Class ID Record:1
Class ID
C000019043 
Series ID Record:79
Series ID
S000012329 
Class ID Record:1
Class ID
C000033545 
Series ID Record:80
Series ID
S000051701 
Class ID Record:1
Class ID
C000162693 

N-CEN/A:Part A: General Information

Item A.1. Reporting period covered.

a. Report for period ending:
2023-06-30 
b. Does this report cover a period of less than 12 months?Radio button not checked Yes Radio button checked No

N-CEN/A:Part B: Information About the Registrant


Item B.1. Background information.

a. Full name of Registrant
SPDR SERIES TRUST 
b. Investment Company Act file number ( e.g., 811-)
811-08839 
c. CIK
0001064642 
d. LEI
5493004JVD6CQEEJSS37 

Item B.2. Address and telephone number of Registrant.

a. Street 1
One Iron Street 
Street 2
 
b. City
Boston 
c. State, if applicable
MASSACHUSETTS  
d. Foreign country, if applicable
UNITED STATES OF AMERICA  
e. Zip code and zip code extension, or foreign postal code
02210 
f. Telephone number (including country code if foreign)
617-664-8594 
g. Public Website, if any
www.ssga.com/spdrs 

Item B.3. Location of books and records.

Instruction. Provide the requested information for each person maintaining physical possession of each account, book, or other document required to be maintained by section 31(a) of the Act (15 U.S.C. 80a-30(a)) and the rules under that section.
Location books Record: 1
a. Name of person (e.g., a custodian of records)
State Street Bank and Trust Company 
b. Street 1
1 Congress Street 
Street 2
Suite 1 
c. City
Boston 
d. State, if applicable
MASSACHUSETTS  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Zip code and zip code extension, or foreign postal code
02114 
g. Telephone number (including country code if foreign)
617-786-3000 
h. Briefly describe the books and records kept at this location:
Records related to its functions as custodian, sub-administrator, accounting agent and transfer agent 

Item B.4. Initial or final filings.

Instruction. Respond "yes" to Item B.4.b only if the Registrant has filed an application to deregister or will file an application to deregister before its next required filing on this form.
a. Is this the first filing on this form by the Registrant? Radio button not checked Yes Radio button checked No
b. Is this the last filing on this form by the Registrant? Radio button not checked Yes Radio button checked No

Item B.5. Family of investment companies.

Instruction. "Family of investment companies" means, except for insurance company separate accounts, any two or more registered investment companies that (i) share the same investment adviser or principal underwriter; and (ii) hold themselves out to investors as related companies for purposes of investment and investor services.In responding to this item, all Registrants in the family of investment companies should report the name of the family of investment companies identically.
Insurance company separate accounts that may not hold themselves out to investors as related companies (products) for purposes of investment and investor services should consider themselves part of the same family if the operational or accounting or control systems under which these entities function are substantially similar.
a. Is the Registrant part of a family of investment companies? Radio button checked Yes Radio button not checked No
i. Full name of family of investment companies
State Street Global Advisors - advised funds 

Item B.6. Organization.

Instruction. For Item B.6.a.i., the Registrant should include all Series that have been established by the Registrant and have shares outstanding (other than shares issued in connection with an initial investment to satisfy section 14(a) of the Act).
Indicate the classification of the Registrant by checking the applicable item below.
Checkbox checked  a. Open-end management investment company registered under the Act on Form N-1A 
Checkbox not checked  b. Closed-end management investment company registered under the Act on Form N-2  
Checkbox not checked  c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3 
Checkbox not checked  d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4 
Checkbox not checked  e. Small business investment company registered under the Act on Form N-5 
Checkbox not checked  f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6 
Checkbox not checked  g. Unit investment trust registered under the Act on Form N-8B-2 
i. Total number of Series of the Registrant
83 
ii. If a Series of the Registrant with a fiscal year end covered by the report was terminated during the reporting period, provide the following information:
Terminated Organization Record: 1
i. Name of the Series
SPDR Bloomberg SASB Corporate Bond ESG Select ETF 
ii. Series identification number
S000067221 
iii. Date of termination (month/year)
04/2023 
ii. If a Series of the Registrant with a fiscal year end covered by the report was terminated during the reporting period, provide the following information:
Terminated Organization Record: 2
i. Name of the Series
SPDR(R) S & P 600 Small Cap ETF 
ii. Series identification number
S000006989 
iii. Date of termination (month/year)
06/2023 

Item B.7. Securities Act registration.

Is the Registrant the issuer of a class of securities registered under the Securities Act of 1933 ("Securities Act")? Radio button checked Yes Radio button not checked No

Item B.8. Directors.

Provide the information requested below about each person serving as director of the Registrant (management investment companies only):
Director Record: 1
a. Full Name
Sandra G. Sponem 
b. CRD number, if any
N/A 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-21982 
File Number Record: 2
File Number Record:
811-21145 
File Number Record: 3
File Number Record:
811-22946 
File Number Record: 4
File Number Record:
811-02753 
File Number Record: 5
File Number Record:
811-01136 
File Number Record: 6
File Number Record:
811-21681 
File Number Record: 7
File Number Record:
811-08821 
File Number Record: 8
File Number Record:
811-07584 
File Number Record: 9
File Number Record:
811-22309 
File Number Record: 10
File Number Record:
811-23057 
File Number Record: 11
File Number Record:
811-22437 
File Number Record: 12
File Number Record:
811-22715 
File Number Record: 13
File Number Record:
811-22542 
File Number Record: 14
File Number Record:
811-09525 
File Number Record: 15
File Number Record:
811-23702 
File Number Record: 16
File Number Record:
811-21652 
Director Record: 2
a. Full Name
Dwight D. Churchill 
b. CRD number, if any
N/A 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-22542 
File Number Record: 2
File Number Record:
811-21145 
Director Record: 3
a. Full Name
Gunjan Chauhan 
b. CRD number, if any
N/A 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button checked Yes Radio button not checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-22542 
File Number Record: 2
File Number Record:
811-21145 
Director Record: 4
a. Full Name
Carolyn M. Clancy 
b. CRD number, if any
003238203 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-22542 
File Number Record: 2
File Number Record:
811-21145 
Director Record: 5
a. Full Name
Carl G. Verboncoeur 
b. CRD number, if any
N/A 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-21145 
File Number Record: 2
File Number Record:
811-22542 
Director Record: 6
a. Full Name
James E. Ross 
b. CRD number, if any
004309272 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button checked Yes Radio button not checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-08837 
File Number Record: 2
File Number Record:
811-22542 
File Number Record: 3
File Number Record:
811-21719 
File Number Record: 4
File Number Record:
811-21145 
Director Record: 7
a. Full Name
Clare S. Richer 
b. CRD number, if any
N/A 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-22542 
File Number Record: 2
File Number Record:
811-21145 
Director Record: 8
a. Full Name
Kristi L. Rowsell 
b. CRD number, if any
002298543 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-22542 
File Number Record: 2
File Number Record:
811-21145 

Item B.9. Chief compliance officer.

Provide the information requested below about each person serving as chief compliance officer of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1):
Chief compliance officer Record: 1
a. Full Name
Brian Harris 
b. CRD Number, if any
005599152 
c. Street Address 1
One Iron Street 
Street Address 2
 
d. City
Boston 
e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Zip code and zip code extension, or foreign postal code
02210 
h. Telephone number (including country code if foreign)
XXXXXX 
i. Has the chief compliance officer changed since the last filing? Radio button not checked Yes Radio button checked No
If the chief compliance officer is compensated or employed by any person other than the Registrant, or an affiliated person of the Registrant, for providing chief compliance officer services, provide:
CCO employer Record: 1
i. Name of the person
N/A 
ii. Person's IRS Employer Identification Number
N/A 

Item B.10. Matters for security holder vote.

Instruction. Registrants registered on Forms N-3, N-4 or N-6, should respond "yes" to this Item only if security holder votes were solicited on contract-level matters.
Were any matters submitted by the Registrant for its security holders' vote during the reporting period? Radio button checked Yes Radio button not checked No
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
Security Matter Series info Record: 1
1. Series name
N/A 
2. Series identification number
N/A 

Item B.11. Legal proceeding.

Instruction. For purposes of this Item, the following proceedings should be described: (1) any bankruptcy, receivership or similar proceeding with respect to the Registrant or any of its significant subsidiaries; (2) any proceeding to which any director, officer or other affiliated person of the Registrant is a party adverse to the Registrant or any of its subsidiaries; and (3) any proceeding involving the revocation or suspension of the right of the Registrant to sell securities.
a. Have there been any material legal proceedings, other than routine litigation incidental to the business, to which the Registrant or any of its subsidiaries was a party or of which any of their property was the subject during the reporting period? Radio button not checked Yes Radio button checked No
b. Has any proceeding previously reported been terminated? Radio button not checked Yes Radio button checked No

Item B.12. Fidelity bond and insurance (management investment companies only).

a. Were any claims with respect to the Registrant filed under a fidelity bond (including, but not limited to, the fidelity insuring agreement of the bond) during the reporting period? Radio button not checked Yes Radio button checked No

Item B.13. Directors and officers/errors and omissions insurance (management investment companies only).

a. Are the Registrant's officers or directors covered in their capacities as officers or directors under any directors and officers/errors and omissions insurance policy owned by the Registrant or anyone else? Radio button checked Yes Radio button not checked No
i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant? Radio button not checked Yes Radio button checked No

Item B.14. Provision of financial support.

Instruction. For purposes of this Item, a provision of financial support includes any (1) capital contribution, (2) purchase of a security from a Money Market Fund in reliance on rule 17a-9 under the Act (17 CFR 270.17a-9), (3) purchase of any defaulted or devalued security at fair value reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio, (4) execution of letter of credit or letter of indemnity, (5) capital support agreement (whether or not the Registrant ultimately received support), (6) performance guarantee, or (7) other similar action reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. Provision of financial support does not include any (1) routine waiver of fees or reimbursement of Registrant's expenses, (2) routine inter-fund lending, (3) routine inter-fund purchases of Registrant's shares, or (4) action that would qualify as financial support as defined above, that the board of directors has otherwise determined not to be reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio.
Did an affiliated person, promoter, or principal underwriter of the Registrant, or an affiliated person of such a person, provide any form of financial support to the Registrant during the reporting period? Radio button not checked Yes Radio button checked No

Item B.15. Exemptive orders.

a. During the reporting period, did the Registrant rely on any orders from the Commission granting an exemption from one or more provisions of the Act, Securities Act or Exchange Act? Radio button checked Yes Radio button not checked No
Release number Record: 1
i. If yes, provide below the release number for each order
IC-31917 
Release number Record: 2
i. If yes, provide below the release number for each order
IC-31412 
Release number Record: 3
i. If yes, provide below the release number for each order
IC-23441 

Item B.16. Principal underwriters.

a. Provide the information requested below about each principal underwriter:
Principal underwriter Record: 1
i. Full name
State Street Global Advisors Funds Distributors, LLC 
ii. SEC file number (e.g., 8-)
8-44744 
iii. CRD number
000030107 
iv. Identifying number(s)
LEI
54ZMQ1M7YQYKOZC8E043 
RSSD ID
 
v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor? Radio button checked Yes Radio button not checked No
b. Have any principal underwriters been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item B.17. Independent public accountant.

Provide the following information about each independent public accountant:
Public accountant Record: 1
a. Full Name
Ernst & Young LLP 
b. PCAOB Number
42 
c. Identifying number(s)
LEI
 
RSSD ID
 
d. State, if applicable
MASSACHUSETTS  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Has the independent public accountant changed since the last filing?Radio button not checked Yes Radio button checked No

Item B.18. Report on internal control (management investment companies only).

Instruction. Small business investment companies are not required to respond to this item.
For the reporting period, did an independent public accountant's report on internal control note any material weaknesses? Radio button not checked Yes Radio button checked No

Item B.19. Audit opinion.

For the reporting period, did an independent public accountant issue an opinion other than an unqualified opinion with respect to its audit of the Registrant's financial statements? Radio button not checked Yes Radio button checked No

Item B.20. Change in valuation methods.

Instruction. Responses to this item need not include changes to valuation techniques used for individual securities (e.g., changing from market approach to income approach for a private equity security). In responding to Item B.20.c., provide the applicable "asset type" category specified in Item C.4.a. of Form N-PORT. In responding to Item B.20.d., provide a brief description of the type of investments involved. If the change in valuation methods applies only to certain sub-asset types included in the response to Item B.20.c., please provide the sub-asset types in the response to Item B.20.d. The responses to Item B.20.c. and Item B.20.d. should be identical only if the change in valuation methods applies to all assets within that category.
Have there been material changes in the method of valuation (e.g., change from use of bid price to mid price for fixed income securities or change in trigger threshold for use of fair value factors on international equity securities) of the Registrant's assets during the reporting period? Radio button not checked Yes Radio button checked No

Item B.21. Change in accounting principles and practices.

Have there been any changes in accounting principles or practices, or any change in the method of applying any such accounting principles or practices, which will materially affect the financial statements filed or to be filed for the current year with the Commission and which has not been previously reported? Radio button not checked Yes Radio button checked No

Item B.22. Net asset value error corrections (open-end management investment companies only).

a. During the reporting period, were any payments made to shareholders or shareholder accounts reprocessed as a result of an error in calculating the Registrant's net asset value (or net asset value per share)? Radio button not checked Yes Radio button checked No

Item B.23. Rule 19a-1 notice (management investment companies only).

During the reporting period, did the Registrant pay any dividend or make any distribution in the nature of a dividend payment, required to be accompanied by a written statement pursuant to section 19(a) of the Act (15 U.S.C. 80a-19(a)) and rule 19a-1 thereunder (17 CFR 270.19a-1)? Radio button not checked Yes Radio button checked No

N-CEN/A:Part C: Additional Questions for Management Investment Companies

General Instruction.

Management investment companies that offer multiple series must complete Part C as to each series separately, even if some information is the same for two or more series. To begin this section or add an additional series(s), click on the bar labeled "Add a New Series" below.
Management Investment Record: 1

Item C.1. Background information.

a. Full Name of the Fund

SPDR Portfolio Corporate Bond ETF 

b. Series identication number, if any

S000031836 

c. LEI

549300TAUX1W391UBA63 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Portfolio Corporate Bond ETF 
ii. Class identification number, if any

C000099139 

iii. Ticker symbol, if any

SPBO 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.14000000 
2. After Fund fees and expenses (i.e., net asset value):
0.11000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.53000000 
2. After Fund fees and expenses (i.e., net asset value):
0.53000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

35,581,582.48000000 

g. Provide the net income from securities lending activities

126,222.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

24,349,862.66000000 

Principal Transactions Record: 2
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

24,638,216.06000000 

Principal Transactions Record: 3
i. Full name of dealer
MarketAxess Corporation 
ii. SEC file number

8-50727 

iii. CRD number
000044542 
iv. Identifying number(s)
LEI

GPSMMRI21JE7ZCVYF972 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,038,967.04000000 

Principal Transactions Record: 4
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

14,786,078.49000000 

Principal Transactions Record: 5
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

18,528,118.41000000 

Principal Transactions Record: 6
i. Full name of dealer
Jane Street Execution Services, LLC 
ii. SEC file number

8-69254 

iii. CRD number
000167280 
iv. Identifying number(s)
LEI

549300HXJLXCPDWAH070 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

8,238,017.57000000 

Principal Transactions Record: 7
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

12,301,016.45000000 

Principal Transactions Record: 8
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

23,379,259.96000000 

Principal Transactions Record: 9
i. Full name of dealer
Millennium Advisors, LLC 
ii. SEC file number

8-68349 

iii. CRD number
000151236 
iv. Identifying number(s)
LEI

254900E1P6Z2XZYSA163 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,365,036.48000000 

Principal Transactions Record: 10
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

139,927,637.50000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

346,011,468.88000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

524,149,556.45153846 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

200,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 2
Name of institution
MORGAN STANLEY BANK, N.A. 
Line Institutions Record: 3
Name of institution
Bank of America, N.A. 
Line Institutions Record: 4
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 5
Name of institution
CREDIT SUISSE AG 
Line Institutions Record: 6
Name of institution
The Bank of Nova Scotia 
Line Institutions Record: 7
Name of institution
Barclays Bank PLC 
Line Institutions Record: 8
Name of institution
Wells Fargo Bank 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
SPDR Bloomberg International Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 2
Name of fund
SPDR Portfolio Intermediate Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 3
Name of fund
Elfun Diversified Fund 
SEC File number( e.g., 811- )
811-05324 
Shared Credit Users Record: 4
Name of fund
SPDR Bloomberg Short Term International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 5
Name of fund
SPDR Portfolio Mortgage Backed Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 6
Name of fund
SPDR S&P Emerging Asia Pacific ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 7
Name of fund
State Street International Developed Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09599 
Shared Credit Users Record: 8
Name of fund
SPDR Bloomberg Convertible Securities ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 9
Name of fund
SPDR Portfolio High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 10
Name of fund
SPDR Portfolio Long Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 11
Name of fund
SPDR S&P Emerging Markets Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 12
Name of fund
SPDR Bloomberg International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 13
Name of fund
State Street Aggregate Bond Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 14
Name of fund
State Street Institutional U.S. Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 15
Name of fund
SPDR Portfolio Emerging Markets ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 16
Name of fund
SPDR Bloomberg Investment Grade Floating Rate ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 17
Name of fund
SPDR Bloomberg High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 18
Name of fund
State Street U.S. Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 19
Name of fund
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 20
Name of fund
State Street Real Estate Securities V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 21
Name of fund
SPDR Loomis Sayles Opportunistic Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 22
Name of fund
SPDR S&P International Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 23
Name of fund
State Street U.S. Core Equity Fund 
SEC File number( e.g., 811- )
811-01494 
Shared Credit Users Record: 24
Name of fund
SPDR DoubleLine Short Duration Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 25
Name of fund
State Street Institutional Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 26
Name of fund
Elfun Income Fund 
SEC File number( e.g., 811- )
811-03715 
Shared Credit Users Record: 27
Name of fund
SPDR DoubleLine Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 28
Name of fund
State Street Income V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 29
Name of fund
SPDR Bloomberg Emerging Markets Local Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 30
Name of fund
SPDR SSGA Ultra Short Term Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 31
Name of fund
SPDR Bloomberg Short Term High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 32
Name of fund
State Street Premier Growth Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 33
Name of fund
SPDR Portfolio Aggregate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 34
Name of fund
SPDR DoubleLine Emerging Markets Fixed Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 35
Name of fund
State Street Equity 500 Index II Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 36
Name of fund
SPDR MSCI ACWI Low Carbon Target ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 37
Name of fund
SPDR FTSE International Government Inflation-Protected Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 38
Name of fund
SPDR Blackstone Senior Loan ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 39
Name of fund
State Street International Stock Selection Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 40
Name of fund
State Street S&P 500 Index Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 41
Name of fund
State Street Emerging Markets Equity Index Fund 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 42
Name of fund
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 43
Name of fund
Elfun Trusts 
SEC File number( e.g., 811- )
811-00483 
Shared Credit Users Record: 44
Name of fund
SPDR Nuveen Bloomberg Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 45
Name of fund
SPDR Blackstone High Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 46
Name of fund
SPDR Portfolio Short Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 47
Name of fund
SPDR MSCI ACWI ex-US ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 48
Name of fund
SPDR S&P Emerging Markets Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 49
Name of fund
SPDR S&P International Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 50
Name of fund
Elfun International Equity Fund 
SEC File number( e.g., 811- )
811-05216 
Shared Credit Users Record: 51
Name of fund
Elfun Tax Exempt Income Fund 
SEC File number( e.g., 811- )
811-02735 
Shared Credit Users Record: 52
Name of fund
State Street Defensive Emerging Markets Equity Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 53
Name of fund
State Street Total Return V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 54
Name of fund
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 55
Name of fund
State Street Global Equity ex-U.S. Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 56
Name of fund
State Street Small-Cap Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 57
Name of fund
State Street S&P 500 Index V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 58
Name of fund
State Street Small/Mid Cap Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 59
Name of fund
State Street Income Fund 
SEC File number( e.g., 811- )
811-21435 
Shared Credit Users Record: 60
Name of fund
SPDR MSCI Emerging Markets StrategicFactors ETF 
SEC File number( e.g., 811- )
811-21145 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 2

Item C.1. Background information.

a. Full Name of the Fund

SPDR Bloomberg 3-12 Month T-Bill ETF 

b. Series identication number, if any

S000069594 

c. LEI

549300KSPVYDNRIJIN54 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Bloomberg 3-12 Month T-Bill ETF 
ii. Class identification number, if any

C000222017 

iii. Ticker symbol, if any

BILS 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.01000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.15000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.27000000 
2. After Fund fees and expenses (i.e., net asset value):
0.27000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,418,538,396.00000000 

Principal Transactions Record: 2
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

539,623,285.30000000 

Principal Transactions Record: 3
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,070,525,582.00000000 

Principal Transactions Record: 4
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

131,980,739.40000000 

Principal Transactions Record: 5
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

985,736,792.30000000 

Principal Transactions Record: 6
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

173,922,752.50000000 

Principal Transactions Record: 7
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

908,466,284.70000000 

Principal Transactions Record: 8
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. Identifying number(s)
LEI

9J6MBOOO7BECTDTUZW19 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

205,521,200.10000000 

Principal Transactions Record: 9
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,046,080,010.00000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

7,480,395,041.99000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

909,288,100.35846153 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 3

Item C.1. Background information.

a. Full Name of the Fund

SPDR S&P Kensho New Economies Composite ETF 

b. Series identication number, if any

S000063362 

c. LEI

549300KEUQ5Q8PC88Y95 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR S&P Kensho New Economies Composite ETF 
ii. Class identification number, if any

C000205415 

iii. Ticker symbol, if any

KOMP 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.64000000 
2. After Fund fees and expenses (i.e., net asset value):
0.44000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.08000000 
2. After Fund fees and expenses (i.e., net asset value):
0.08000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

225,096,652.37000000 

g. Provide the net income from securities lending activities

10,316,197.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Joint Stock Company 'Commercial Bank CitiBank' 
ii. Identifying number(s)
LEI

CHSQDSVI1UI96Y2SW097 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
RUSSIAN FEDERATION  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
BNP Paribas 
ii. Identifying number(s)
LEI

R0MUWSFPU8MPRO8K5P83 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 4
i. Full name
Euroclear Bank 
ii. Identifying number(s)
LEI

549300OZ46BRLZ8Y6F65 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Broadcort Capital Corp. 
ii. SEC file number

8-29204 

iii. CRD number
000013456 
iv. Identifying number(s)
LEI

N/A 

RSSD ID

0002385765 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,825.20000000 

Brokers Record: 2
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,153.71000000 

Brokers Record: 3
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,383.71000000 

Brokers Record: 4
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,067.50000000 

Brokers Record: 5
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

367,715.49000000 

Brokers Record: 6
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

35,623.19000000 

Brokers Record: 7
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4,337.92000000 

Brokers Record: 8
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,176.60000000 

Brokers Record: 9
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,179.35000000 

Brokers Record: 10
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,378.66000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

423,492.48000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

44,649.44000000 

Principal Transactions Record: 2
i. Full name of dealer
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

27,560.40000000 

Principal Transactions Record: 3
i. Full name of dealer
Broadcort Capital Corp. 
ii. SEC file number

8-29204 

iii. CRD number
000013456 
iv. Identifying number(s)
LEI

N/A 

RSSD ID

0002385765 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

107,725.52000000 

Principal Transactions Record: 4
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

16,243.31000000 

Principal Transactions Record: 5
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

32,556.12000000 

Principal Transactions Record: 6
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

133,450,864.60000000 

Principal Transactions Record: 7
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

23,794,248.45000000 

Principal Transactions Record: 8
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

54,440.64000000 

Principal Transactions Record: 9
i. Full name of dealer
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

33,673.81000000 

Principal Transactions Record: 10
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

21,583.05000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

159,300,578.23000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

1,659,412,060.65461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 4

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Dow Jones REIT ETF 

b. Series identication number, if any

S000006976 

c. LEI

54930077YVRJPO64VF50 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Dow Jones REIT ETF 
ii. Class identification number, if any

C000019029 

iii. Ticker symbol, if any

RWR 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.13000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.12000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.09000000 
2. After Fund fees and expenses (i.e., net asset value):
0.09000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

16,836,619.64000000 

g. Provide the net income from securities lending activities

56,872.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

106.36000000 

Brokers Record: 2
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

159.60000000 

Brokers Record: 3
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

240.80000000 

Brokers Record: 4
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

144.20000000 

Brokers Record: 5
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

768.75000000 

Brokers Record: 6
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

213.55000000 

Brokers Record: 7
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,291.15000000 

Brokers Record: 8
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

34,267.33000000 

Brokers Record: 9
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

161.70000000 

Brokers Record: 10
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

877.50000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

38,415.04000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

276,042,244.90000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

276,042,244.86000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

1,545,751,904.76000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 5

Item C.1. Background information.

a. Full Name of the Fund

SPDR Portfolio Long Term Corporate Bond ETF 

b. Series identication number, if any

S000022924 

c. LEI

5493005PBSB4DEK8L973 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Portfolio Long Term Corporate Bond ETF 
ii. Class identification number, if any

C000066455 

iii. Ticker symbol, if any

SPLB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.21000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.25000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.84000000 
2. After Fund fees and expenses (i.e., net asset value):
0.84000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

16,900,292.66000000 

g. Provide the net income from securities lending activities

86,213.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

16,471,911.66000000 

Principal Transactions Record: 2
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

20,979,993.90000000 

Principal Transactions Record: 3
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

19,260,868.12000000 

Principal Transactions Record: 4
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

16,952,454.34000000 

Principal Transactions Record: 5
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

13,869,208.64000000 

Principal Transactions Record: 6
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

166,248,473.70000000 

Principal Transactions Record: 7
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

23,274,685.40000000 

Principal Transactions Record: 8
i. Full name of dealer
Millennium Advisors, LLC 
ii. SEC file number

8-68349 

iii. CRD number
000151236 
iv. Identifying number(s)
LEI

254900E1P6Z2XZYSA163 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

11,254,662.44000000 

Principal Transactions Record: 9
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

18,557,392.36000000 

Principal Transactions Record: 10
i. Full name of dealer
Jane Street Execution Services, LLC 
ii. SEC file number

8-69254 

iii. CRD number
000167280 
iv. Identifying number(s)
LEI

549300HXJLXCPDWAH070 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

26,394,884.96000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

396,914,614.00000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

614,078,456.65692307 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

200,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
MORGAN STANLEY BANK, N.A. 
Line Institutions Record: 2
Name of institution
CREDIT SUISSE AG 
Line Institutions Record: 3
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 4
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 5
Name of institution
Bank of America, N.A. 
Line Institutions Record: 6
Name of institution
The Bank of Nova Scotia 
Line Institutions Record: 7
Name of institution
Barclays Bank PLC 
Line Institutions Record: 8
Name of institution
Wells Fargo Bank 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
SPDR Portfolio Mortgage Backed Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 2
Name of fund
SPDR Bloomberg Emerging Markets Local Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 3
Name of fund
State Street Premier Growth Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 4
Name of fund
Elfun Trusts 
SEC File number( e.g., 811- )
811-00483 
Shared Credit Users Record: 5
Name of fund
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 6
Name of fund
State Street Aggregate Bond Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 7
Name of fund
State Street Global Equity ex-U.S. Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 8
Name of fund
SPDR Portfolio Emerging Markets ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 9
Name of fund
State Street Small-Cap Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 10
Name of fund
SPDR S&P International Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 11
Name of fund
SPDR DoubleLine Short Duration Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 12
Name of fund
State Street Institutional Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 13
Name of fund
SPDR Portfolio Short Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 14
Name of fund
SPDR Portfolio Intermediate Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 15
Name of fund
State Street Total Return V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 16
Name of fund
State Street Defensive Emerging Markets Equity Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 17
Name of fund
SPDR MSCI ACWI ex-US ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 18
Name of fund
State Street International Developed Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09599 
Shared Credit Users Record: 19
Name of fund
State Street Real Estate Securities V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 20
Name of fund
State Street U.S. Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 21
Name of fund
SPDR Portfolio Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 22
Name of fund
SPDR S&P Emerging Markets Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 23
Name of fund
SPDR Bloomberg High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 24
Name of fund
SPDR Portfolio High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 25
Name of fund
SPDR S&P International Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 26
Name of fund
SPDR Bloomberg International Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 27
Name of fund
SPDR FTSE International Government Inflation-Protected Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 28
Name of fund
State Street Equity 500 Index II Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 29
Name of fund
State Street Institutional U.S. Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 30
Name of fund
SPDR MSCI Emerging Markets StrategicFactors ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 31
Name of fund
Elfun Diversified Fund 
SEC File number( e.g., 811- )
811-05324 
Shared Credit Users Record: 32
Name of fund
SPDR SSGA Ultra Short Term Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 33
Name of fund
SPDR MSCI ACWI Low Carbon Target ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 34
Name of fund
Elfun Tax Exempt Income Fund 
SEC File number( e.g., 811- )
811-02735 
Shared Credit Users Record: 35
Name of fund
State Street U.S. Core Equity Fund 
SEC File number( e.g., 811- )
811-01494 
Shared Credit Users Record: 36
Name of fund
State Street S&P 500 Index V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 37
Name of fund
State Street Income V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 38
Name of fund
SPDR Portfolio Aggregate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 39
Name of fund
SPDR Bloomberg Convertible Securities ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 40
Name of fund
SPDR Bloomberg Short Term International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 41
Name of fund
SPDR Bloomberg Investment Grade Floating Rate ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 42
Name of fund
Elfun International Equity Fund 
SEC File number( e.g., 811- )
811-05216 
Shared Credit Users Record: 43
Name of fund
SPDR Bloomberg International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 44
Name of fund
State Street Income Fund 
SEC File number( e.g., 811- )
811-21435 
Shared Credit Users Record: 45
Name of fund
SPDR Nuveen Bloomberg Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 46
Name of fund
SPDR S&P Emerging Asia Pacific ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 47
Name of fund
SPDR S&P Emerging Markets Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 48
Name of fund
State Street International Stock Selection Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 49
Name of fund
SPDR DoubleLine Emerging Markets Fixed Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 50
Name of fund
State Street Small/Mid Cap Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 51
Name of fund
Elfun Income Fund 
SEC File number( e.g., 811- )
811-03715 
Shared Credit Users Record: 52
Name of fund
SPDR Bloomberg Short Term High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 53
Name of fund
SPDR Blackstone Senior Loan ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 54
Name of fund
SPDR DoubleLine Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 55
Name of fund
State Street Emerging Markets Equity Index Fund 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 56
Name of fund
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 57
Name of fund
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 58
Name of fund
SPDR Loomis Sayles Opportunistic Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 59
Name of fund
State Street S&P 500 Index Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 60
Name of fund
SPDR Blackstone High Income ETF 
SEC File number( e.g., 811- )
811-22542 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 6

Item C.1. Background information.

a. Full Name of the Fund

SPDR S&P Kensho Final Frontiers ETF 

b. Series identication number, if any

S000063361 

c. LEI

549300WYR6KJ2B9XI778 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR S&P Kensho Final Frontiers ETF 
ii. Class identification number, if any

C000205414 

iii. Ticker symbol, if any

ROKT 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.04000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.49000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.04000000 
2. After Fund fees and expenses (i.e., net asset value):
0.04000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

1,198,068.78000000 

g. Provide the net income from securities lending activities

10,680.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

15.76000000 

Brokers Record: 2
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

5.10000000 

Brokers Record: 3
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.20000000 

Brokers Record: 4
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3.52000000 

Brokers Record: 5
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.04000000 

Brokers Record: 6
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.34000000 

Brokers Record: 7
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

981.10000000 

Brokers Record: 8
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.99000000 

Brokers Record: 9
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.63000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

1,007.68000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

392,563.66000000 

Principal Transactions Record: 2
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

119,364.51000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

511,928.17000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

17,567,671.87461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 7

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Pharmaceuticals ETF 

b. Series identication number, if any

S000012321 

c. LEI

549300YVZ2R8N1KQH698 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Pharmaceuticals ETF 
ii. Class identification number, if any

C000033537 

iii. Ticker symbol, if any

XPH 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.69000000 
2. After Fund fees and expenses (i.e., net asset value):
0.34000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.10000000 
2. After Fund fees and expenses (i.e., net asset value):
0.10000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

22,256,401.35000000 

g. Provide the net income from securities lending activities

1,212,968.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Loop Capital Markets LLC 
ii. SEC file number

8-50140 

iii. CRD number
000043098 
iv. Identifying number(s)
LEI

254900FPPM2WN90D4786 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

30.28000000 

Brokers Record: 2
i. Full name of broker
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

718.46000000 

Brokers Record: 3
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

152.96000000 

Brokers Record: 4
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

20,546.50000000 

Brokers Record: 5
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

39.28000000 

Brokers Record: 6
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

24,584.76000000 

Brokers Record: 7
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

88.78000000 

Brokers Record: 8
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

43.18000000 

Brokers Record: 9
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

78.48000000 

Brokers Record: 10
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

72.49000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

46,430.42000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

28,889,191.80000000 

Principal Transactions Record: 2
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

388,721.21000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

29,277,913.01000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

215,391,372.47230769 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 8

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Global Dow ETF 

b. Series identication number, if any

S000006975 

c. LEI

549300PK19O19RLNLJ50 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Global Dow ETF 
ii. Class identification number, if any

C000019028 

iii. Ticker symbol, if any

DGT 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.52000000 
2. After Fund fees and expenses (i.e., net asset value):
0.01000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
15.10000000 
2. After Fund fees and expenses (i.e., net asset value):
15.10000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

2,888,276.30000000 

g. Provide the net income from securities lending activities

13,623.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
UBS Switzerland AG 
ii. Identifying number(s)
LEI

549300WOIFUSNYH0FL22 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWITZERLAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
Bank Hapoalim B.M. 
ii. Identifying number(s)
LEI

B6ARUI4946ST4S7WOU88 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
ISRAEL  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) 
ii. Identifying number(s)
LEI

F3JS33DEI6XQ4ZBPTN86 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
FINLAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 4
i. Full name
The Hongkong and Shanghai Banking Corporation Limited (Mumbai, Maharashtra, IN, Branch) 
ii. Identifying number(s)
LEI

2HI3YI5320L3RW6NJ957 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
INDIA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 5
i. Full name
First Abu Dhabi Bank P.J.S.C. (Kuwait City, Al Asimah, KW, Branch) 
ii. Identifying number(s)
LEI

2138002Y3WMK6RZS8H90 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
KUWAIT  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 6
i. Full name
State Street Bank and Trust Company (Edinburgh, GB, Branch) 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 7
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 8
i. Full name
Citibank Europe Public Limited Company 
ii. Identifying number(s)
LEI

N1FBEDJ5J41VKZLO2475 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
IRELAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 9
i. Full name
Standard Chartered Bank (Taiwan) Limited 
ii. Identifying number(s)
LEI

549300QJEO1B92LSHZ06 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
TAIWAN  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 10
i. Full name
BNP Paribas 
ii. Identifying number(s)
LEI

R0MUWSFPU8MPRO8K5P83 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 11
i. Full name
Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch) 
ii. Identifying number(s)
LEI

RILFO74KP1CM8P6PCT96 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
SOUTH AFRICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 12
i. Full name
Skandinaviska Enskilda Banken A/S 
ii. Identifying number(s)
LEI

F3JS33DEI6XQ4ZBPTN86 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
DENMARK  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 13
i. Full name
Euroclear Bank 
ii. Identifying number(s)
LEI

549300OZ46BRLZ8Y6F65 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 14
i. Full name
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) 
ii. Identifying number(s)
LEI

E57ODZWZ7FF32TWEFA76 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
BRAZIL  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 15
i. Full name
Royal Bank of Canada 
ii. Identifying number(s)
LEI

ES7IP3U3RHIGC71XBU11 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 16
i. Full name
State Street Bank International GmbH 
ii. Identifying number(s)
LEI

ZMHGNT7ZPKZ3UFZ8EO46 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
GERMANY  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 17
i. Full name
Intesa Sanpaolo S.p.A. 
ii. Identifying number(s)
LEI

2W8N8UU78PMDQKZENC08 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
ITALY  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 18
i. Full name
The Hongkong and Shanghai Banking Corporation Limited 
ii. Identifying number(s)
LEI

2HI3YI5320L3RW6NJ957 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
HONG KONG  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 19
i. Full name
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) 
ii. Identifying number(s)
LEI

7LTWFZYICNSX8D621K86 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
PAKISTAN  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 20
i. Full name
State Street Trust Company Canada 
ii. Identifying number(s)
LEI

549300L71XG2CTQ2V827 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 21
i. Full name
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) 
ii. Identifying number(s)
LEI

RB0PEZSDGCO3JS6CEU02 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
JAPAN  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 22
i. Full name
Skandinaviska Enskilda Banken AB 
ii. Identifying number(s)
LEI

F3JS33DEI6XQ4ZBPTN86 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWEDEN  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 23
i. Full name
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 
ii. Identifying number(s)
LEI

2SFFM4FUIE05S37WFU55 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
MEXICO  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 24
i. Full name
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 
ii. Identifying number(s)
LEI

2HI3YI5320L3RW6NJ957 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
KOREA (THE REPUBLIC OF)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 25
i. Full name
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 
ii. Identifying number(s)
LEI

2HI3YI5320L3RW6NJ957 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRALIA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 26
i. Full name
Joint Stock Company 'Commercial Bank CitiBank' 
ii. Identifying number(s)
LEI

CHSQDSVI1UI96Y2SW097 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
RUSSIAN FEDERATION  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 27
i. Full name
HSBC Bank (China) Company Limited 
ii. Identifying number(s)
LEI

2CZOJRADNJXBLT55G526 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
CHINA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 28
i. Full name
Standard Chartered Bank (Hong Kong) Limited 
ii. Identifying number(s)
LEI

X5AV1MBDXGRPX5UGMX13 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
HONG KONG  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button checked Yes Radio button not checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

288.41000000 

Brokers Record: 2
i. Full name of broker
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. Identifying number(s)
LEI

58PU97L1C0WSRCWADL48 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

33.31000000 

Brokers Record: 3
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

76.88000000 

Brokers Record: 4
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

65.39000000 

Brokers Record: 5
i. Full name of broker
Santander Securities LLC 
ii. SEC file number

8-49571 

iii. CRD number
000041791 
iv. Identifying number(s)
LEI

N/A 

RSSD ID

0003237133 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

81.24000000 

Brokers Record: 6
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,711.51000000 

Brokers Record: 7
i. Full name of broker
CLSA Americas, LLC 
ii. SEC file number

8-69166 

iii. CRD number
000165533 
iv. Identifying number(s)
LEI

213800M2DXATWY7JMS07 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

98.91000000 

Brokers Record: 8
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

90.58000000 

Brokers Record: 9
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

32.45000000 

Brokers Record: 10
i. Full name of broker
Macquarie Capital (USA) Inc. 
ii. SEC file number

8-47198 

iii. CRD number
000036368 
iv. Identifying number(s)
LEI

549300670K07JRB5UQ40 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

59.08000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

3,663.23000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

12,937,630.31000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

12,937,630.31000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

110,304,424.61076923 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 9

Item C.1. Background information.

a. Full Name of the Fund

SPDR Bloomberg 1-10 Year TIPS ETF 

b. Series identication number, if any

S000040742 

c. LEI

549300SS31WHLX0B1I97 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Bloomberg 1-10 Year TIPS ETF 
ii. Class identification number, if any

C000126354 

iii. Ticker symbol, if any

TIPX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.02000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.14000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.35000000 
2. After Fund fees and expenses (i.e., net asset value):
0.35000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

31,402,007.47000000 

g. Provide the net income from securities lending activities

94,202.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. Identifying number(s)
LEI

9J6MBOOO7BECTDTUZW19 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

52,688,496.48000000 

Principal Transactions Record: 2
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

288,231,802.90000000 

Principal Transactions Record: 3
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

36,674,665.98000000 

Principal Transactions Record: 4
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

120,294,952.30000000 

Principal Transactions Record: 5
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

32,748,608.73000000 

Principal Transactions Record: 6
i. Full name of dealer
Citadel Securities LLC 
ii. SEC file number

8-53574 

iii. CRD number
000116797 
iv. Identifying number(s)
LEI

12UUJYTN7D3SW8KCSG25 

RSSD ID

 

v. State, if applicable
FLORIDA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

10,275,009.14000000 

Principal Transactions Record: 7
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

218,909,379.60000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

759,822,915.02000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

1,410,883,631.45769230 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 10

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Oil & Gas Equipment & Services ETF 

b. Series identication number, if any

S000012334 

c. LEI

549300AODH2G148UDX39 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Oil & Gas Equipment & Services ETF 
ii. Class identification number, if any

C000033550 

iii. Ticker symbol, if any

XES 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.08000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.43000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.06000000 
2. After Fund fees and expenses (i.e., net asset value):
0.06000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

16,947,291.54000000 

g. Provide the net income from securities lending activities

60,059.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

11.20000000 

Brokers Record: 2
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

215.60000000 

Brokers Record: 3
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

19.60000000 

Brokers Record: 4
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4.20000000 

Brokers Record: 5
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3.50000000 

Brokers Record: 6
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4.20000000 

Brokers Record: 7
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

42,656.01000000 

Brokers Record: 8
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10.50000000 

Brokers Record: 9
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

46.75000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

42,971.56000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

6,780,294.85000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

6,780,294.85000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

322,974,094.12307692 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 11

Item C.1. Background information.

a. Full Name of the Fund

SPDR MSCI USA Gender Diversity ETF 

b. Series identication number, if any

S000053058 

c. LEI

549300ISGTO6085ZQC34 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR MSCI USA Gender Diversity ETF 
ii. Class identification number, if any

C000166946 

iii. Ticker symbol, if any

SHE 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.02000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.22000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.04000000 
2. After Fund fees and expenses (i.e., net asset value):
0.04000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

1,311,714.72000000 

g. Provide the net income from securities lending activities

19,265.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

30,362.24000000 

Brokers Record: 2
i. Full name of broker
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

15.89000000 

Brokers Record: 3
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10,687.99000000 

Brokers Record: 4
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,462.69000000 

Brokers Record: 5
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

18.75000000 

Brokers Record: 6
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

16.69000000 

Brokers Record: 7
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

82.46000000 

Brokers Record: 8
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

9.90000000 

Brokers Record: 9
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

8.96000000 

Brokers Record: 10
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

36.02000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

43,723.26000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

85.76000000 

Principal Transactions Record: 2
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

652.57000000 

Principal Transactions Record: 3
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

15,236,128.85000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

15,236,867.18000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

208,638,864.33000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 12

Item C.1. Background information.

a. Full Name of the Fund

SPDR Portfolio Long Term Treasury ETF 

b. Series identication number, if any

S000017329 

c. LEI

549300GYQKAMF6JUVI06 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Portfolio Long Term Treasury ETF 
ii. Class identification number, if any

C000047966 

iii. Ticker symbol, if any

SPTL 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.03000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.09000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.97000000 
2. After Fund fees and expenses (i.e., net asset value):
0.97000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

264,043,681.34000000 

g. Provide the net income from securities lending activities

922,278.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. Identifying number(s)
LEI

9J6MBOOO7BECTDTUZW19 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

43,868,613.28000000 

Principal Transactions Record: 2
i. Full name of dealer
BMO Capital Markets Corp. 
ii. SEC file number

8-34344 

iii. CRD number
000016686 
iv. Identifying number(s)
LEI

RUC0QBLBRPRCU4W1NE59 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

63,809,917.89000000 

Principal Transactions Record: 3
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

622,843,946.00000000 

Principal Transactions Record: 4
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

24,414,597.55000000 

Principal Transactions Record: 5
i. Full name of dealer
Citadel Securities LLC 
ii. SEC file number

8-53574 

iii. CRD number
000116797 
iv. Identifying number(s)
LEI

12UUJYTN7D3SW8KCSG25 

RSSD ID

 

v. State, if applicable
FLORIDA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

35,388,437.50000000 

Principal Transactions Record: 6
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

65,546,239.27000000 

Principal Transactions Record: 7
i. Full name of dealer
MarketAxess Corporation 
ii. SEC file number

8-50727 

iii. CRD number
000044542 
iv. Identifying number(s)
LEI

GPSMMRI21JE7ZCVYF972 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

37,095,858.61000000 

Principal Transactions Record: 8
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

22,632,706.78000000 

Principal Transactions Record: 9
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

14,493,828.12000000 

Principal Transactions Record: 10
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

84,897,689.71000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

1,079,518,529.82000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

6,017,788,822.67615384 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 13

Item C.1. Background information.

a. Full Name of the Fund

SPDR S&P 1500 Value Tilt ETF 

b. Series identication number, if any

S000033831 

c. LEI

549300DDGDTCN7DTIA86 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR S&P 1500 Value Tilt ETF 
ii. Class identification number, if any

C000104492 

iii. Ticker symbol, if any

VLU 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.06000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.06000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.06000000 
2. After Fund fees and expenses (i.e., net asset value):
0.06000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

1,268,455.78000000 

g. Provide the net income from securities lending activities

7,828.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

141.76000000 

Brokers Record: 2
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

93.90000000 

Brokers Record: 3
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

49.24000000 

Brokers Record: 4
i. Full name of broker
Loop Capital Markets LLC 
ii. SEC file number

8-50140 

iii. CRD number
000043098 
iv. Identifying number(s)
LEI

254900FPPM2WN90D4786 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

18.55000000 

Brokers Record: 5
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

33.01000000 

Brokers Record: 6
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

27.00000000 

Brokers Record: 7
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,886.62000000 

Brokers Record: 8
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

52.34000000 

Brokers Record: 9
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

32.99000000 

Brokers Record: 10
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

21.23000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

3,384.05000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,353.70000000 

Principal Transactions Record: 2
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

17,854,798.27000000 

Principal Transactions Record: 3
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,104.81000000 

Principal Transactions Record: 4
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

335.49000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

17,869,010.77000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

219,888,370.50615384 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 14

Item C.1. Background information.

a. Full Name of the Fund

SPDR Portfolio S&P 500 High Dividend ETF 

b. Series identication number, if any

S000050968 

c. LEI

549300PQC2CS3IA6B871 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Portfolio S&P 500 High Dividend ETF 
ii. Class identification number, if any

C000160602 

iii. Ticker symbol, if any

SPYD 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.21000000 
2. After Fund fees and expenses (i.e., net asset value):
0.14000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.09000000 
2. After Fund fees and expenses (i.e., net asset value):
0.09000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

79,375,885.62000000 

g. Provide the net income from securities lending activities

403,420.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

453,198.71000000 

Brokers Record: 2
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

35,926.94000000 

Brokers Record: 3
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

14,217.59000000 

Brokers Record: 4
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

9,789.66000000 

Brokers Record: 5
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4,018.69000000 

Brokers Record: 6
i. Full name of broker
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

5,103.91000000 

Brokers Record: 7
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

408,895.85000000 

Brokers Record: 8
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,923.54000000 

Brokers Record: 9
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

6,434.25000000 

Brokers Record: 10
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

7,328.05000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

957,684.99000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,076,618,292.00000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

1,076,618,291.93000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

7,541,614,807.36461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 15

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Bloomberg 1-3 Month T-Bill ETF 

b. Series identication number, if any

S000017326 

c. LEI

549300GQCVCME1YJ6B50 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Bloomberg 1-3 Month T-Bill ETF 
ii. Class identification number, if any

C000047963 

iii. Ticker symbol, if any

BIL 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.03000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.16000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.24000000 
2. After Fund fees and expenses (i.e., net asset value):
0.24000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

499,092,948.02000000 

g. Provide the net income from securities lending activities

3,593,661.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Euroclear Bank 
ii. Identifying number(s)
LEI

549300OZ46BRLZ8Y6F65 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. Identifying number(s)
LEI

9J6MBOOO7BECTDTUZW19 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

372,095,312.50000000 

Principal Transactions Record: 2
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

69,955,636,175.00000000 

Principal Transactions Record: 3
i. Full name of dealer
Citadel Securities LLC 
ii. SEC file number

8-53574 

iii. CRD number
000116797 
iv. Identifying number(s)
LEI

12UUJYTN7D3SW8KCSG25 

RSSD ID

 

v. State, if applicable
FLORIDA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

497,477,930.60000000 

Principal Transactions Record: 4
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

42,419,466,523.00000000 

Principal Transactions Record: 5
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

55,212,028,591.00000000 

Principal Transactions Record: 6
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

45,402,239,059.00000000 

Principal Transactions Record: 7
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

13,813,480,235.00000000 

Principal Transactions Record: 8
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

63,586,761,363.00000000 

Principal Transactions Record: 9
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

28,771,543,076.00000000 

Principal Transactions Record: 10
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

48,375,417,274.00000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

368,406,145,538.56000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

25,332,613,188.85153846 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 16

Item C.1. Background information.

a. Full Name of the Fund

SPDR SSGA US Large Cap Low Volatility Index ETF 

b. Series identication number, if any

S000039794 

c. LEI

549300MJKU3HR8WPP084 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR SSGA US Large Cap Low Volatility Index ETF 
ii. Class identification number, if any

C000123372 

iii. Ticker symbol, if any

LGLV 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button checked Yes Radio button not checked No
2. Exclusively for the fund?Radio button checked Yes Radio button not checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.01000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.13000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.06000000 
2. After Fund fees and expenses (i.e., net asset value):
0.06000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

324,938.43000000 

g. Provide the net income from securities lending activities

9,250.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

27.30000000 

Brokers Record: 2
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

112.35000000 

Brokers Record: 3
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

28.00000000 

Brokers Record: 4
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

16.10000000 

Brokers Record: 5
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

64.25000000 

Brokers Record: 6
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

204.61000000 

Brokers Record: 7
i. Full name of broker
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

114.10000000 

Brokers Record: 8
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

21.00000000 

Brokers Record: 9
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

26.60000000 

Brokers Record: 10
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

9,097.81000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

9,755.52000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

42,467,454.23000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

42,467,454.23000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

652,459,609.81846153 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 17

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Health Care Services ETF 

b. Series identication number, if any

S000012331 

c. LEI

549300JPXFHZOFFNSZ24 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Health Care Services ETF 
ii. Class identification number, if any

C000033547 

iii. Ticker symbol, if any

XHS 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.21000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.14000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.16000000 
2. After Fund fees and expenses (i.e., net asset value):
0.16000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

13,869,263.39000000 

g. Provide the net income from securities lending activities

59,710.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

22.06000000 

Brokers Record: 2
i. Full name of broker
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

355.33000000 

Brokers Record: 3
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

23,861.79000000 

Brokers Record: 4
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

156.85000000 

Brokers Record: 5
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

8.08000000 

Brokers Record: 6
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

8,277.74000000 

Brokers Record: 7
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10.24000000 

Brokers Record: 8
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

25.58000000 

Brokers Record: 9
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

20.97000000 

Brokers Record: 10
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

354.01000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

33,101.36000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

24,130.65000000 

Principal Transactions Record: 2
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,506,310.26000000 

Principal Transactions Record: 3
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

21,284.64000000 

Principal Transactions Record: 4
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

16,393,800.15000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

17,945,525.70000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

116,839,313.91846153 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 18

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Telecom ETF 

b. Series identication number, if any

S000012323 

c. LEI

549300HDKY7AYIBLN989 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Telecom ETF 
ii. Class identification number, if any

C000033539 

iii. Ticker symbol, if any

XTL 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.14000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.21000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.07000000 
2. After Fund fees and expenses (i.e., net asset value):
0.07000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

5,181,280.40000000 

g. Provide the net income from securities lending activities

27,908.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10,253.09000000 

Brokers Record: 2
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

129.07000000 

Brokers Record: 3
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

11.90000000 

Brokers Record: 4
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

14.70000000 

Brokers Record: 5
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

21.00000000 

Brokers Record: 6
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,235.58000000 

Brokers Record: 7
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10.50000000 

Brokers Record: 8
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

263.15000000 

Brokers Record: 9
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

18.20000000 

Brokers Record: 10
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

15.40000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

12,993.59000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,866,578.42000000 

Principal Transactions Record: 2
i. Full name of dealer
Loop Capital Markets LLC 
ii. SEC file number

8-50140 

iii. CRD number
000043098 
iv. Identifying number(s)
LEI

254900FPPM2WN90D4786 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,898.82000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

2,868,477.24000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

64,317,063.95692307 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 19

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Bloomberg Convertible Securities ETF 

b. Series identication number, if any

S000022925 

c. LEI

549300IXKU3G7R6DMX93 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Bloomberg Convertible Securities ETF 
ii. Class identification number, if any

C000066456 

iii. Ticker symbol, if any

CWB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.13000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.53000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.77000000 
2. After Fund fees and expenses (i.e., net asset value):
0.77000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

245,832,310.14000000 

g. Provide the net income from securities lending activities

2,772,237.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,071.00000000 

Brokers Record: 2
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,071.00000000 

Brokers Record: 3
i. Full name of broker
Cantor Fitzgerald & Co. 
ii. SEC file number

8-201 

iii. CRD number
000000134 
iv. Identifying number(s)
LEI

5493004J7H4GCPG6OB62 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

833.00000000 

Brokers Record: 4
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

833.00000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

3,808.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

368,243,207.90000000 

Principal Transactions Record: 2
i. Full name of dealer
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. Identifying number(s)
LEI

58PU97L1C0WSRCWADL48 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

165,277,115.40000000 

Principal Transactions Record: 3
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

360,810,733.70000000 

Principal Transactions Record: 4
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,088,649,539.00000000 

Principal Transactions Record: 5
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

276,469,762.80000000 

Principal Transactions Record: 6
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

107,152,286.50000000 

Principal Transactions Record: 7
i. Full name of dealer
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

53,256,354.88000000 

Principal Transactions Record: 8
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

198,677,720.70000000 

Principal Transactions Record: 9
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

162,806,241.30000000 

Principal Transactions Record: 10
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

600,360,909.80000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

3,447,046,457.52000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

4,097,681,838.64769230 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

200,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
The Bank of Nova Scotia 
Line Institutions Record: 2
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 3
Name of institution
CREDIT SUISSE AG 
Line Institutions Record: 4
Name of institution
Bank of America, N.A. 
Line Institutions Record: 5
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 6
Name of institution
Barclays Bank PLC 
Line Institutions Record: 7
Name of institution
MORGAN STANLEY BANK, N.A. 
Line Institutions Record: 8
Name of institution
Wells Fargo Bank 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
State Street Small/Mid Cap Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 2
Name of fund
SPDR S&P Emerging Markets Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 3
Name of fund
Elfun Income Fund 
SEC File number( e.g., 811- )
811-03715 
Shared Credit Users Record: 4
Name of fund
SPDR Bloomberg International Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 5
Name of fund
SPDR Portfolio Aggregate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 6
Name of fund
SPDR MSCI Emerging Markets StrategicFactors ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 7
Name of fund
State Street Real Estate Securities V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 8
Name of fund
State Street Premier Growth Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 9
Name of fund
State Street Total Return V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 10
Name of fund
SPDR DoubleLine Emerging Markets Fixed Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 11
Name of fund
SPDR Bloomberg Short Term High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 12
Name of fund
SPDR Nuveen Bloomberg Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 13
Name of fund
SPDR Blackstone High Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 14
Name of fund
SPDR Bloomberg International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 15
Name of fund
SPDR S&P International Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 16
Name of fund
Elfun Diversified Fund 
SEC File number( e.g., 811- )
811-05324 
Shared Credit Users Record: 17
Name of fund
State Street Equity 500 Index II Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 18
Name of fund
State Street S&P 500 Index Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 19
Name of fund
SPDR Bloomberg Investment Grade Floating Rate ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 20
Name of fund
State Street Income Fund 
SEC File number( e.g., 811- )
811-21435 
Shared Credit Users Record: 21
Name of fund
State Street Institutional Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 22
Name of fund
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 23
Name of fund
SPDR Portfolio Emerging Markets ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 24
Name of fund
SPDR Blackstone Senior Loan ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 25
Name of fund
State Street Income V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 26
Name of fund
SPDR S&P International Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 27
Name of fund
Elfun International Equity Fund 
SEC File number( e.g., 811- )
811-05216 
Shared Credit Users Record: 28
Name of fund
SPDR Portfolio Intermediate Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 29
Name of fund
SPDR Bloomberg Emerging Markets Local Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 30
Name of fund
SPDR Portfolio Short Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 31
Name of fund
State Street S&P 500 Index V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 32
Name of fund
SPDR MSCI ACWI Low Carbon Target ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 33
Name of fund
State Street U.S. Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 34
Name of fund
State Street Defensive Emerging Markets Equity Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 35
Name of fund
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 36
Name of fund
SPDR Portfolio Mortgage Backed Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 37
Name of fund
State Street Global Equity ex-U.S. Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 38
Name of fund
SPDR S&P Emerging Markets Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 39
Name of fund
State Street International Developed Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09599 
Shared Credit Users Record: 40
Name of fund
State Street International Stock Selection Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 41
Name of fund
SPDR DoubleLine Short Duration Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 42
Name of fund
SPDR Loomis Sayles Opportunistic Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 43
Name of fund
SPDR DoubleLine Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 44
Name of fund
State Street Small-Cap Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 45
Name of fund
SPDR Portfolio Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 46
Name of fund
State Street U.S. Core Equity Fund 
SEC File number( e.g., 811- )
811-01494 
Shared Credit Users Record: 47
Name of fund
SPDR S&P Emerging Asia Pacific ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 48
Name of fund
Elfun Tax Exempt Income Fund 
SEC File number( e.g., 811- )
811-02735 
Shared Credit Users Record: 49
Name of fund
SPDR Portfolio Long Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 50
Name of fund
SPDR Portfolio High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 51
Name of fund
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 52
Name of fund
SPDR FTSE International Government Inflation-Protected Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 53
Name of fund
State Street Institutional U.S. Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 54
Name of fund
SPDR Bloomberg Short Term International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 55
Name of fund
State Street Aggregate Bond Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 56
Name of fund
SPDR MSCI ACWI ex-US ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 57
Name of fund
SPDR SSGA Ultra Short Term Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 58
Name of fund
State Street Emerging Markets Equity Index Fund 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 59
Name of fund
SPDR Bloomberg High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 60
Name of fund
Elfun Trusts 
SEC File number( e.g., 811- )
811-00483 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 20

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P Capital Markets ETF 

b. Series identication number, if any

S000006978 

c. LEI

549300BBJPWNKDPREW36 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P Capital Markets ETF 
ii. Class identification number, if any

C000019031 

iii. Ticker symbol, if any

KCE 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.04000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.39000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.07000000 
2. After Fund fees and expenses (i.e., net asset value):
0.07000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

4,447,306.18000000 

g. Provide the net income from securities lending activities

42,587.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

9.66000000 

Brokers Record: 2
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,787.53000000 

Brokers Record: 3
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

61.88000000 

Brokers Record: 4
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

5,321.16000000 

Brokers Record: 5
i. Full name of broker
Rosenblatt Securities Inc. 
ii. SEC file number

8-24255 

iii. CRD number
000018377 
iv. Identifying number(s)
LEI

549300KXQP6H4QO07E91 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

41.29000000 

Brokers Record: 6
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

71.86000000 

Brokers Record: 7
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

5.78000000 

Brokers Record: 8
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3.31000000 

Brokers Record: 9
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

N/A 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

44.89000000 

Brokers Record: 10
i. Full name of broker
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

22.88000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

8,378.75000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

13,270,633.78000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

13,270,633.78000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

107,002,933.84384615 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 21

Item C.1. Background information.

a. Full Name of the Fund

SPDR Portfolio S&P 500 Value ETF 

b. Series identication number, if any

S000006985 

c. LEI

549300Q000TDS51V8H46 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Portfolio S&P 500 Value ETF 
ii. Class identification number, if any

C000019038 

iii. Ticker symbol, if any

SPYV 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.00000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.04000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.09000000 
2. After Fund fees and expenses (i.e., net asset value):
0.09000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

52,210,601.17000000 

g. Provide the net income from securities lending activities

297,354.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Royal Bank of Canada 
ii. Identifying number(s)
LEI

ES7IP3U3RHIGC71XBU11 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Trust Company Canada 
ii. Identifying number(s)
LEI

549300L71XG2CTQ2V827 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

492,198.49000000 

Brokers Record: 2
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3,592.00000000 

Brokers Record: 3
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3,738.98000000 

Brokers Record: 4
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,067.15000000 

Brokers Record: 5
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

937.36000000 

Brokers Record: 6
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

937.33000000 

Brokers Record: 7
i. Full name of broker
Academy Securities, Inc. 
ii. SEC file number

8-35173 

iii. CRD number
000017433 
iv. Identifying number(s)
LEI

2549000QX6RLQOZ2XC11 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,926.68000000 

Brokers Record: 8
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,012.47000000 

Brokers Record: 9
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,807.40000000 

Brokers Record: 10
i. Full name of broker
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,130.50000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

512,272.82000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

60,618.63000000 

Principal Transactions Record: 2
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,014,505,272.00000000 

Principal Transactions Record: 3
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

26,868.83000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

1,014,592,759.88000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

14,279,606,087.88461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 22

Item C.1. Background information.

a. Full Name of the Fund

SPDR Portfolio High Yield Bond ETF 

b. Series identication number, if any

S000036938 

c. LEI

549300B3SM8J1H4W2052 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Portfolio High Yield Bond ETF 
ii. Class identification number, if any

C000113018 

iii. Ticker symbol, if any

SPHY 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.19000000 
2. After Fund fees and expenses (i.e., net asset value):
0.09000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
1.00000000 
2. After Fund fees and expenses (i.e., net asset value):
1.00000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

72,487,828.56000000 

g. Provide the net income from securities lending activities

873,485.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Euroclear Bank 
ii. Identifying number(s)
LEI

549300OZ46BRLZ8Y6F65 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

47,058,877.31000000 

Principal Transactions Record: 2
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

41,253,960.20000000 

Principal Transactions Record: 3
i. Full name of dealer
MarketAxess Corporation 
ii. SEC file number

8-50727 

iii. CRD number
000044542 
iv. Identifying number(s)
LEI

GPSMMRI21JE7ZCVYF972 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

28,178,430.83000000 

Principal Transactions Record: 4
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

48,792,431.82000000 

Principal Transactions Record: 5
i. Full name of dealer
Jane Street Execution Services, LLC 
ii. SEC file number

8-69254 

iii. CRD number
000167280 
iv. Identifying number(s)
LEI

549300HXJLXCPDWAH070 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

24,226,205.57000000 

Principal Transactions Record: 6
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

16,052,215.57000000 

Principal Transactions Record: 7
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

51,679,946.37000000 

Principal Transactions Record: 8
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

316,332,258.50000000 

Principal Transactions Record: 9
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

16,593,761.69000000 

Principal Transactions Record: 10
i. Full name of dealer
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. Identifying number(s)
LEI

58PU97L1C0WSRCWADL48 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

42,933,827.40000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

727,685,275.15000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

890,443,884.58384615 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

200,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 2
Name of institution
Bank of America, N.A. 
Line Institutions Record: 3
Name of institution
Wells Fargo Bank 
Line Institutions Record: 4
Name of institution
Barclays Bank PLC 
Line Institutions Record: 5
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 6
Name of institution
The Bank of Nova Scotia 
Line Institutions Record: 7
Name of institution
MORGAN STANLEY BANK, N.A. 
Line Institutions Record: 8
Name of institution
CREDIT SUISSE AG 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
State Street Global Equity ex-U.S. Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 2
Name of fund
State Street U.S. Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 3
Name of fund
SPDR Bloomberg Investment Grade Floating Rate ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 4
Name of fund
State Street S&P 500 Index Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 5
Name of fund
SPDR Loomis Sayles Opportunistic Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 6
Name of fund
SPDR Blackstone Senior Loan ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 7
Name of fund
Elfun Income Fund 
SEC File number( e.g., 811- )
811-03715 
Shared Credit Users Record: 8
Name of fund
State Street Equity 500 Index II Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 9
Name of fund
SPDR DoubleLine Emerging Markets Fixed Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 10
Name of fund
State Street Defensive Emerging Markets Equity Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 11
Name of fund
SPDR Bloomberg High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 12
Name of fund
SPDR Portfolio Long Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 13
Name of fund
SPDR S&P Emerging Markets Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 14
Name of fund
State Street Institutional Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 15
Name of fund
State Street Small-Cap Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 16
Name of fund
SPDR Portfolio Emerging Markets ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 17
Name of fund
SPDR S&P Emerging Markets Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 18
Name of fund
SPDR DoubleLine Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 19
Name of fund
SPDR Bloomberg Short Term High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 20
Name of fund
State Street International Stock Selection Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 21
Name of fund
State Street Institutional U.S. Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 22
Name of fund
State Street S&P 500 Index V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 23
Name of fund
SPDR SSGA Ultra Short Term Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 24
Name of fund
SPDR Blackstone High Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 25
Name of fund
State Street U.S. Core Equity Fund 
SEC File number( e.g., 811- )
811-01494 
Shared Credit Users Record: 26
Name of fund
SPDR Bloomberg Short Term International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 27
Name of fund
SPDR Portfolio Intermediate Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 28
Name of fund
SPDR Portfolio Short Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 29
Name of fund
Elfun Tax Exempt Income Fund 
SEC File number( e.g., 811- )
811-02735 
Shared Credit Users Record: 30
Name of fund
State Street Emerging Markets Equity Index Fund 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 31
Name of fund
SPDR MSCI Emerging Markets StrategicFactors ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 32
Name of fund
Elfun International Equity Fund 
SEC File number( e.g., 811- )
811-05216 
Shared Credit Users Record: 33
Name of fund
State Street Income Fund 
SEC File number( e.g., 811- )
811-21435 
Shared Credit Users Record: 34
Name of fund
SPDR Bloomberg Convertible Securities ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 35
Name of fund
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 36
Name of fund
SPDR S&P International Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 37
Name of fund
State Street International Developed Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09599 
Shared Credit Users Record: 38
Name of fund
SPDR Bloomberg Emerging Markets Local Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 39
Name of fund
SPDR Nuveen Bloomberg Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 40
Name of fund
State Street Small/Mid Cap Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 41
Name of fund
State Street Aggregate Bond Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 42
Name of fund
SPDR MSCI ACWI Low Carbon Target ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 43
Name of fund
Elfun Trusts 
SEC File number( e.g., 811- )
811-00483 
Shared Credit Users Record: 44
Name of fund
State Street Real Estate Securities V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 45
Name of fund
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 46
Name of fund
State Street Premier Growth Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 47
Name of fund
SPDR DoubleLine Short Duration Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 48
Name of fund
SPDR Bloomberg International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 49
Name of fund
SPDR Portfolio Mortgage Backed Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 50
Name of fund
Elfun Diversified Fund 
SEC File number( e.g., 811- )
811-05324 
Shared Credit Users Record: 51
Name of fund
SPDR S&P Emerging Asia Pacific ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 52
Name of fund
SPDR FTSE International Government Inflation-Protected Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 53
Name of fund
SPDR Portfolio Aggregate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 54
Name of fund
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 55
Name of fund
SPDR MSCI ACWI ex-US ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 56
Name of fund
SPDR S&P International Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 57
Name of fund
State Street Income V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 58
Name of fund
SPDR Portfolio Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 59
Name of fund
SPDR Bloomberg International Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 60
Name of fund
State Street Total Return V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 23

Item C.1. Background information.

a. Full Name of the Fund

SPDR S&P SmallCap 600 ESG ETF 

b. Series identication number, if any

S000074035 

c. LEI

549300VVKT2KDT75EY90 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR S&P SmallCap 600 ESG ETF 
ii. Class identification number, if any

C000231370 

iii. Ticker symbol, if any

ESIX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.02000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.14000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.07000000 
2. After Fund fees and expenses (i.e., net asset value):
0.07000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

201.28000000 

Brokers Record: 2
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

13.67000000 

Brokers Record: 3
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.07000000 

Brokers Record: 4
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.32000000 

Brokers Record: 5
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1.66000000 

Brokers Record: 6
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.22000000 

Brokers Record: 7
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

0.17000000 

Brokers Record: 8
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1.12000000 

Brokers Record: 9
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2.63000000 

Brokers Record: 10
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10.84000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

232.02000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

701.86000000 

Principal Transactions Record: 2
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

265,345.38000000 

Principal Transactions Record: 3
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

481.24000000 

Principal Transactions Record: 4
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

291.34000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

270,603.82000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

3,034,017.61615384 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 24

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) ICE Preferred Securities ETF 

b. Series identication number, if any

S000026152 

c. LEI

549300DLQEVIC6XUR013 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) ICE Preferred Securities ETF 
ii. Class identification number, if any

C000078463 

iii. Ticker symbol, if any

PSK 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.24000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.21000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.47000000 
2. After Fund fees and expenses (i.e., net asset value):
0.47000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

63,262,991.99000000 

g. Provide the net income from securities lending activities

1,533,205.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

42,689.52000000 

Brokers Record: 2
i. Full name of broker
Jane Street Execution Services, LLC 
ii. SEC file number

8-69254 

iii. CRD number
000167280 
iv. Identifying number(s)
LEI

549300HXJLXCPDWAH070 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

5,781.14000000 

Brokers Record: 3
i. Full name of broker
Broadcort Capital Corp. 
ii. SEC file number

8-29204 

iii. CRD number
000013456 
iv. Identifying number(s)
LEI

N/A 

RSSD ID

0002385765 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

70,770.93000000 

Brokers Record: 4
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

295.07000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

119,536.66000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

267,049,275.00000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

267,049,275.04000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

1,010,962,834.31076923 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 25

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Portfolio S&P 1500 Composite Stock Market ETF 

b. Series identication number, if any

S000006973 

c. LEI

549300JAJ4RW35D8TD75 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Portfolio S&P 1500 Composite Stock Market ETF 
ii. Class identification number, if any

C000019026 

iii. Ticker symbol, if any

SPTM 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.06000000 
2. After Fund fees and expenses (i.e., net asset value):
0.02000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.06000000 
2. After Fund fees and expenses (i.e., net asset value):
0.06000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

56,446,973.41000000 

g. Provide the net income from securities lending activities

239,495.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company (Edinburgh, GB, Branch) 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10.28000000 

Brokers Record: 2
i. Full name of broker
Cantor Fitzgerald & Co. 
ii. SEC file number

8-201 

iii. CRD number
000000134 
iv. Identifying number(s)
LEI

5493004J7H4GCPG6OB62 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

26.29000000 

Brokers Record: 3
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

946.99000000 

Brokers Record: 4
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

386.61000000 

Brokers Record: 5
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

58.81000000 

Brokers Record: 6
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,305.01000000 

Brokers Record: 7
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

9,067.37000000 

Brokers Record: 8
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

112.57000000 

Brokers Record: 9
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

903.11000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

13,817.04000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

30,131.40000000 

Principal Transactions Record: 2
i. Full name of dealer
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

240.00000000 

Principal Transactions Record: 3
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

30,690.71000000 

Principal Transactions Record: 4
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

13,288.19000000 

Principal Transactions Record: 5
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

269,317,846.30000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

269,507,731.26000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

5,736,461,612.75615384 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 26

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Dividend ETF 

b. Series identication number, if any

S000006981 

c. LEI

5493004N0SIW5NZBWC90 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Dividend ETF 
ii. Class identification number, if any

C000019034 

iii. Ticker symbol, if any

SDY 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.07000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.28000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.05000000 
2. After Fund fees and expenses (i.e., net asset value):
0.05000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

450,427,785.80000000 

g. Provide the net income from securities lending activities

1,963,524.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,849.48000000 

Brokers Record: 2
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,880.20000000 

Brokers Record: 3
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

341,328.50000000 

Brokers Record: 4
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3,909.50000000 

Brokers Record: 5
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

11,282.57000000 

Brokers Record: 6
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,283.40000000 

Brokers Record: 7
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,338.70000000 

Brokers Record: 8
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

319,032.39000000 

Brokers Record: 9
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

590,250.05000000 

Brokers Record: 10
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

54,138.94000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

1,334,621.19000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,343,132,007.00000000 

Principal Transactions Record: 2
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,519,918,876.00000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

3,863,050,883.65000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

22,861,302,830.04846153 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 27

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Nuveen Bloomberg Municipal Bond ETF 

b. Series identication number, if any

S000017333 

c. LEI

54930090LRDSZWQ4P385 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Nuveen Bloomberg Municipal Bond ETF 
ii. Class identification number, if any

C000047970 

iii. Ticker symbol, if any

TFI 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.59000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.82000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
1.45000000 
2. After Fund fees and expenses (i.e., net asset value):
1.45000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
Sub Advisors Record: 1
i. Full name
Nuveen Asset Management, LLC 
ii. SEC file number (e.g., 801-), if applicable

801-71957 

iii. CRD number
000155584 
iv. Identifying number(s)
LEI

549300W218VXB0L5EY14 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

167,898,046.00000000 

Principal Transactions Record: 2
i. Full name of dealer
BNY Mellon Capital Markets, LLC 
ii. SEC file number

8-35255 

iii. CRD number
000017454 
iv. Identifying number(s)
LEI

VJW2DOOHGDT6PR0ZRO63 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

311,188,549.70000000 

Principal Transactions Record: 3
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

280,587,786.20000000 

Principal Transactions Record: 4
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

257,673,813.20000000 

Principal Transactions Record: 5
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

113,278,022.60000000 

Principal Transactions Record: 6
i. Full name of dealer
National Financial Services LLC 
ii. SEC file number

8-26740 

iii. CRD number
000013041 
iv. Identifying number(s)
LEI

549300JRHF1MHHWUAW04 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

878,166,722.70000000 

Principal Transactions Record: 7
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

154,826,974.50000000 

Principal Transactions Record: 8
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,981,030,984.00000000 

Principal Transactions Record: 9
i. Full name of dealer
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. Identifying number(s)
LEI

58PU97L1C0WSRCWADL48 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

151,178,651.10000000 

Principal Transactions Record: 10
i. Full name of dealer
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

291,278,168.20000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

5,906,085,122.55000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

3,680,141,188.78230769 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

200,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 2
Name of institution
Wells Fargo Bank 
Line Institutions Record: 3
Name of institution
The Bank of Nova Scotia 
Line Institutions Record: 4
Name of institution
MORGAN STANLEY BANK, N.A. 
Line Institutions Record: 5
Name of institution
Barclays Bank PLC 
Line Institutions Record: 6
Name of institution
Bank of America, N.A. 
Line Institutions Record: 7
Name of institution
CREDIT SUISSE AG 
Line Institutions Record: 8
Name of institution
Goldman Sachs Bank USA 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
SPDR Bloomberg Short Term International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 2
Name of fund
State Street Global Equity ex-U.S. Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 3
Name of fund
SPDR Bloomberg Investment Grade Floating Rate ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 4
Name of fund
State Street S&P 500 Index Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 5
Name of fund
Elfun International Equity Fund 
SEC File number( e.g., 811- )
811-05216 
Shared Credit Users Record: 6
Name of fund
SPDR Portfolio Emerging Markets ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 7
Name of fund
SPDR S&P Emerging Asia Pacific ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 8
Name of fund
SPDR Bloomberg Convertible Securities ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 9
Name of fund
SPDR Portfolio Mortgage Backed Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 10
Name of fund
State Street S&P 500 Index V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 11
Name of fund
State Street Equity 500 Index II Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 12
Name of fund
SPDR Blackstone High Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 13
Name of fund
SPDR Portfolio Long Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 14
Name of fund
State Street Institutional U.S. Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 15
Name of fund
Elfun Trusts 
SEC File number( e.g., 811- )
811-00483 
Shared Credit Users Record: 16
Name of fund
State Street Income V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 17
Name of fund
State Street Premier Growth Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 18
Name of fund
State Street U.S. Core Equity Fund 
SEC File number( e.g., 811- )
811-01494 
Shared Credit Users Record: 19
Name of fund
SPDR Bloomberg High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 20
Name of fund
SPDR FTSE International Government Inflation-Protected Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 21
Name of fund
SPDR Portfolio Intermediate Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 22
Name of fund
State Street International Developed Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09599 
Shared Credit Users Record: 23
Name of fund
SPDR S&P Emerging Markets Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 24
Name of fund
Elfun Income Fund 
SEC File number( e.g., 811- )
811-03715 
Shared Credit Users Record: 25
Name of fund
State Street Small/Mid Cap Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 26
Name of fund
State Street Emerging Markets Equity Index Fund 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 27
Name of fund
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 28
Name of fund
SPDR DoubleLine Emerging Markets Fixed Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 29
Name of fund
SPDR Portfolio Short Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 30
Name of fund
SPDR Bloomberg Emerging Markets Local Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 31
Name of fund
State Street International Stock Selection Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 32
Name of fund
SPDR MSCI ACWI Low Carbon Target ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 33
Name of fund
SPDR DoubleLine Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 34
Name of fund
SPDR Portfolio Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 35
Name of fund
SPDR Bloomberg Short Term High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 36
Name of fund
SPDR S&P International Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 37
Name of fund
SPDR Bloomberg International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 38
Name of fund
Elfun Diversified Fund 
SEC File number( e.g., 811- )
811-05324 
Shared Credit Users Record: 39
Name of fund
SPDR S&P International Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 40
Name of fund
State Street Aggregate Bond Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 41
Name of fund
State Street Institutional Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 42
Name of fund
SPDR Blackstone Senior Loan ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 43
Name of fund
SPDR MSCI ACWI ex-US ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 44
Name of fund
SPDR Loomis Sayles Opportunistic Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 45
Name of fund
SPDR SSGA Ultra Short Term Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 46
Name of fund
State Street Income Fund 
SEC File number( e.g., 811- )
811-21435 
Shared Credit Users Record: 47
Name of fund
SPDR DoubleLine Short Duration Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 48
Name of fund
Elfun Tax Exempt Income Fund 
SEC File number( e.g., 811- )
811-02735 
Shared Credit Users Record: 49
Name of fund
SPDR Portfolio Aggregate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 50
Name of fund
State Street U.S. Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 51
Name of fund
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 52
Name of fund
SPDR MSCI Emerging Markets StrategicFactors ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 53
Name of fund
State Street Defensive Emerging Markets Equity Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 54
Name of fund
State Street Total Return V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 55
Name of fund
State Street Real Estate Securities V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 56
Name of fund
SPDR Bloomberg International Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 57
Name of fund
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 58
Name of fund
SPDR S&P Emerging Markets Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 59
Name of fund
State Street Small-Cap Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 60
Name of fund
SPDR Portfolio High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 28

Item C.1. Background information.

a. Full Name of the Fund

SPDR S&P 1500 Momentum Tilt ETF 

b. Series identication number, if any

S000033832 

c. LEI

549300NWI9BNQYU67S03 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR S&P 1500 Momentum Tilt ETF 
ii. Class identification number, if any

C000104493 

iii. Ticker symbol, if any

MMTM 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.12000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.24000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
1.07000000 
2. After Fund fees and expenses (i.e., net asset value):
1.07000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

116,846.19000000 

g. Provide the net income from securities lending activities

728.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3.49000000 

Brokers Record: 2
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

5.91000000 

Brokers Record: 3
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

454.54000000 

Brokers Record: 4
i. Full name of broker
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

18.20000000 

Brokers Record: 5
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

12.84000000 

Brokers Record: 6
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

28.77000000 

Brokers Record: 7
i. Full name of broker
Mischler Financial Group, Inc. 
ii. SEC file number

8-48067 

iii. CRD number
000037818 
iv. Identifying number(s)
LEI

2549004IPXPSM9EJFC92 

RSSD ID

 

v. State, if applicable
CALIFORNIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,893.11000000 

Brokers Record: 8
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

14.44000000 

Brokers Record: 9
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10.03000000 

Brokers Record: 10
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,170.74000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

4,621.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

114.85000000 

Principal Transactions Record: 2
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

125.80000000 

Principal Transactions Record: 3
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

10,949,469.03000000 

Principal Transactions Record: 4
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,550.86000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

10,956,615.04000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

75,910,227.52307692 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 29

Item C.1. Background information.

a. Full Name of the Fund

SPDR Russell 1000 Yield Focus ETF 

b. Series identication number, if any

S000051787 

c. LEI

549300CI0TUJ2F2U6A41 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Russell 1000 Yield Focus ETF 
ii. Class identification number, if any

C000162940 

iii. Ticker symbol, if any

ONEY 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.09000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.11000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.07000000 
2. After Fund fees and expenses (i.e., net asset value):
0.07000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

7,448,983.49000000 

g. Provide the net income from securities lending activities

28,592.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

253.61000000 

Brokers Record: 2
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

350.79000000 

Brokers Record: 3
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

149.72000000 

Brokers Record: 4
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

333.55000000 

Brokers Record: 5
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

436.32000000 

Brokers Record: 6
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

152.98000000 

Brokers Record: 7
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

15,957.39000000 

Brokers Record: 8
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

849.68000000 

Brokers Record: 9
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

252.46000000 

Brokers Record: 10
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

206.56000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

19,466.27000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

103,109,386.90000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

103,167,310.91000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

827,803,228.24000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 30

Item C.1. Background information.

a. Full Name of the Fund

SPDR SSGA US Small Cap Low Volatility Index ETF 

b. Series identication number, if any

S000039795 

c. LEI

5493000HR5YXNE4QNM46 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR SSGA US Small Cap Low Volatility Index ETF 
ii. Class identification number, if any

C000123373 

iii. Ticker symbol, if any

SMLV 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button checked Yes Radio button not checked No
2. Exclusively for the fund?Radio button checked Yes Radio button not checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.07000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.05000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.08000000 
2. After Fund fees and expenses (i.e., net asset value):
0.08000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

5,384,971.58000000 

g. Provide the net income from securities lending activities

42,002.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

150.27000000 

Brokers Record: 2
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

94.81000000 

Brokers Record: 3
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

66.23000000 

Brokers Record: 4
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10,810.60000000 

Brokers Record: 5
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

194.10000000 

Brokers Record: 6
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

199.60000000 

Brokers Record: 7
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

158.11000000 

Brokers Record: 8
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

105.65000000 

Brokers Record: 9
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

121.98000000 

Brokers Record: 10
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

94.34000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

12,192.68000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

21,730,706.90000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

22,520,369.15000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

195,298,975.42000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 31

Item C.1. Background information.

a. Full Name of the Fund

SPDR Portfolio Short Term Corporate Bond ETF 

b. Series identication number, if any

S000019666 

c. LEI

549300D2BO7L1J2SO973 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Portfolio Short Term Corporate Bond ETF 
ii. Class identification number, if any

C000055010 

iii. Ticker symbol, if any

SPSB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.16000000 
2. After Fund fees and expenses (i.e., net asset value):
0.12000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.25000000 
2. After Fund fees and expenses (i.e., net asset value):
0.25000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

235,055,212.14000000 

g. Provide the net income from securities lending activities

719,643.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Trust Company Canada 
ii. Identifying number(s)
LEI

549300L71XG2CTQ2V827 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
Royal Bank of Canada 
ii. Identifying number(s)
LEI

ES7IP3U3RHIGC71XBU11 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
Euroclear Bank 
ii. Identifying number(s)
LEI

549300OZ46BRLZ8Y6F65 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 4
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,093,448,020.00000000 

Principal Transactions Record: 2
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

419,468,575.70000000 

Principal Transactions Record: 3
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

320,395,252.10000000 

Principal Transactions Record: 4
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

360,035,434.60000000 

Principal Transactions Record: 5
i. Full name of dealer
BNY Mellon Capital Markets, LLC 
ii. SEC file number

8-35255 

iii. CRD number
000017454 
iv. Identifying number(s)
LEI

VJW2DOOHGDT6PR0ZRO63 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

223,235,891.10000000 

Principal Transactions Record: 6
i. Full name of dealer
Jane Street Execution Services, LLC 
ii. SEC file number

8-69254 

iii. CRD number
000167280 
iv. Identifying number(s)
LEI

549300HXJLXCPDWAH070 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,390,610,134.00000000 

Principal Transactions Record: 7
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

356,554,267.40000000 

Principal Transactions Record: 8
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,032,820,736.00000000 

Principal Transactions Record: 9
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

284,374,312.80000000 

Principal Transactions Record: 10
i. Full name of dealer
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. Identifying number(s)
LEI

58PU97L1C0WSRCWADL48 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

442,714,964.50000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

12,101,822,114.48000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

7,599,017,682.29615384 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

200,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 2
Name of institution
Bank of America, N.A. 
Line Institutions Record: 3
Name of institution
The Bank of Nova Scotia 
Line Institutions Record: 4
Name of institution
MORGAN STANLEY BANK, N.A. 
Line Institutions Record: 5
Name of institution
Barclays Bank PLC 
Line Institutions Record: 6
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 7
Name of institution
CREDIT SUISSE AG 
Line Institutions Record: 8
Name of institution
Wells Fargo Bank 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 2
Name of fund
SPDR Bloomberg High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 3
Name of fund
SPDR Portfolio Aggregate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 4
Name of fund
SPDR MSCI ACWI Low Carbon Target ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 5
Name of fund
SPDR Loomis Sayles Opportunistic Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 6
Name of fund
SPDR FTSE International Government Inflation-Protected Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 7
Name of fund
SPDR Bloomberg Short Term High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 8
Name of fund
State Street Emerging Markets Equity Index Fund 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 9
Name of fund
Elfun Diversified Fund 
SEC File number( e.g., 811- )
811-05324 
Shared Credit Users Record: 10
Name of fund
SPDR Nuveen Bloomberg Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 11
Name of fund
State Street Defensive Emerging Markets Equity Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 12
Name of fund
SPDR DoubleLine Emerging Markets Fixed Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 13
Name of fund
SPDR Bloomberg Short Term International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 14
Name of fund
SPDR Bloomberg International Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 15
Name of fund
SPDR Portfolio Intermediate Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 16
Name of fund
State Street Premier Growth Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 17
Name of fund
Elfun Trusts 
SEC File number( e.g., 811- )
811-00483 
Shared Credit Users Record: 18
Name of fund
State Street International Stock Selection Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 19
Name of fund
SPDR MSCI ACWI ex-US ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 20
Name of fund
SPDR Portfolio Mortgage Backed Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 21
Name of fund
State Street International Developed Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09599 
Shared Credit Users Record: 22
Name of fund
State Street S&P 500 Index V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 23
Name of fund
SPDR DoubleLine Short Duration Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 24
Name of fund
SPDR SSGA Ultra Short Term Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 25
Name of fund
SPDR Portfolio Long Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 26
Name of fund
State Street Income Fund 
SEC File number( e.g., 811- )
811-21435 
Shared Credit Users Record: 27
Name of fund
SPDR Bloomberg Emerging Markets Local Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 28
Name of fund
State Street Institutional U.S. Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 29
Name of fund
State Street U.S. Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 30
Name of fund
Elfun Tax Exempt Income Fund 
SEC File number( e.g., 811- )
811-02735 
Shared Credit Users Record: 31
Name of fund
Elfun Income Fund 
SEC File number( e.g., 811- )
811-03715 
Shared Credit Users Record: 32
Name of fund
State Street Total Return V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 33
Name of fund
State Street S&P 500 Index Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 34
Name of fund
SPDR DoubleLine Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 35
Name of fund
State Street Small-Cap Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 36
Name of fund
State Street Institutional Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 37
Name of fund
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 38
Name of fund
State Street Small/Mid Cap Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 39
Name of fund
SPDR Portfolio Emerging Markets ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 40
Name of fund
SPDR Blackstone Senior Loan ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 41
Name of fund
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 42
Name of fund
SPDR S&P Emerging Asia Pacific ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 43
Name of fund
State Street Real Estate Securities V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 44
Name of fund
State Street U.S. Core Equity Fund 
SEC File number( e.g., 811- )
811-01494 
Shared Credit Users Record: 45
Name of fund
SPDR MSCI Emerging Markets StrategicFactors ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 46
Name of fund
State Street Equity 500 Index II Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 47
Name of fund
SPDR S&P Emerging Markets Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 48
Name of fund
SPDR Bloomberg Investment Grade Floating Rate ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 49
Name of fund
SPDR Bloomberg International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 50
Name of fund
SPDR Blackstone High Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 51
Name of fund
SPDR Bloomberg Convertible Securities ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 52
Name of fund
SPDR S&P International Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 53
Name of fund
State Street Income V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 54
Name of fund
SPDR Portfolio Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 55
Name of fund
State Street Aggregate Bond Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 56
Name of fund
SPDR Portfolio High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 57
Name of fund
State Street Global Equity ex-U.S. Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 58
Name of fund
SPDR S&P Emerging Markets Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 59
Name of fund
SPDR S&P International Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 60
Name of fund
Elfun International Equity Fund 
SEC File number( e.g., 811- )
811-05216 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 32

Item C.1. Background information.

a. Full Name of the Fund

SPDR S&P Kensho Smart Mobility ETF 

b. Series identication number, if any

S000059701 

c. LEI

549300J3VO1AH60DFH79 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR S&P Kensho Smart Mobility ETF 
ii. Class identification number, if any

C000195382 

iii. Ticker symbol, if any

HAIL 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
1.93000000 
2. After Fund fees and expenses (i.e., net asset value):
1.48000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.41000000 
2. After Fund fees and expenses (i.e., net asset value):
0.41000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

11,652,466.49000000 

g. Provide the net income from securities lending activities

1,113,075.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
BNP Paribas 
ii. Identifying number(s)
LEI

R0MUWSFPU8MPRO8K5P83 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

65.17000000 

Brokers Record: 2
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

130.28000000 

Brokers Record: 3
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

293.75000000 

Brokers Record: 4
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

133.22000000 

Brokers Record: 5
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

208.35000000 

Brokers Record: 6
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

284.02000000 

Brokers Record: 7
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

17,601.36000000 

Brokers Record: 8
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

333.90000000 

Brokers Record: 9
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

394.60000000 

Brokers Record: 10
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

100.02000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

19,713.75000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

12,483.00000000 

Principal Transactions Record: 2
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,591.08000000 

Principal Transactions Record: 3
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,607,651.24000000 

Principal Transactions Record: 4
i. Full name of dealer
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,718.80000000 

Principal Transactions Record: 5
i. Full name of dealer
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

14,290.98000000 

Principal Transactions Record: 6
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,283.60000000 

Principal Transactions Record: 7
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,208,090.21000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

8,856,108.91000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

64,544,166.60538461 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 33

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Aerospace & Defense ETF 

b. Series identication number, if any

S000012318 

c. LEI

5493006TZ0473G1GOE68 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Aerospace & Defense ETF 
ii. Class identification number, if any

C000033534 

iii. Ticker symbol, if any

XAR 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.03000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.38000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.06000000 
2. After Fund fees and expenses (i.e., net asset value):
0.06000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

81,379,547.34000000 

g. Provide the net income from securities lending activities

623,158.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

93.87000000 

Brokers Record: 2
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

65.77000000 

Brokers Record: 3
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

121.02000000 

Brokers Record: 4
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

30.71000000 

Brokers Record: 5
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

61,338.42000000 

Brokers Record: 6
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

16,579.74000000 

Brokers Record: 7
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

319.98000000 

Brokers Record: 8
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

15.87000000 

Brokers Record: 9
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

218.97000000 

Brokers Record: 10
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

24.72000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

78,823.64000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

36,684,183.92000000 

Principal Transactions Record: 2
i. Full name of dealer
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

13,788.14000000 

Principal Transactions Record: 3
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

364,186.91000000 

Principal Transactions Record: 4
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

9,912,927.89000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

46,975,086.86000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

1,365,413,198.57461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 34

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Portfolio S&P 500 ETF 

b. Series identication number, if any

S000006983 

c. LEI

5493004K4F0RL72RIJ47 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Portfolio S&P 500 ETF 
ii. Class identification number, if any

C000019036 

iii. Ticker symbol, if any

SPLG 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.02000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.01000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.04000000 
2. After Fund fees and expenses (i.e., net asset value):
0.04000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

72,871,456.09000000 

g. Provide the net income from securities lending activities

275,335.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Royal Bank of Canada 
ii. Identifying number(s)
LEI

ES7IP3U3RHIGC71XBU11 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Trust Company Canada 
ii. Identifying number(s)
LEI

549300L71XG2CTQ2V827 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 4
i. Full name
State Street Bank and Trust Company (Edinburgh, GB, Branch) 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 5
i. Full name
BNP Paribas 
ii. Identifying number(s)
LEI

R0MUWSFPU8MPRO8K5P83 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

367.77000000 

Brokers Record: 2
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

18,449.18000000 

Brokers Record: 3
i. Full name of broker
Academy Securities, Inc. 
ii. SEC file number

8-35173 

iii. CRD number
000017433 
iv. Identifying number(s)
LEI

2549000QX6RLQOZ2XC11 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

336.40000000 

Brokers Record: 4
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

683.75000000 

Brokers Record: 5
i. Full name of broker
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,206.30000000 

Brokers Record: 6
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

886.75000000 

Brokers Record: 7
i. Full name of broker
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

423.15000000 

Brokers Record: 8
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

352.61000000 

Brokers Record: 9
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,414.74000000 

Brokers Record: 10
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

178.91000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

26,712.82000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

899,095,719.40000000 

Principal Transactions Record: 2
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

32,273.99000000 

Principal Transactions Record: 3
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

12,302.82000000 

Principal Transactions Record: 4
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,828,068.00000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

903,968,364.18000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

15,332,619,663.79846153 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 35

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S & P 600 Small Cap Value ETF 

b. Series identication number, if any

S000006974 

c. LEI

54930083GEURQVBVY896 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S & P 600 Small Cap Value ETF 
ii. Class identification number, if any

C000019027 

iii. Ticker symbol, if any

SLYV 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.03000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.12000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.06000000 
2. After Fund fees and expenses (i.e., net asset value):
0.06000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

348,485,841.63000000 

g. Provide the net income from securities lending activities

1,254,899.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,630.10000000 

Brokers Record: 2
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

31,901.79000000 

Brokers Record: 3
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,583.06000000 

Brokers Record: 4
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

711,170.78000000 

Brokers Record: 5
i. Full name of broker
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,312.37000000 

Brokers Record: 6
i. Full name of broker
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,367.40000000 

Brokers Record: 7
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3,241.52000000 

Brokers Record: 8
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

16,429.24000000 

Brokers Record: 9
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

9,329.66000000 

Brokers Record: 10
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,591.02000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

785,363.07000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

401,496.78000000 

Principal Transactions Record: 2
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

467,964,543.00000000 

Principal Transactions Record: 3
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,803,868.17000000 

Principal Transactions Record: 4
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

621,263.04000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

473,525,756.01000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

3,919,199,849.60307692 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 36

Item C.1. Background information.

a. Full Name of the Fund

SPDR MSCI USA StrategicFactors ETF 

b. Series identication number, if any

S000048346 

c. LEI

5493000KV6EWZ4X3E691 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR MSCI USA StrategicFactors ETF 
ii. Class identification number, if any

C000152674 

iii. Ticker symbol, if any

QUS 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.05000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.20000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.05000000 
2. After Fund fees and expenses (i.e., net asset value):
0.05000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

681,962.96000000 

g. Provide the net income from securities lending activities

14,170.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

94.42000000 

Brokers Record: 2
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

85.93000000 

Brokers Record: 3
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4,968.98000000 

Brokers Record: 4
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3,530.85000000 

Brokers Record: 5
i. Full name of broker
Loop Capital Markets LLC 
ii. SEC file number

8-50140 

iii. CRD number
000043098 
iv. Identifying number(s)
LEI

254900FPPM2WN90D4786 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

67.04000000 

Brokers Record: 6
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

72.65000000 

Brokers Record: 7
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

648.55000000 

Brokers Record: 8
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

220.52000000 

Brokers Record: 9
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

41.41000000 

Brokers Record: 10
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

37.65000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

9,859.72000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

731.44000000 

Principal Transactions Record: 2
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

60,364,495.93000000 

Principal Transactions Record: 3
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,910.65000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

60,380,891.46000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

906,647,537.77923076 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 37

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P Insurance ETF 

b. Series identication number, if any

S000006979 

c. LEI

5493000JPXJASDQETJ56 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P Insurance ETF 
ii. Class identification number, if any

C000019032 

iii. Ticker symbol, if any

KIE 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.02000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.37000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.05000000 
2. After Fund fees and expenses (i.e., net asset value):
0.05000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

15,104,407.98000000 

g. Provide the net income from securities lending activities

40,271.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

6,107.24000000 

Brokers Record: 2
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

39.66000000 

Brokers Record: 3
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

29.81000000 

Brokers Record: 4
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3,089.71000000 

Brokers Record: 5
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

5,096.97000000 

Brokers Record: 6
i. Full name of broker
Loop Capital Markets LLC 
ii. SEC file number

8-50140 

iii. CRD number
000043098 
iv. Identifying number(s)
LEI

254900FPPM2WN90D4786 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

20.37000000 

Brokers Record: 7
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,036.82000000 

Brokers Record: 8
i. Full name of broker
Cantor Fitzgerald & Co. 
ii. SEC file number

8-201 

iii. CRD number
000000134 
iv. Identifying number(s)
LEI

5493004J7H4GCPG6OB62 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

117.11000000 

Brokers Record: 9
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

24.53000000 

Brokers Record: 10
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

69.85000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

16,706.23000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

38,185,177.40000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

38,185,177.40000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

509,439,854.86153846 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 38

Item C.1. Background information.

a. Full Name of the Fund

SPDR Russell 1000 Momentum Focus ETF 

b. Series identication number, if any

S000051788 

c. LEI

5493006G2KQ346T5MK30 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Russell 1000 Momentum Focus ETF 
ii. Class identification number, if any

C000162941 

iii. Ticker symbol, if any

ONEO 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.06000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.14000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.04000000 
2. After Fund fees and expenses (i.e., net asset value):
0.04000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

2,568,780.52000000 

g. Provide the net income from securities lending activities

12,932.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,920.88000000 

Brokers Record: 2
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

51.77000000 

Brokers Record: 3
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

34.00000000 

Brokers Record: 4
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

32.66000000 

Brokers Record: 5
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

47.46000000 

Brokers Record: 6
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4,061.10000000 

Brokers Record: 7
i. Full name of broker
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

24.00000000 

Brokers Record: 8
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

19.53000000 

Brokers Record: 9
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

34.44000000 

Brokers Record: 10
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

25.06000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

6,319.24000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

49.40000000 

Principal Transactions Record: 2
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

19,241,359.65000000 

Principal Transactions Record: 3
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

10,966.31000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

19,422,476.56000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

248,768,106.38846153 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 39

Item C.1. Background information.

a. Full Name of the Fund

SPDR MarketAxess Investment Grade 400 Corporate Bond ETF 

b. Series identication number, if any

S000075434 

c. LEI

9845008DB8F98965BE67 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR MarketAxess Investment Grade 400 Corporate Bond ETF 
ii. Class identification number, if any

C000234530 

iii. Ticker symbol, if any

LQIG 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.00000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.10000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.27000000 
2. After Fund fees and expenses (i.e., net asset value):
0.27000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

1,347,974.41000000 

g. Provide the net income from securities lending activities

4,523.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button checked Yes Radio button not checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

7,939,028.79000000 

Principal Transactions Record: 2
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

8,802,153.03000000 

Principal Transactions Record: 3
i. Full name of dealer
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

6,525,094.05000000 

Principal Transactions Record: 4
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

15,827,348.83000000 

Principal Transactions Record: 5
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. Identifying number(s)
LEI

9J6MBOOO7BECTDTUZW19 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,968,784.63000000 

Principal Transactions Record: 6
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

10,811,936.96000000 

Principal Transactions Record: 7
i. Full name of dealer
Millennium Advisors, LLC 
ii. SEC file number

8-68349 

iii. CRD number
000151236 
iv. Identifying number(s)
LEI

254900E1P6Z2XZYSA163 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

8,831,579.81000000 

Principal Transactions Record: 8
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

8,872,709.44000000 

Principal Transactions Record: 9
i. Full name of dealer
MarketAxess Corporation 
ii. SEC file number

8-50727 

iii. CRD number
000044542 
iv. Identifying number(s)
LEI

GPSMMRI21JE7ZCVYF972 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

6,930,646.54000000 

Principal Transactions Record: 10
i. Full name of dealer
Jane Street Execution Services, LLC 
ii. SEC file number

8-69254 

iii. CRD number
000167280 
iv. Identifying number(s)
LEI

549300HXJLXCPDWAH070 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

10,781,918.67000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

121,125,046.19000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

61,774,906.82461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 40

Item C.1. Background information.

a. Full Name of the Fund

SPDR S&P Kensho Future Security ETF 

b. Series identication number, if any

S000059702 

c. LEI

549300JWGKY4W7H1XS73 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR S&P Kensho Future Security ETF 
ii. Class identification number, if any

C000195383 

iii. Ticker symbol, if any

FITE 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.17000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.28000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.04000000 
2. After Fund fees and expenses (i.e., net asset value):
0.04000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

1,576,866.39000000 

g. Provide the net income from securities lending activities

9,773.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1.97000000 

Brokers Record: 2
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3.36000000 

Brokers Record: 3
i. Full name of broker
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4.03000000 

Brokers Record: 4
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

62.06000000 

Brokers Record: 5
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1.87000000 

Brokers Record: 6
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

53.15000000 

Brokers Record: 7
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3.33000000 

Brokers Record: 8
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

5.65000000 

Brokers Record: 9
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

192.24000000 

Brokers Record: 10
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,163.49000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

2,493.31000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,536,331.67000000 

Principal Transactions Record: 2
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,216.97000000 

Principal Transactions Record: 3
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

78,215.34000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

2,616,763.98000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

29,766,787.52000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 41

Item C.1. Background information.

a. Full Name of the Fund

SPDR Russell 1000 Low Volatility Focus ETF 

b. Series identication number, if any

S000051789 

c. LEI

5493005YZNGCM47APO52 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Russell 1000 Low Volatility Focus ETF 
ii. Class identification number, if any

C000162942 

iii. Ticker symbol, if any

ONEV 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.01000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.19000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.03000000 
2. After Fund fees and expenses (i.e., net asset value):
0.03000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

4,760,996.82000000 

g. Provide the net income from securities lending activities

33,419.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

660.24000000 

Brokers Record: 2
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

74.57000000 

Brokers Record: 3
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

48.38000000 

Brokers Record: 4
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

33,080.45000000 

Brokers Record: 5
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

141.86000000 

Brokers Record: 6
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

103.72000000 

Brokers Record: 7
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

62.15000000 

Brokers Record: 8
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

94.39000000 

Brokers Record: 9
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

227.31000000 

Brokers Record: 10
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

83.52000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

34,753.40000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

40,658,452.39000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

40,658,452.39000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

564,130,295.59230769 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 42

Item C.1. Background information.

a. Full Name of the Fund

SPDR FactSet Innovative Technology ETF 

b. Series identication number, if any

S000051577 

c. LEI

549300QKQUSG5PA4JL78 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR FactSet Innovative Technology ETF 
ii. Class identification number, if any

C000162275 

iii. Ticker symbol, if any

XITK 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.23000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.22000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
1.41000000 
2. After Fund fees and expenses (i.e., net asset value):
1.41000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

12,330,818.63000000 

g. Provide the net income from securities lending activities

306,672.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,825.00000000 

Brokers Record: 2
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

13.30000000 

Brokers Record: 3
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

11.87000000 

Brokers Record: 4
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

64.40000000 

Brokers Record: 5
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10.50000000 

Brokers Record: 6
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

19,463.47000000 

Brokers Record: 7
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

13.30000000 

Brokers Record: 8
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

8,278.08000000 

Brokers Record: 9
i. Full name of broker
Scotia Capital (USA) Inc. 
ii. SEC file number

8-3716 

iii. CRD number
000002739 
iv. Identifying number(s)
LEI

549300BLWPABP1VNME36 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

76.25000000 

Brokers Record: 10
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,335.78000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

31,114.35000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

356,794.67000000 

Principal Transactions Record: 2
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

8,999.10000000 

Principal Transactions Record: 3
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

10,763,202.85000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

11,128,996.62000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

105,830,699.16538461 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 43

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Portfolio TIPS ETF 

b. Series identication number, if any

S000017330 

c. LEI

5493005MJ79DAO7AOD07 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Portfolio TIPS ETF 
ii. Class identification number, if any

C000047967 

iii. Ticker symbol, if any

SPIP 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.03000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.09000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.44000000 
2. After Fund fees and expenses (i.e., net asset value):
0.44000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

108,650,153.85000000 

g. Provide the net income from securities lending activities

239,512.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

415,061,924.30000000 

Principal Transactions Record: 2
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,694,927.38000000 

Principal Transactions Record: 3
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

357,686,715.00000000 

Principal Transactions Record: 4
i. Full name of dealer
Citadel Securities LLC 
ii. SEC file number

8-53574 

iii. CRD number
000116797 
iv. Identifying number(s)
LEI

12UUJYTN7D3SW8KCSG25 

RSSD ID

 

v. State, if applicable
FLORIDA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

13,041,428.65000000 

Principal Transactions Record: 5
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

161,357,938.50000000 

Principal Transactions Record: 6
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. Identifying number(s)
LEI

9J6MBOOO7BECTDTUZW19 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

73,520,449.44000000 

Principal Transactions Record: 7
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

42,213,057.45000000 

Principal Transactions Record: 8
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,122,457.48000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

1,067,698,898.16000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

2,248,973,989.89384615 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 44

Item C.1. Background information.

a. Full Name of the Fund

SPDR Bloomberg Emerging Markets USD Bond ETF 

b. Series identication number, if any

S000068660 

c. LEI

549300AVS7LIKUSJG639 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Bloomberg Emerging Markets USD Bond ETF 
ii. Class identification number, if any

C000219610 

iii. Ticker symbol, if any

EMHC 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.19000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.04000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
1.34000000 
2. After Fund fees and expenses (i.e., net asset value):
1.34000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

1,737,531.32000000 

g. Provide the net income from securities lending activities

11,534.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
Sub Advisors Record: 1
i. Full name
State Street Global Advisors Limited 
ii. SEC file number (e.g., 801-), if applicable

801-66610 

iii. CRD number
000112861 
iv. Identifying number(s)
LEI

8KEPZEVXKHU6G2R0SD14 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
Euroclear Bank 
ii. Identifying number(s)
LEI

549300OZ46BRLZ8Y6F65 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. Identifying number(s)
LEI

58PU97L1C0WSRCWADL48 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,049,868.50000000 

Principal Transactions Record: 2
i. Full name of dealer
BNP Paribas Securities Corp. 
ii. SEC file number

8-32682 

iii. CRD number
000015794 
iv. Identifying number(s)
LEI

RCNB6OTYUAMMP879YW96 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,195,538.01000000 

Principal Transactions Record: 3
i. Full name of dealer
MarketAxess Corporation 
ii. SEC file number

8-50727 

iii. CRD number
000044542 
iv. Identifying number(s)
LEI

GPSMMRI21JE7ZCVYF972 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,823,415.26000000 

Principal Transactions Record: 4
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,212,900.50000000 

Principal Transactions Record: 5
i. Full name of dealer
HSBC Securities (USA) Inc. 
ii. SEC file number

8-41562 

iii. CRD number
000019585 
iv. Identifying number(s)
LEI

CYYGQCGNHMHPSMRL3R97 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,835,425.60000000 

Principal Transactions Record: 6
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,981,564.99000000 

Principal Transactions Record: 7
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,284,998.00000000 

Principal Transactions Record: 8
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,646,446.00000000 

Principal Transactions Record: 9
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

82,850,267.36000000 

Principal Transactions Record: 10
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,856,380.50000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

130,931,415.92000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

141,299,764.43384615 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 45

Item C.1. Background information.

a. Full Name of the Fund

SPDR Portfolio S&P 500 Growth ETF 

b. Series identication number, if any

S000006984 

c. LEI

549300VUPJJVH7HVPB06 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Portfolio S&P 500 Growth ETF 
ii. Class identification number, if any

C000019037 

iii. Ticker symbol, if any

SPYG 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.00000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.05000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.03000000 
2. After Fund fees and expenses (i.e., net asset value):
0.03000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

28,828,468.66000000 

g. Provide the net income from securities lending activities

39,961.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Trust Company Canada 
ii. Identifying number(s)
LEI

549300L71XG2CTQ2V827 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
Royal Bank of Canada 
ii. Identifying number(s)
LEI

ES7IP3U3RHIGC71XBU11 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

663.93000000 

Brokers Record: 2
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

5,195.75000000 

Brokers Record: 3
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

206.50000000 

Brokers Record: 4
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

351.70000000 

Brokers Record: 5
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

507.29000000 

Brokers Record: 6
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,213.85000000 

Brokers Record: 7
i. Full name of broker
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

380.04000000 

Brokers Record: 8
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

487.25000000 

Brokers Record: 9
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

194,851.26000000 

Brokers Record: 10
i. Full name of broker
Academy Securities, Inc. 
ii. SEC file number

8-35173 

iii. CRD number
000017433 
iv. Identifying number(s)
LEI

2549000QX6RLQOZ2XC11 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

777.00000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

205,321.11000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

572,361,678.30000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

572,361,678.32000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

14,627,890,547.35615384 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 46

Item C.1. Background information.

a. Full Name of the Fund

SPDR Bloomberg Short Term High Yield Bond ETF 

b. Series identication number, if any

S000036414 

c. LEI

549300YI2V5ELVW58659 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Bloomberg Short Term High Yield Bond ETF 
ii. Class identification number, if any

C000111386 

iii. Ticker symbol, if any

SJNK 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.29000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.11000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.51000000 
2. After Fund fees and expenses (i.e., net asset value):
0.51000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

284,950,174.75000000 

g. Provide the net income from securities lending activities

3,349,702.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company (Edinburgh, GB, Branch) 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
Euroclear Bank 
ii. Identifying number(s)
LEI

549300OZ46BRLZ8Y6F65 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 4
i. Full name
Citibank Europe Public Limited Company 
ii. Identifying number(s)
LEI

N1FBEDJ5J41VKZLO2475 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
IRELAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

326.63000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

326.63000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. Identifying number(s)
LEI

58PU97L1C0WSRCWADL48 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

324,138,832.00000000 

Principal Transactions Record: 2
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

518,076,734.60000000 

Principal Transactions Record: 3
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

393,684,302.30000000 

Principal Transactions Record: 4
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

227,161,041.40000000 

Principal Transactions Record: 5
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

128,120,446.70000000 

Principal Transactions Record: 6
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,016,871,520.00000000 

Principal Transactions Record: 7
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

430,952,236.90000000 

Principal Transactions Record: 8
i. Full name of dealer
MarketAxess Corporation 
ii. SEC file number

8-50727 

iii. CRD number
000044542 
iv. Identifying number(s)
LEI

GPSMMRI21JE7ZCVYF972 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

531,433,395.10000000 

Principal Transactions Record: 9
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

539,471,980.60000000 

Principal Transactions Record: 10
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

544,827,956.60000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

6,695,246,471.35000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

3,516,511,204.33692307 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

200,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
Barclays Bank PLC 
Line Institutions Record: 2
Name of institution
Bank of America, N.A. 
Line Institutions Record: 3
Name of institution
The Bank of Nova Scotia 
Line Institutions Record: 4
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 5
Name of institution
Wells Fargo Bank 
Line Institutions Record: 6
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 7
Name of institution
MORGAN STANLEY BANK, N.A. 
Line Institutions Record: 8
Name of institution
CREDIT SUISSE AG 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
SPDR MSCI ACWI Low Carbon Target ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 2
Name of fund
SPDR S&P International Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 3
Name of fund
Elfun Tax Exempt Income Fund 
SEC File number( e.g., 811- )
811-02735 
Shared Credit Users Record: 4
Name of fund
SPDR Portfolio Mortgage Backed Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 5
Name of fund
SPDR Bloomberg International Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 6
Name of fund
SPDR DoubleLine Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 7
Name of fund
State Street Real Estate Securities V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 8
Name of fund
SPDR MSCI ACWI ex-US ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 9
Name of fund
SPDR Portfolio Intermediate Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 10
Name of fund
SPDR Blackstone Senior Loan ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 11
Name of fund
SPDR Portfolio High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 12
Name of fund
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 13
Name of fund
State Street Income V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 14
Name of fund
SPDR MSCI Emerging Markets StrategicFactors ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 15
Name of fund
SPDR S&P Emerging Asia Pacific ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 16
Name of fund
SPDR Portfolio Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 17
Name of fund
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 18
Name of fund
Elfun International Equity Fund 
SEC File number( e.g., 811- )
811-05216 
Shared Credit Users Record: 19
Name of fund
SPDR Blackstone High Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 20
Name of fund
SPDR DoubleLine Emerging Markets Fixed Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 21
Name of fund
SPDR DoubleLine Short Duration Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 22
Name of fund
State Street S&P 500 Index Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 23
Name of fund
SPDR Bloomberg International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 24
Name of fund
State Street S&P 500 Index V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 25
Name of fund
Elfun Diversified Fund 
SEC File number( e.g., 811- )
811-05324 
Shared Credit Users Record: 26
Name of fund
SPDR S&P Emerging Markets Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 27
Name of fund
State Street Aggregate Bond Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 28
Name of fund
State Street Total Return V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 29
Name of fund
SPDR Bloomberg High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 30
Name of fund
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 31
Name of fund
SPDR Bloomberg Short Term International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 32
Name of fund
State Street Income Fund 
SEC File number( e.g., 811- )
811-21435 
Shared Credit Users Record: 33
Name of fund
State Street Defensive Emerging Markets Equity Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 34
Name of fund
Elfun Income Fund 
SEC File number( e.g., 811- )
811-03715 
Shared Credit Users Record: 35
Name of fund
State Street Emerging Markets Equity Index Fund 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 36
Name of fund
State Street Equity 500 Index II Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 37
Name of fund
State Street U.S. Core Equity Fund 
SEC File number( e.g., 811- )
811-01494 
Shared Credit Users Record: 38
Name of fund
SPDR S&P Emerging Markets Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 39
Name of fund
SPDR Bloomberg Investment Grade Floating Rate ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 40
Name of fund
SPDR S&P International Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 41
Name of fund
State Street Small-Cap Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 42
Name of fund
SPDR Bloomberg Emerging Markets Local Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 43
Name of fund
SPDR Portfolio Emerging Markets ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 44
Name of fund
State Street International Stock Selection Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 45
Name of fund
State Street Institutional Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 46
Name of fund
SPDR Portfolio Aggregate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 47
Name of fund
SPDR SSGA Ultra Short Term Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 48
Name of fund
Elfun Trusts 
SEC File number( e.g., 811- )
811-00483 
Shared Credit Users Record: 49
Name of fund
SPDR Nuveen Bloomberg Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 50
Name of fund
SPDR Portfolio Long Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 51
Name of fund
SPDR Bloomberg Convertible Securities ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 52
Name of fund
State Street Global Equity ex-U.S. Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 53
Name of fund
State Street Small/Mid Cap Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 54
Name of fund
State Street International Developed Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09599 
Shared Credit Users Record: 55
Name of fund
State Street Institutional U.S. Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 56
Name of fund
SPDR Loomis Sayles Opportunistic Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 57
Name of fund
State Street Premier Growth Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 58
Name of fund
SPDR FTSE International Government Inflation-Protected Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 59
Name of fund
State Street U.S. Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 60
Name of fund
SPDR Portfolio Short Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 47

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Portfolio S&P 600 Small Cap ETF 

b. Series identication number, if any

S000041317 

c. LEI

549300NYZX301TBLUJ08 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Portfolio S&P 600 Small Cap ETF 
ii. Class identification number, if any

C000128125 

iii. Ticker symbol, if any

SPSM 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.05000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.01000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.05000000 
2. After Fund fees and expenses (i.e., net asset value):
0.05000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

375,451,685.21000000 

g. Provide the net income from securities lending activities

1,311,123.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company (Edinburgh, GB, Branch) 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,365.05000000 

Brokers Record: 2
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

12,833.11000000 

Brokers Record: 3
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

22,080.65000000 

Brokers Record: 4
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

35,916.29000000 

Brokers Record: 5
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,775.20000000 

Brokers Record: 6
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

15,570.28000000 

Brokers Record: 7
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

14,367.77000000 

Brokers Record: 8
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

162,860.52000000 

Brokers Record: 9
i. Full name of broker
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,141.00000000 

Brokers Record: 10
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

942.90000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

273,568.02000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

487,914.84000000 

Principal Transactions Record: 2
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

788,737.15000000 

Principal Transactions Record: 3
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

880,885.78000000 

Principal Transactions Record: 4
i. Full name of dealer
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

51.65000000 

Principal Transactions Record: 5
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

470,245,077.10000000 

Principal Transactions Record: 6
i. Full name of dealer
National Securities Clearing Corporation 
ii. SEC file number

8-164 

iii. CRD number
000007569 
iv. Identifying number(s)
LEI

549300RYC9NELN2ICA34 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,298,651.80000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

492,630,296.15000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

4,898,886,678.77153846 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 48

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Portfolio Mortgage Backed Bond ETF 

b. Series identication number, if any

S000022922 

c. LEI

549300RAN9OO0VDPBS19 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Portfolio Mortgage Backed Bond ETF 
ii. Class identification number, if any

C000066453 

iii. Ticker symbol, if any

SPMB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.10000000 
2. After Fund fees and expenses (i.e., net asset value):
0.06000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.49000000 
2. After Fund fees and expenses (i.e., net asset value):
0.49000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button checked Yes Radio button not checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,303,812,071.00000000 

Principal Transactions Record: 2
i. Full name of dealer
Mizuho Securities USA LLC 
ii. SEC file number

8-37710 

iii. CRD number
000019647 
iv. Identifying number(s)
LEI

7TK5RJIZDFROZCA6XF66 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

199,446,054.60000000 

Principal Transactions Record: 3
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,363,065,484.00000000 

Principal Transactions Record: 4
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

974,399,300.80000000 

Principal Transactions Record: 5
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,067,442,382.00000000 

Principal Transactions Record: 6
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

161,550,916.40000000 

Principal Transactions Record: 7
i. Full name of dealer
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

829,152,206.80000000 

Principal Transactions Record: 8
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

587,211,874.70000000 

Principal Transactions Record: 9
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,436,527,308.00000000 

Principal Transactions Record: 10
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,022,273,792.00000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

12,335,835,743.52000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

4,051,577,204.33692307 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

200,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
The Bank of Nova Scotia 
Line Institutions Record: 2
Name of institution
Wells Fargo Bank 
Line Institutions Record: 3
Name of institution
Bank of America, N.A. 
Line Institutions Record: 4
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 5
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 6
Name of institution
CREDIT SUISSE AG 
Line Institutions Record: 7
Name of institution
Barclays Bank PLC 
Line Institutions Record: 8
Name of institution
MORGAN STANLEY BANK, N.A. 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
SPDR Portfolio Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 2
Name of fund
SPDR Portfolio High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 3
Name of fund
SPDR S&P International Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 4
Name of fund
State Street S&P 500 Index V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 5
Name of fund
State Street Aggregate Bond Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 6
Name of fund
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 7
Name of fund
State Street Small/Mid Cap Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 8
Name of fund
SPDR Portfolio Emerging Markets ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 9
Name of fund
SPDR S&P International Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 10
Name of fund
State Street Defensive Emerging Markets Equity Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 11
Name of fund
SPDR Portfolio Long Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 12
Name of fund
State Street Small-Cap Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 13
Name of fund
SPDR Blackstone High Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 14
Name of fund
State Street Income Fund 
SEC File number( e.g., 811- )
811-21435 
Shared Credit Users Record: 15
Name of fund
State Street Real Estate Securities V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 16
Name of fund
State Street Global Equity ex-U.S. Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 17
Name of fund
SPDR Bloomberg Convertible Securities ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 18
Name of fund
SPDR MSCI Emerging Markets StrategicFactors ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 19
Name of fund
SPDR DoubleLine Emerging Markets Fixed Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 20
Name of fund
State Street Emerging Markets Equity Index Fund 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 21
Name of fund
SPDR Nuveen Bloomberg Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 22
Name of fund
Elfun Trusts 
SEC File number( e.g., 811- )
811-00483 
Shared Credit Users Record: 23
Name of fund
SPDR Bloomberg Short Term High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 24
Name of fund
SPDR Loomis Sayles Opportunistic Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 25
Name of fund
SPDR Bloomberg International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 26
Name of fund
State Street International Developed Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09599 
Shared Credit Users Record: 27
Name of fund
SPDR Portfolio Short Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 28
Name of fund
SPDR FTSE International Government Inflation-Protected Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 29
Name of fund
SPDR Bloomberg High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 30
Name of fund
State Street International Stock Selection Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 31
Name of fund
State Street Income V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 32
Name of fund
Elfun Tax Exempt Income Fund 
SEC File number( e.g., 811- )
811-02735 
Shared Credit Users Record: 33
Name of fund
SPDR Blackstone Senior Loan ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 34
Name of fund
SPDR DoubleLine Short Duration Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 35
Name of fund
SPDR Bloomberg Emerging Markets Local Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 36
Name of fund
Elfun Diversified Fund 
SEC File number( e.g., 811- )
811-05324 
Shared Credit Users Record: 37
Name of fund
SPDR Bloomberg Short Term International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 38
Name of fund
Elfun International Equity Fund 
SEC File number( e.g., 811- )
811-05216 
Shared Credit Users Record: 39
Name of fund
SPDR S&P Emerging Markets Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 40
Name of fund
SPDR S&P Emerging Markets Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 41
Name of fund
SPDR Portfolio Intermediate Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 42
Name of fund
State Street Institutional U.S. Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 43
Name of fund
SPDR Bloomberg International Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 44
Name of fund
Elfun Income Fund 
SEC File number( e.g., 811- )
811-03715 
Shared Credit Users Record: 45
Name of fund
State Street U.S. Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 46
Name of fund
State Street Premier Growth Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 47
Name of fund
SPDR DoubleLine Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 48
Name of fund
State Street Institutional Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 49
Name of fund
SPDR MSCI ACWI ex-US ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 50
Name of fund
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 51
Name of fund
State Street S&P 500 Index Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 52
Name of fund
SPDR Portfolio Aggregate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 53
Name of fund
State Street Equity 500 Index II Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 54
Name of fund
SPDR Bloomberg Investment Grade Floating Rate ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 55
Name of fund
SPDR SSGA Ultra Short Term Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 56
Name of fund
SPDR S&P Emerging Asia Pacific ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 57
Name of fund
SPDR MSCI ACWI Low Carbon Target ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 58
Name of fund
State Street Total Return V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 59
Name of fund
State Street U.S. Core Equity Fund 
SEC File number( e.g., 811- )
811-01494 
Shared Credit Users Record: 60
Name of fund
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 49

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Homebuilders ETF 

b. Series identication number, if any

S000010019 

c. LEI

549300MSE80LL1UJS132 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Homebuilders ETF 
ii. Class identification number, if any

C000027707 

iii. Ticker symbol, if any

XHB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.22000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.57000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.04000000 
2. After Fund fees and expenses (i.e., net asset value):
0.04000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

41,975,126.11000000 

g. Provide the net income from securities lending activities

89,253.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

42.73000000 

Brokers Record: 2
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

51.69000000 

Brokers Record: 3
i. Full name of broker
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

112.84000000 

Brokers Record: 4
i. Full name of broker
Cantor Fitzgerald & Co. 
ii. SEC file number

8-201 

iii. CRD number
000000134 
iv. Identifying number(s)
LEI

5493004J7H4GCPG6OB62 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

42.40000000 

Brokers Record: 5
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

38.71000000 

Brokers Record: 6
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

16,539.13000000 

Brokers Record: 7
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

39.85000000 

Brokers Record: 8
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3,136.05000000 

Brokers Record: 9
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

42.00000000 

Brokers Record: 10
i. Full name of broker
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

80.82000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

20,268.35000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

46,424,566.95000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

46,424,566.95000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

975,352,914.64615384 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 50

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Bloomberg High Yield Bond ETF 

b. Series identication number, if any

S000019669 

c. LEI

549300NCLW2248PN7J24 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Bloomberg High Yield Bond ETF 
ii. Class identification number, if any

C000055013 

iii. Ticker symbol, if any

JNK 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.49000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.89000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.43000000 
2. After Fund fees and expenses (i.e., net asset value):
0.43000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

652,721,433.65000000 

g. Provide the net income from securities lending activities

7,230,431.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company (Edinburgh, GB, Branch) 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
Clearstream Banking S.A. 
ii. Identifying number(s)
LEI

549300OL514RA0SXJJ44 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
LUXEMBOURG  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 4
i. Full name
Euroclear Bank 
ii. Identifying number(s)
LEI

549300OZ46BRLZ8Y6F65 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

952.10000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

952.10000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

489,933,327.80000000 

Principal Transactions Record: 2
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,220,010,094.00000000 

Principal Transactions Record: 3
i. Full name of dealer
MarketAxess Corporation 
ii. SEC file number

8-50727 

iii. CRD number
000044542 
iv. Identifying number(s)
LEI

GPSMMRI21JE7ZCVYF972 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

366,505,677.40000000 

Principal Transactions Record: 4
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

280,143,486.90000000 

Principal Transactions Record: 5
i. Full name of dealer
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. Identifying number(s)
LEI

58PU97L1C0WSRCWADL48 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

481,746,329.40000000 

Principal Transactions Record: 6
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

675,797,083.70000000 

Principal Transactions Record: 7
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

706,840,360.20000000 

Principal Transactions Record: 8
i. Full name of dealer
Jane Street Execution Services, LLC 
ii. SEC file number

8-69254 

iii. CRD number
000167280 
iv. Identifying number(s)
LEI

549300HXJLXCPDWAH070 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

230,138,143.50000000 

Principal Transactions Record: 9
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

675,636,755.00000000 

Principal Transactions Record: 10
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

340,937,506.20000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

9,701,633,321.47000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

7,966,200,670.92538461 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

200,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 2
Name of institution
Barclays Bank PLC 
Line Institutions Record: 3
Name of institution
CREDIT SUISSE AG 
Line Institutions Record: 4
Name of institution
The Bank of Nova Scotia 
Line Institutions Record: 5
Name of institution
Bank of America, N.A. 
Line Institutions Record: 6
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 7
Name of institution
MORGAN STANLEY BANK, N.A. 
Line Institutions Record: 8
Name of institution
Wells Fargo Bank 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
SPDR Bloomberg Short Term International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 2
Name of fund
SPDR Portfolio Aggregate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 3
Name of fund
SPDR Bloomberg Convertible Securities ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 4
Name of fund
State Street Income Fund 
SEC File number( e.g., 811- )
811-21435 
Shared Credit Users Record: 5
Name of fund
SPDR S&P International Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 6
Name of fund
State Street Equity 500 Index II Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 7
Name of fund
SPDR Portfolio Emerging Markets ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 8
Name of fund
SPDR MSCI ACWI ex-US ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 9
Name of fund
SPDR Portfolio Intermediate Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 10
Name of fund
SPDR Blackstone Senior Loan ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 11
Name of fund
State Street Global Equity ex-U.S. Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 12
Name of fund
SPDR Portfolio Short Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 13
Name of fund
SPDR S&P Emerging Asia Pacific ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 14
Name of fund
SPDR Portfolio Mortgage Backed Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 15
Name of fund
State Street U.S. Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 16
Name of fund
SPDR Loomis Sayles Opportunistic Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 17
Name of fund
Elfun Trusts 
SEC File number( e.g., 811- )
811-00483 
Shared Credit Users Record: 18
Name of fund
SPDR FTSE International Government Inflation-Protected Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 19
Name of fund
SPDR MSCI ACWI Low Carbon Target ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 20
Name of fund
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 21
Name of fund
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 22
Name of fund
SPDR DoubleLine Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 23
Name of fund
SPDR SSGA Ultra Short Term Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 24
Name of fund
Elfun International Equity Fund 
SEC File number( e.g., 811- )
811-05216 
Shared Credit Users Record: 25
Name of fund
State Street Small/Mid Cap Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 26
Name of fund
State Street Defensive Emerging Markets Equity Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 27
Name of fund
SPDR S&P International Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 28
Name of fund
State Street Real Estate Securities V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 29
Name of fund
SPDR MSCI Emerging Markets StrategicFactors ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 30
Name of fund
SPDR Bloomberg Emerging Markets Local Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 31
Name of fund
State Street Total Return V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 32
Name of fund
SPDR Nuveen Bloomberg Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 33
Name of fund
Elfun Diversified Fund 
SEC File number( e.g., 811- )
811-05324 
Shared Credit Users Record: 34
Name of fund
SPDR DoubleLine Emerging Markets Fixed Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 35
Name of fund
SPDR Portfolio Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 36
Name of fund
SPDR Bloomberg International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 37
Name of fund
SPDR Portfolio High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 38
Name of fund
SPDR DoubleLine Short Duration Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 39
Name of fund
SPDR Portfolio Long Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 40
Name of fund
State Street Income V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 41
Name of fund
State Street Institutional U.S. Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 42
Name of fund
State Street Institutional Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 43
Name of fund
State Street International Stock Selection Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 44
Name of fund
SPDR S&P Emerging Markets Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 45
Name of fund
State Street Emerging Markets Equity Index Fund 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 46
Name of fund
SPDR Bloomberg International Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 47
Name of fund
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 48
Name of fund
Elfun Tax Exempt Income Fund 
SEC File number( e.g., 811- )
811-02735 
Shared Credit Users Record: 49
Name of fund
SPDR Blackstone High Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 50
Name of fund
State Street S&P 500 Index Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 51
Name of fund
State Street International Developed Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09599 
Shared Credit Users Record: 52
Name of fund
State Street U.S. Core Equity Fund 
SEC File number( e.g., 811- )
811-01494 
Shared Credit Users Record: 53
Name of fund
SPDR Bloomberg Short Term High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 54
Name of fund
State Street Small-Cap Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 55
Name of fund
State Street S&P 500 Index V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 56
Name of fund
State Street Premier Growth Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 57
Name of fund
Elfun Income Fund 
SEC File number( e.g., 811- )
811-03715 
Shared Credit Users Record: 58
Name of fund
SPDR Bloomberg Investment Grade Floating Rate ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 59
Name of fund
SPDR S&P Emerging Markets Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 60
Name of fund
State Street Aggregate Bond Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 51

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Metals & Mining ETF 

b. Series identication number, if any

S000012333 

c. LEI

5493008LMBT3IECLIE27 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Metals & Mining ETF 
ii. Class identification number, if any

C000033549 

iii. Ticker symbol, if any

XME 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.02000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.37000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.07000000 
2. After Fund fees and expenses (i.e., net asset value):
0.07000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

180,723,322.46000000 

g. Provide the net income from securities lending activities

459,184.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

909.30000000 

Brokers Record: 2
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

438.90000000 

Brokers Record: 3
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

459.90000000 

Brokers Record: 4
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,330.05000000 

Brokers Record: 5
i. Full name of broker
Cantor Fitzgerald & Co. 
ii. SEC file number

8-201 

iii. CRD number
000000134 
iv. Identifying number(s)
LEI

5493004J7H4GCPG6OB62 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

989.80000000 

Brokers Record: 6
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

627.20000000 

Brokers Record: 7
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

115,447.60000000 

Brokers Record: 8
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

95,653.26000000 

Brokers Record: 9
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

886.90000000 

Brokers Record: 10
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

629.30000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

217,815.31000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

138,752,662.50000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

138,752,662.46000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

2,012,790,314.59461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 52

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Semiconductor ETF 

b. Series identication number, if any

S000010020 

c. LEI

549300BYZ3JA8JJMEJ82 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Semiconductor ETF 
ii. Class identification number, if any

C000027708 

iii. Ticker symbol, if any

XSD 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.15000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.50000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.05000000 
2. After Fund fees and expenses (i.e., net asset value):
0.05000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

64,290,615.61000000 

g. Provide the net income from securities lending activities

859,063.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

17,047.61000000 

Brokers Record: 2
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

24.93000000 

Brokers Record: 3
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,063.50000000 

Brokers Record: 4
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

96,396.85000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

115,532.89000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,843,362.29000000 

Principal Transactions Record: 2
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

169,243.20000000 

Principal Transactions Record: 3
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

22,469,953.54000000 

Principal Transactions Record: 4
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

8,335,480.40000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

35,818,039.43000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

1,211,447,988.44846153 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 53

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Retail ETF 

b. Series identication number, if any

S000012322 

c. LEI

549300HHG63HQV071458 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Retail ETF 
ii. Class identification number, if any

C000033538 

iii. Ticker symbol, if any

XRT 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.67000000 
2. After Fund fees and expenses (i.e., net asset value):
0.32000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.13000000 
2. After Fund fees and expenses (i.e., net asset value):
0.13000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

38,337,605.94000000 

g. Provide the net income from securities lending activities

1,768,596.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Loop Capital Markets LLC 
ii. SEC file number

8-50140 

iii. CRD number
000043098 
iv. Identifying number(s)
LEI

254900FPPM2WN90D4786 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

272.28000000 

Brokers Record: 2
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

273.82000000 

Brokers Record: 3
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

308.10000000 

Brokers Record: 4
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

103.47000000 

Brokers Record: 5
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

33,467.49000000 

Brokers Record: 6
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

343.29000000 

Brokers Record: 7
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

505.52000000 

Brokers Record: 8
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10,424.44000000 

Brokers Record: 9
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

95.41000000 

Brokers Record: 10
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

224.27000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

46,418.25000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

9,914.50000000 

Principal Transactions Record: 2
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

6,669,292.80000000 

Principal Transactions Record: 3
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,804.80000000 

Principal Transactions Record: 4
i. Full name of dealer
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,927.33000000 

Principal Transactions Record: 5
i. Full name of dealer
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

39,746.61000000 

Principal Transactions Record: 6
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

6,388,913.47000000 

Principal Transactions Record: 7
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,829.36000000 

Principal Transactions Record: 8
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

40,737,668.39000000 

Principal Transactions Record: 9
i. Full name of dealer
Broadcort Capital Corp. 
ii. SEC file number

8-29204 

iii. CRD number
000013456 
iv. Identifying number(s)
LEI

N/A 

RSSD ID

0002385765 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,385.54000000 

Principal Transactions Record: 10
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,874.87000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

53,867,013.69000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

392,049,976.43769230 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 54

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Nuveen Bloomberg High Yield Municipal Bond ETF 

b. Series identication number, if any

S000028870 

c. LEI

54930036TY0W1EQHEK50 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Nuveen Bloomberg High Yield Municipal Bond ETF 
ii. Class identification number, if any

C000088522 

iii. Ticker symbol, if any

HYMB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-1.39000000 
2. After Fund fees and expenses (i.e., net asset value):
-1.74000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
1.85000000 
2. After Fund fees and expenses (i.e., net asset value):
1.85000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
Sub Advisors Record: 1
i. Full name
Nuveen Asset Management, LLC 
ii. SEC file number (e.g., 801-), if applicable

801-71957 

iii. CRD number
000155584 
iv. Identifying number(s)
LEI

549300W218VXB0L5EY14 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

118,057,306.50000000 

Principal Transactions Record: 2
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

117,017,966.30000000 

Principal Transactions Record: 3
i. Full name of dealer
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

20,269,680.85000000 

Principal Transactions Record: 4
i. Full name of dealer
BNY Mellon Capital Markets, LLC 
ii. SEC file number

8-35255 

iii. CRD number
000017454 
iv. Identifying number(s)
LEI

VJW2DOOHGDT6PR0ZRO63 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

207,280,941.80000000 

Principal Transactions Record: 5
i. Full name of dealer
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. Identifying number(s)
LEI

58PU97L1C0WSRCWADL48 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

24,002,031.35000000 

Principal Transactions Record: 6
i. Full name of dealer
National Financial Services LLC 
ii. SEC file number

8-26740 

iii. CRD number
000013041 
iv. Identifying number(s)
LEI

549300JRHF1MHHWUAW04 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

24,609,206.95000000 

Principal Transactions Record: 7
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

81,661,068.18000000 

Principal Transactions Record: 8
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

440,580,702.30000000 

Principal Transactions Record: 9
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

134,049,867.40000000 

Principal Transactions Record: 10
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,728,954,489.00000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

3,003,007,159.69000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

1,953,782,097.83000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

200,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
Wells Fargo Bank 
Line Institutions Record: 2
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 3
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 4
Name of institution
Bank of America, N.A. 
Line Institutions Record: 5
Name of institution
MORGAN STANLEY BANK, N.A. 
Line Institutions Record: 6
Name of institution
Barclays Bank PLC 
Line Institutions Record: 7
Name of institution
CREDIT SUISSE AG 
Line Institutions Record: 8
Name of institution
The Bank of Nova Scotia 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
SPDR Portfolio Mortgage Backed Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 2
Name of fund
State Street Premier Growth Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 3
Name of fund
Elfun Income Fund 
SEC File number( e.g., 811- )
811-03715 
Shared Credit Users Record: 4
Name of fund
State Street Income V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 5
Name of fund
State Street Total Return V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 6
Name of fund
SPDR Bloomberg High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 7
Name of fund
SPDR Portfolio High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 8
Name of fund
State Street S&P 500 Index Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 9
Name of fund
State Street Defensive Emerging Markets Equity Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 10
Name of fund
SPDR Bloomberg Short Term High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 11
Name of fund
SPDR Bloomberg Convertible Securities ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 12
Name of fund
SPDR Bloomberg International Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 13
Name of fund
State Street Institutional U.S. Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 14
Name of fund
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 15
Name of fund
SPDR Bloomberg Short Term International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 16
Name of fund
State Street Aggregate Bond Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 17
Name of fund
State Street Income Fund 
SEC File number( e.g., 811- )
811-21435 
Shared Credit Users Record: 18
Name of fund
State Street Institutional Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 19
Name of fund
SPDR S&P International Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 20
Name of fund
SPDR Bloomberg Investment Grade Floating Rate ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 21
Name of fund
SPDR S&P Emerging Markets Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 22
Name of fund
SPDR DoubleLine Emerging Markets Fixed Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 23
Name of fund
Elfun Tax Exempt Income Fund 
SEC File number( e.g., 811- )
811-02735 
Shared Credit Users Record: 24
Name of fund
SPDR Portfolio Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 25
Name of fund
SPDR S&P Emerging Asia Pacific ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 26
Name of fund
SPDR Portfolio Emerging Markets ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 27
Name of fund
SPDR Bloomberg Emerging Markets Local Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 28
Name of fund
SPDR S&P International Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 29
Name of fund
SPDR MSCI ACWI ex-US ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 30
Name of fund
State Street Global Equity ex-U.S. Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 31
Name of fund
SPDR Bloomberg International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 32
Name of fund
State Street Small/Mid Cap Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 33
Name of fund
SPDR Loomis Sayles Opportunistic Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 34
Name of fund
Elfun Trusts 
SEC File number( e.g., 811- )
811-00483 
Shared Credit Users Record: 35
Name of fund
State Street Emerging Markets Equity Index Fund 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 36
Name of fund
SPDR SSGA Ultra Short Term Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 37
Name of fund
SPDR DoubleLine Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 38
Name of fund
SPDR Portfolio Intermediate Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 39
Name of fund
Elfun International Equity Fund 
SEC File number( e.g., 811- )
811-05216 
Shared Credit Users Record: 40
Name of fund
SPDR Blackstone Senior Loan ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 41
Name of fund
SPDR Portfolio Long Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 42
Name of fund
State Street Equity 500 Index II Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 43
Name of fund
SPDR Portfolio Aggregate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 44
Name of fund
State Street International Developed Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09599 
Shared Credit Users Record: 45
Name of fund
SPDR MSCI Emerging Markets StrategicFactors ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 46
Name of fund
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 47
Name of fund
State Street S&P 500 Index V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 48
Name of fund
State Street Real Estate Securities V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 49
Name of fund
SPDR S&P Emerging Markets Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 50
Name of fund
SPDR Nuveen Bloomberg Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 51
Name of fund
SPDR Blackstone High Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 52
Name of fund
Elfun Diversified Fund 
SEC File number( e.g., 811- )
811-05324 
Shared Credit Users Record: 53
Name of fund
State Street U.S. Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 54
Name of fund
SPDR FTSE International Government Inflation-Protected Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 55
Name of fund
State Street U.S. Core Equity Fund 
SEC File number( e.g., 811- )
811-01494 
Shared Credit Users Record: 56
Name of fund
SPDR DoubleLine Short Duration Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 57
Name of fund
SPDR Portfolio Short Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 58
Name of fund
SPDR MSCI ACWI Low Carbon Target ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 59
Name of fund
State Street Small-Cap Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 60
Name of fund
State Street International Stock Selection Fund 
SEC File number( e.g., 811- )
811-05430 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 55

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Portfolio Intermediate Term Treasury ETF 

b. Series identication number, if any

S000017328 

c. LEI

54930015OAED5PVKCK44 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Portfolio Intermediate Term Treasury ETF 
ii. Class identification number, if any

C000047965 

iii. Ticker symbol, if any

SPTI 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.03000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.10000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.40000000 
2. After Fund fees and expenses (i.e., net asset value):
0.40000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

177,873,250.16000000 

g. Provide the net income from securities lending activities

406,379.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

184,553,377.90000000 

Principal Transactions Record: 2
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

70,020,117.12000000 

Principal Transactions Record: 3
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

403,286,773.00000000 

Principal Transactions Record: 4
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

238,501,755.30000000 

Principal Transactions Record: 5
i. Full name of dealer
BMO Capital Markets Corp. 
ii. SEC file number

8-34344 

iii. CRD number
000016686 
iv. Identifying number(s)
LEI

RUC0QBLBRPRCU4W1NE59 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

287,443,637.10000000 

Principal Transactions Record: 6
i. Full name of dealer
Citadel Securities LLC 
ii. SEC file number

8-53574 

iii. CRD number
000116797 
iv. Identifying number(s)
LEI

12UUJYTN7D3SW8KCSG25 

RSSD ID

 

v. State, if applicable
FLORIDA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

152,079,052.80000000 

Principal Transactions Record: 7
i. Full name of dealer
BNP Paribas Securities Corp. 
ii. SEC file number

8-32682 

iii. CRD number
000015794 
iv. Identifying number(s)
LEI

RCNB6OTYUAMMP879YW96 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

56,236,953.12000000 

Principal Transactions Record: 8
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

106,268,731.50000000 

Principal Transactions Record: 9
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

174,764,768.80000000 

Principal Transactions Record: 10
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

141,988,941.50000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

1,957,833,405.86000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

4,035,127,354.11692307 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 56

Item C.1. Background information.

a. Full Name of the Fund

SPDR S&P 500 ESG ETF 

b. Series identication number, if any

S000069051 

c. LEI

5493000QG09QKDPDYX59 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR S&P 500 ESG ETF 
ii. Class identification number, if any

C000220766 

iii. Ticker symbol, if any

EFIV 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.03000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.13000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
7.46000000 
2. After Fund fees and expenses (i.e., net asset value):
7.46000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Royal Bank of Canada 
ii. Identifying number(s)
LEI

ES7IP3U3RHIGC71XBU11 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
Euroclear Bank 
ii. Identifying number(s)
LEI

549300OZ46BRLZ8Y6F65 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
State Street Trust Company Canada 
ii. Identifying number(s)
LEI

549300L71XG2CTQ2V827 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 4
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

357.59000000 

Brokers Record: 2
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10.75000000 

Brokers Record: 3
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

15.40000000 

Brokers Record: 4
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

115.55000000 

Brokers Record: 5
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

9.50000000 

Brokers Record: 6
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

16.10000000 

Brokers Record: 7
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

42.45000000 

Brokers Record: 8
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10.50000000 

Brokers Record: 9
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

23.80000000 

Brokers Record: 10
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

8,975.93000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

9,581.07000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

33,734,573.16000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

33,734,573.16000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

651,193,099.02153846 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 57

Item C.1. Background information.

a. Full Name of the Fund

SPDR MSCI USA Climate Paris Aligned ETF 

b. Series identication number, if any

S000076007 

c. LEI

984500BAB3CCBCL3C917 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR MSCI USA Climate Paris Aligned ETF 
ii. Class identification number, if any

C000235432 

iii. Ticker symbol, if any

NZUS 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.03000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.14000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.10000000 
2. After Fund fees and expenses (i.e., net asset value):
0.10000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

174.75000000 

Brokers Record: 2
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

123.83000000 

Brokers Record: 3
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

62.40000000 

Brokers Record: 4
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

27.51000000 

Brokers Record: 5
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

12.64000000 

Brokers Record: 6
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

43.74000000 

Brokers Record: 7
i. Full name of broker
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

15.99000000 

Brokers Record: 8
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

21.36000000 

Brokers Record: 9
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

626.82000000 

Brokers Record: 10
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

60.34000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

1,201.72000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

161.88000000 

Principal Transactions Record: 2
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,848,614.91000000 

Principal Transactions Record: 3
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,224.12000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

5,854,000.91000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

99,083,146.74615384 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 58

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S & P 400 Mid Cap Value ETF 

b. Series identication number, if any

S000006988 

c. LEI

5493007LRKIGGN363454 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S & P 400 Mid Cap Value ETF 
ii. Class identification number, if any

C000019041 

iii. Ticker symbol, if any

MDYV 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.02000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.13000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.05000000 
2. After Fund fees and expenses (i.e., net asset value):
0.05000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

139,469,872.43000000 

g. Provide the net income from securities lending activities

765,608.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

571.30000000 

Brokers Record: 2
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

575.40000000 

Brokers Record: 3
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4,032.92000000 

Brokers Record: 4
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

5,771.62000000 

Brokers Record: 5
i. Full name of broker
Cantor Fitzgerald & Co. 
ii. SEC file number

8-201 

iii. CRD number
000000134 
iv. Identifying number(s)
LEI

5493004J7H4GCPG6OB62 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

544.01000000 

Brokers Record: 6
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

12,355.04000000 

Brokers Record: 7
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

241,834.98000000 

Brokers Record: 8
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,207.90000000 

Brokers Record: 9
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

13,789.78000000 

Brokers Record: 10
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4,975.50000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

287,457.89000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

222,728,088.10000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

222,728,088.06000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

2,136,694,921.69000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 59

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Portfolio S&P 400 Mid Cap ETF 

b. Series identication number, if any

S000006986 

c. LEI

549300TKUU0ZLRVSLJ96 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Portfolio S&P 400 Mid Cap ETF 
ii. Class identification number, if any

C000019039 

iii. Ticker symbol, if any

SPMD 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.04000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.01000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.04000000 
2. After Fund fees and expenses (i.e., net asset value):
0.04000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

344,981,536.48000000 

g. Provide the net income from securities lending activities

2,344,310.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company (Edinburgh, GB, Branch) 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,263.60000000 

Brokers Record: 2
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3,112.85000000 

Brokers Record: 3
i. Full name of broker
Broadcort Capital Corp. 
ii. SEC file number

8-29204 

iii. CRD number
000013456 
iv. Identifying number(s)
LEI

N/A 

RSSD ID

0002385765 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

642.60000000 

Brokers Record: 4
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

794.50000000 

Brokers Record: 5
i. Full name of broker
Loop Capital Markets LLC 
ii. SEC file number

8-50140 

iii. CRD number
000043098 
iv. Identifying number(s)
LEI

254900FPPM2WN90D4786 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,778.70000000 

Brokers Record: 6
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

8,686.60000000 

Brokers Record: 7
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

84,430.43000000 

Brokers Record: 8
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

43,196.62000000 

Brokers Record: 9
i. Full name of broker
Academy Securities, Inc. 
ii. SEC file number

8-35173 

iii. CRD number
000017433 
iv. Identifying number(s)
LEI

2549000QX6RLQOZ2XC11 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

617.40000000 

Brokers Record: 10
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

72,772.80000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

219,148.41000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

550,700,291.00000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

550,700,291.02000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

5,608,955,217.17076923 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 60

Item C.1. Background information.

a. Full Name of the Fund

SPDR S&P Internet ETF 

b. Series identication number, if any

S000054130 

c. LEI

549300EWA1PPL2GSL870 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR S&P Internet ETF 
ii. Class identification number, if any

C000170118 

iii. Ticker symbol, if any

XWEB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.55000000 
2. After Fund fees and expenses (i.e., net asset value):
0.20000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.43000000 
2. After Fund fees and expenses (i.e., net asset value):
0.43000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

2,437,258.63000000 

g. Provide the net income from securities lending activities

18,012.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4.77000000 

Brokers Record: 2
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4.04000000 

Brokers Record: 3
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

12.40000000 

Brokers Record: 4
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

25.76000000 

Brokers Record: 5
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

140.83000000 

Brokers Record: 6
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2.33000000 

Brokers Record: 7
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4.43000000 

Brokers Record: 8
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,364.18000000 

Brokers Record: 9
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

197.07000000 

Brokers Record: 10
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4,683.47000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

7,444.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

92,675.67000000 

Principal Transactions Record: 2
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,449.36000000 

Principal Transactions Record: 3
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

557,114.25000000 

Principal Transactions Record: 4
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

11,888.99000000 

Principal Transactions Record: 5
i. Full name of dealer
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

19,573.93000000 

Principal Transactions Record: 6
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

846,740.11000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

1,529,442.31000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

23,436,221.14769230 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 61

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P Bank ETF 

b. Series identication number, if any

S000006977 

c. LEI

549300WRV3OCU6OV1X49 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P Bank ETF 
ii. Class identification number, if any

C000019030 

iii. Ticker symbol, if any

KBE 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.19000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.16000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
2.24000000 
2. After Fund fees and expenses (i.e., net asset value):
2.24000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

63,095,949.78000000 

g. Provide the net income from securities lending activities

763,714.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

344.55000000 

Brokers Record: 2
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

19,380.00000000 

Brokers Record: 3
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,161.97000000 

Brokers Record: 4
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

448.48000000 

Brokers Record: 5
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

399.10000000 

Brokers Record: 6
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,044.01000000 

Brokers Record: 7
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

658.91000000 

Brokers Record: 8
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

84,029.19000000 

Brokers Record: 9
i. Full name of broker
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

794.40000000 

Brokers Record: 10
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

312.53000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

109,591.90000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

54,667.45000000 

Principal Transactions Record: 2
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

188,662,060.60000000 

Principal Transactions Record: 3
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

107,308.14000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

188,824,036.17000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

1,773,098,070.56461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 62

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) NYSE Technology ETF 

b. Series identication number, if any

S000006980 

c. LEI

549300PS44ZVKSLTMI64 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) NYSE Technology ETF 
ii. Class identification number, if any

C000019033 

iii. Ticker symbol, if any

XNTK 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.19000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.54000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.06000000 
2. After Fund fees and expenses (i.e., net asset value):
0.06000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

5,099,166.52000000 

g. Provide the net income from securities lending activities

7,768.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4.20000000 

Brokers Record: 2
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

18.20000000 

Brokers Record: 3
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3,507.26000000 

Brokers Record: 4
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1.40000000 

Brokers Record: 5
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

9.10000000 

Brokers Record: 6
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

6.30000000 

Brokers Record: 7
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

705.50000000 

Brokers Record: 8
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

9.80000000 

Brokers Record: 9
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

11.90000000 

Brokers Record: 10
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2.80000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

4,278.56000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

12,456,115.85000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

12,456,115.85000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

413,022,010.52538461 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 63

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Nuveen Bloomberg Short Term Municipal Bond ETF 

b. Series identication number, if any

S000017327 

c. LEI

549300YOXXYNLG9ZCS82 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Nuveen Bloomberg Short Term Municipal Bond ETF 
ii. Class identification number, if any

C000047964 

iii. Ticker symbol, if any

SHM 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.25000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.46000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.77000000 
2. After Fund fees and expenses (i.e., net asset value):
0.77000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
Sub Advisors Record: 1
i. Full name
Nuveen Asset Management, LLC 
ii. SEC file number (e.g., 801-), if applicable

801-71957 

iii. CRD number
000155584 
iv. Identifying number(s)
LEI

549300W218VXB0L5EY14 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

105,564,574.40000000 

Principal Transactions Record: 2
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

255,161,917.50000000 

Principal Transactions Record: 3
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

416,963,774.30000000 

Principal Transactions Record: 4
i. Full name of dealer
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

102,612,096.80000000 

Principal Transactions Record: 5
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

182,806,053.30000000 

Principal Transactions Record: 6
i. Full name of dealer
BNY Mellon Capital Markets, LLC 
ii. SEC file number

8-35255 

iii. CRD number
000017454 
iv. Identifying number(s)
LEI

VJW2DOOHGDT6PR0ZRO63 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

101,801,808.90000000 

Principal Transactions Record: 7
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

255,740,617.10000000 

Principal Transactions Record: 8
i. Full name of dealer
National Financial Services LLC 
ii. SEC file number

8-26740 

iii. CRD number
000013041 
iv. Identifying number(s)
LEI

549300JRHF1MHHWUAW04 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

394,137,189.40000000 

Principal Transactions Record: 9
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,067,528,092.00000000 

Principal Transactions Record: 10
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

85,515,482.65000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

4,148,032,177.51000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

4,554,967,938.36307692 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

200,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 2
Name of institution
The Bank of Nova Scotia 
Line Institutions Record: 3
Name of institution
Wells Fargo Bank 
Line Institutions Record: 4
Name of institution
Bank of America, N.A. 
Line Institutions Record: 5
Name of institution
CREDIT SUISSE AG 
Line Institutions Record: 6
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 7
Name of institution
MORGAN STANLEY BANK, N.A. 
Line Institutions Record: 8
Name of institution
Barclays Bank PLC 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
SPDR Portfolio Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 2
Name of fund
State Street Premier Growth Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 3
Name of fund
State Street Income Fund 
SEC File number( e.g., 811- )
811-21435 
Shared Credit Users Record: 4
Name of fund
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 5
Name of fund
SPDR Portfolio Long Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 6
Name of fund
SPDR Portfolio Intermediate Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 7
Name of fund
SPDR S&P Emerging Markets Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 8
Name of fund
SPDR S&P International Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 9
Name of fund
State Street Income V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 10
Name of fund
State Street U.S. Core Equity Fund 
SEC File number( e.g., 811- )
811-01494 
Shared Credit Users Record: 11
Name of fund
State Street S&P 500 Index V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 12
Name of fund
SPDR FTSE International Government Inflation-Protected Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 13
Name of fund
SPDR Blackstone High Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 14
Name of fund
SPDR S&P International Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 15
Name of fund
State Street International Developed Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09599 
Shared Credit Users Record: 16
Name of fund
SPDR MSCI Emerging Markets StrategicFactors ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 17
Name of fund
State Street International Stock Selection Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 18
Name of fund
SPDR Portfolio Short Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 19
Name of fund
State Street Aggregate Bond Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 20
Name of fund
State Street Real Estate Securities V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 21
Name of fund
State Street U.S. Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 22
Name of fund
SPDR Portfolio Mortgage Backed Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 23
Name of fund
Elfun Tax Exempt Income Fund 
SEC File number( e.g., 811- )
811-02735 
Shared Credit Users Record: 24
Name of fund
SPDR Bloomberg Convertible Securities ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 25
Name of fund
State Street Institutional Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 26
Name of fund
Elfun Diversified Fund 
SEC File number( e.g., 811- )
811-05324 
Shared Credit Users Record: 27
Name of fund
SPDR DoubleLine Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 28
Name of fund
State Street Small-Cap Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 29
Name of fund
Elfun Income Fund 
SEC File number( e.g., 811- )
811-03715 
Shared Credit Users Record: 30
Name of fund
SPDR SSGA Ultra Short Term Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 31
Name of fund
SPDR Bloomberg Short Term High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 32
Name of fund
SPDR Loomis Sayles Opportunistic Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 33
Name of fund
SPDR DoubleLine Short Duration Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 34
Name of fund
State Street Global Equity ex-U.S. Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 35
Name of fund
State Street Institutional U.S. Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 36
Name of fund
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 37
Name of fund
SPDR Bloomberg International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 38
Name of fund
State Street Small/Mid Cap Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 39
Name of fund
State Street Equity 500 Index II Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 40
Name of fund
SPDR S&P Emerging Markets Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 41
Name of fund
SPDR Bloomberg Emerging Markets Local Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 42
Name of fund
SPDR MSCI ACWI Low Carbon Target ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 43
Name of fund
State Street Emerging Markets Equity Index Fund 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 44
Name of fund
State Street Defensive Emerging Markets Equity Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 45
Name of fund
SPDR Portfolio High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 46
Name of fund
State Street S&P 500 Index Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 47
Name of fund
SPDR Portfolio Aggregate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 48
Name of fund
SPDR Bloomberg International Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 49
Name of fund
SPDR Bloomberg Short Term International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 50
Name of fund
SPDR MSCI ACWI ex-US ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 51
Name of fund
SPDR Blackstone Senior Loan ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 52
Name of fund
State Street Total Return V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 53
Name of fund
SPDR Bloomberg Investment Grade Floating Rate ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 54
Name of fund
SPDR Bloomberg High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 55
Name of fund
SPDR S&P Emerging Asia Pacific ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 56
Name of fund
Elfun International Equity Fund 
SEC File number( e.g., 811- )
811-05216 
Shared Credit Users Record: 57
Name of fund
SPDR Portfolio Emerging Markets ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 58
Name of fund
SPDR DoubleLine Emerging Markets Fixed Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 59
Name of fund
Elfun Trusts 
SEC File number( e.g., 811- )
811-00483 
Shared Credit Users Record: 60
Name of fund
SPDR Nuveen Bloomberg Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 64

Item C.1. Background information.

a. Full Name of the Fund

SPDR S&P Kensho Intelligent Structures ETF 

b. Series identication number, if any

S000059700 

c. LEI

549300NU6BFND7H5CN84 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR S&P Kensho Intelligent Structures ETF 
ii. Class identification number, if any

C000195381 

iii. Ticker symbol, if any

SIMS 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
1.53000000 
2. After Fund fees and expenses (i.e., net asset value):
1.08000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.12000000 
2. After Fund fees and expenses (i.e., net asset value):
0.12000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

4,212,787.07000000 

g. Provide the net income from securities lending activities

339,222.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Academy Securities, Inc. 
ii. SEC file number

8-35173 

iii. CRD number
000017433 
iv. Identifying number(s)
LEI

2549000QX6RLQOZ2XC11 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

22.38000000 

Brokers Record: 2
i. Full name of broker
Rosenblatt Securities Inc. 
ii. SEC file number

8-24255 

iii. CRD number
000018377 
iv. Identifying number(s)
LEI

549300KXQP6H4QO07E91 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

25.92000000 

Brokers Record: 3
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

103.31000000 

Brokers Record: 4
i. Full name of broker
Broadcort Capital Corp. 
ii. SEC file number

8-29204 

iii. CRD number
000013456 
iv. Identifying number(s)
LEI

N/A 

RSSD ID

0002385765 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

49.95000000 

Brokers Record: 5
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

24.25000000 

Brokers Record: 6
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,746.11000000 

Brokers Record: 7
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

29.71000000 

Brokers Record: 8
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

47.45000000 

Brokers Record: 9
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

9.07000000 

Brokers Record: 10
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

32.76000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

3,108.39000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Broadcort Capital Corp. 
ii. SEC file number

8-29204 

iii. CRD number
000013456 
iv. Identifying number(s)
LEI

N/A 

RSSD ID

0002385765 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,092.97000000 

Principal Transactions Record: 2
i. Full name of dealer
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,503.52000000 

Principal Transactions Record: 3
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,120,835.92000000 

Principal Transactions Record: 4
i. Full name of dealer
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

913.16000000 

Principal Transactions Record: 5
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

670,774.03000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

2,795,119.60000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

27,902,427.05692307 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 65

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Biotech ETF 

b. Series identication number, if any

S000010018 

c. LEI

549300Y3ODFMPD5XXL58 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Biotech ETF 
ii. Class identification number, if any

C000027706 

iii. Ticker symbol, if any

XBI 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.37000000 
2. After Fund fees and expenses (i.e., net asset value):
0.02000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
1.10000000 
2. After Fund fees and expenses (i.e., net asset value):
1.10000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

857,466,478.80000000 

g. Provide the net income from securities lending activities

7,465,425.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

11,053.79000000 

Brokers Record: 2
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3,276.00000000 

Brokers Record: 3
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

14,033.25000000 

Brokers Record: 4
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

51,163.54000000 

Brokers Record: 5
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,589.30000000 

Brokers Record: 6
i. Full name of broker
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,563.80000000 

Brokers Record: 7
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

104,050.20000000 

Brokers Record: 8
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,992,172.02000000 

Brokers Record: 9
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,498.00000000 

Brokers Record: 10
i. Full name of broker
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

34,483.61000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

2,219,696.51000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

834,288,750.80000000 

Principal Transactions Record: 2
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

46,213.78000000 

Principal Transactions Record: 3
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,651,962.16000000 

Principal Transactions Record: 4
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,023,398.79000000 

Principal Transactions Record: 5
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

53,132,352.56000000 

Principal Transactions Record: 6
i. Full name of dealer
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

152,909.34000000 

Principal Transactions Record: 7
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,295,470.33000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

945,107,578.40000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

7,205,634,871.04461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 66

Item C.1. Background information.

a. Full Name of the Fund

SPDR S&P Kensho Clean Power ETF 

b. Series identication number, if any

S000063360 

c. LEI

549300I57QWRCY86R962 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR S&P Kensho Clean Power ETF 
ii. Class identification number, if any

C000205413 

iii. Ticker symbol, if any

CNRG 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.03000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.42000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.09000000 
2. After Fund fees and expenses (i.e., net asset value):
0.09000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button checked Yes Radio button not checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

60,769,399.72000000 

g. Provide the net income from securities lending activities

371,183.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Loop Capital Markets LLC 
ii. SEC file number

8-50140 

iii. CRD number
000043098 
iv. Identifying number(s)
LEI

254900FPPM2WN90D4786 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

61.60000000 

Brokers Record: 2
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

27.36000000 

Brokers Record: 3
i. Full name of broker
Academy Securities, Inc. 
ii. SEC file number

8-35173 

iii. CRD number
000017433 
iv. Identifying number(s)
LEI

2549000QX6RLQOZ2XC11 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

89.60000000 

Brokers Record: 4
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

327.65000000 

Brokers Record: 5
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4,409.28000000 

Brokers Record: 6
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

33.87000000 

Brokers Record: 7
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

51.10000000 

Brokers Record: 8
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

23.17000000 

Brokers Record: 9
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

128.65000000 

Brokers Record: 10
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

37,508.77000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

42,691.26000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

11,080,875.63000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

11,080,875.63000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

333,567,618.63461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 67

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Health Care Equipment ETF 

b. Series identication number, if any

S000012330 

c. LEI

549300PX2BGUPCPWDG61 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Health Care Equipment ETF 
ii. Class identification number, if any

C000033546 

iii. Ticker symbol, if any

XHE 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.05000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.30000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.03000000 
2. After Fund fees and expenses (i.e., net asset value):
0.03000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

27,070,826.04000000 

g. Provide the net income from securities lending activities

290,341.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

21,005.98000000 

Brokers Record: 2
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

17.97000000 

Brokers Record: 3
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4,852.12000000 

Brokers Record: 4
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4.93000000 

Brokers Record: 5
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

40.51000000 

Brokers Record: 6
i. Full name of broker
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

17.16000000 

Brokers Record: 7
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,461.02000000 

Brokers Record: 8
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

33,419.15000000 

Brokers Record: 9
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2.59000000 

Brokers Record: 10
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2.53000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

60,823.96000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,664,200.54000000 

Principal Transactions Record: 2
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

100,088,467.00000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

104,752,667.52000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

455,214,530.92461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 68

Item C.1. Background information.

a. Full Name of the Fund

SPDR Portfolio Aggregate Bond ETF 

b. Series identication number, if any

S000017334 

c. LEI

549300E2D1JKWI3P9D54 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Portfolio Aggregate Bond ETF 
ii. Class identification number, if any

C000047971 

iii. Ticker symbol, if any

SPAB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.04000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.07000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.39000000 
2. After Fund fees and expenses (i.e., net asset value):
0.39000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

330,791,381.16000000 

g. Provide the net income from securities lending activities

961,371.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button checked Yes Radio button not checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Euroclear Bank 
ii. Identifying number(s)
LEI

549300OZ46BRLZ8Y6F65 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
Clearstream Banking S.A. 
ii. Identifying number(s)
LEI

549300OL514RA0SXJJ44 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
LUXEMBOURG  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,764,588,860.00000000 

Principal Transactions Record: 2
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

534,778,821.30000000 

Principal Transactions Record: 3
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

338,454,920.40000000 

Principal Transactions Record: 4
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,650,042,562.00000000 

Principal Transactions Record: 5
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

931,613,392.90000000 

Principal Transactions Record: 6
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

175,361,190.40000000 

Principal Transactions Record: 7
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,008,357,296.00000000 

Principal Transactions Record: 8
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,992,471,535.00000000 

Principal Transactions Record: 9
i. Full name of dealer
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

714,284,088.20000000 

Principal Transactions Record: 10
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

850,684,105.80000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

11,633,417,622.63000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

6,400,609,904.30461538 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

200,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
The Bank of Nova Scotia 
Line Institutions Record: 2
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 3
Name of institution
MORGAN STANLEY BANK, N.A. 
Line Institutions Record: 4
Name of institution
CREDIT SUISSE AG 
Line Institutions Record: 5
Name of institution
Wells Fargo Bank 
Line Institutions Record: 6
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 7
Name of institution
Barclays Bank PLC 
Line Institutions Record: 8
Name of institution
Bank of America, N.A. 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
State Street Institutional Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 2
Name of fund
SPDR MSCI ACWI ex-US ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 3
Name of fund
State Street Small/Mid Cap Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 4
Name of fund
SPDR Loomis Sayles Opportunistic Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 5
Name of fund
State Street U.S. Core Equity Fund 
SEC File number( e.g., 811- )
811-01494 
Shared Credit Users Record: 6
Name of fund
SPDR SSGA Ultra Short Term Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 7
Name of fund
SPDR S&P International Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 8
Name of fund
State Street Emerging Markets Equity Index Fund 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 9
Name of fund
SPDR Portfolio High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 10
Name of fund
State Street Aggregate Bond Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 11
Name of fund
SPDR Blackstone High Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 12
Name of fund
SPDR Portfolio Mortgage Backed Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 13
Name of fund
SPDR Bloomberg Short Term High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 14
Name of fund
State Street S&P 500 Index Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 15
Name of fund
SPDR FTSE International Government Inflation-Protected Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 16
Name of fund
SPDR Bloomberg International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 17
Name of fund
SPDR MSCI Emerging Markets StrategicFactors ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 18
Name of fund
SPDR S&P Emerging Markets Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 19
Name of fund
SPDR DoubleLine Short Duration Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 20
Name of fund
Elfun Tax Exempt Income Fund 
SEC File number( e.g., 811- )
811-02735 
Shared Credit Users Record: 21
Name of fund
State Street International Stock Selection Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 22
Name of fund
SPDR Nuveen Bloomberg Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 23
Name of fund
Elfun International Equity Fund 
SEC File number( e.g., 811- )
811-05216 
Shared Credit Users Record: 24
Name of fund
Elfun Diversified Fund 
SEC File number( e.g., 811- )
811-05324 
Shared Credit Users Record: 25
Name of fund
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 26
Name of fund
SPDR S&P Emerging Markets Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 27
Name of fund
State Street Small-Cap Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 28
Name of fund
SPDR Portfolio Intermediate Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 29
Name of fund
SPDR Bloomberg Short Term International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 30
Name of fund
State Street Global Equity ex-U.S. Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 31
Name of fund
SPDR Bloomberg Investment Grade Floating Rate ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 32
Name of fund
SPDR Portfolio Long Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 33
Name of fund
State Street Income Fund 
SEC File number( e.g., 811- )
811-21435 
Shared Credit Users Record: 34
Name of fund
State Street S&P 500 Index V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 35
Name of fund
State Street International Developed Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09599 
Shared Credit Users Record: 36
Name of fund
State Street Premier Growth Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 37
Name of fund
SPDR Bloomberg Emerging Markets Local Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 38
Name of fund
SPDR Bloomberg Convertible Securities ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 39
Name of fund
SPDR Bloomberg International Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 40
Name of fund
State Street U.S. Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 41
Name of fund
State Street Real Estate Securities V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 42
Name of fund
State Street Income V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 43
Name of fund
State Street Institutional U.S. Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 44
Name of fund
SPDR Blackstone Senior Loan ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 45
Name of fund
SPDR DoubleLine Emerging Markets Fixed Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 46
Name of fund
SPDR DoubleLine Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 47
Name of fund
Elfun Trusts 
SEC File number( e.g., 811- )
811-00483 
Shared Credit Users Record: 48
Name of fund
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 49
Name of fund
SPDR Bloomberg High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 50
Name of fund
SPDR Portfolio Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 51
Name of fund
SPDR S&P Emerging Asia Pacific ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 52
Name of fund
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 53
Name of fund
SPDR Portfolio Short Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 54
Name of fund
State Street Total Return V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 55
Name of fund
SPDR MSCI ACWI Low Carbon Target ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 56
Name of fund
State Street Defensive Emerging Markets Equity Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 57
Name of fund
Elfun Income Fund 
SEC File number( e.g., 811- )
811-03715 
Shared Credit Users Record: 58
Name of fund
SPDR Portfolio Emerging Markets ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 59
Name of fund
State Street Equity 500 Index II Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 60
Name of fund
SPDR S&P International Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 69

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Oil & Gas Exploration & Production ETF 

b. Series identication number, if any

S000012319 

c. LEI

5493001H1FSSB667C124 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Oil & Gas Exploration & Production ETF 
ii. Class identification number, if any

C000033535 

iii. Ticker symbol, if any

XOP 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.16000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.19000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.07000000 
2. After Fund fees and expenses (i.e., net asset value):
0.07000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

343,298,590.23000000 

g. Provide the net income from securities lending activities

2,235,542.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Broadcort Capital Corp. 
ii. SEC file number

8-29204 

iii. CRD number
000013456 
iv. Identifying number(s)
LEI

N/A 

RSSD ID

0002385765 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

130.24000000 

Brokers Record: 2
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

190.42000000 

Brokers Record: 3
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

120,570.65000000 

Brokers Record: 4
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,893.32000000 

Brokers Record: 5
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

275,785.85000000 

Brokers Record: 6
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

917.75000000 

Brokers Record: 7
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

27,768.09000000 

Brokers Record: 8
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,858.75000000 

Brokers Record: 9
i. Full name of broker
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,463.25000000 

Brokers Record: 10
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

8,976.88000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

441,647.27000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

586,284,519.50000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

670,125,841.10000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

4,094,030,486.76230769 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 70

Item C.1. Background information.

a. Full Name of the Fund

SPDR Bloomberg Investment Grade Floating Rate ETF 

b. Series identication number, if any

S000034874 

c. LEI

549300QJ0FR0L0XRBI28 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Bloomberg Investment Grade Floating Rate ETF 
ii. Class identification number, if any

C000107256 

iii. Ticker symbol, if any

FLRN 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.06000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.09000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.30000000 
2. After Fund fees and expenses (i.e., net asset value):
0.30000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

26,874,450.61000000 

g. Provide the net income from securities lending activities

69,056.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Euroclear Bank 
ii. Identifying number(s)
LEI

549300OZ46BRLZ8Y6F65 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

26,828,254.00000000 

Principal Transactions Record: 2
i. Full name of dealer
CIBC World Markets Corp. 
ii. SEC file number

8-18333 

iii. CRD number
000000630 
iv. Identifying number(s)
LEI

549300445CON3DBMU275 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

62,383,229.29000000 

Principal Transactions Record: 3
i. Full name of dealer
BMO Capital Markets Corp. 
ii. SEC file number

8-34344 

iii. CRD number
000016686 
iv. Identifying number(s)
LEI

RUC0QBLBRPRCU4W1NE59 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

62,451,121.96000000 

Principal Transactions Record: 4
i. Full name of dealer
BNY Mellon Capital Markets, LLC 
ii. SEC file number

8-35255 

iii. CRD number
000017454 
iv. Identifying number(s)
LEI

VJW2DOOHGDT6PR0ZRO63 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

56,345,198.05000000 

Principal Transactions Record: 5
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

47,356,597.11000000 

Principal Transactions Record: 6
i. Full name of dealer
Mizuho Securities USA LLC 
ii. SEC file number

8-37710 

iii. CRD number
000019647 
iv. Identifying number(s)
LEI

7TK5RJIZDFROZCA6XF66 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

473,201,730.70000000 

Principal Transactions Record: 7
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,974,299,637.00000000 

Principal Transactions Record: 8
i. Full name of dealer
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

32,010,200.87000000 

Principal Transactions Record: 9
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

63,243,934.74000000 

Principal Transactions Record: 10
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

33,183,878.48000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

3,051,324,461.31000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

2,919,600,564.41153846 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

200,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
Barclays Bank PLC 
Line Institutions Record: 2
Name of institution
The Bank of Nova Scotia 
Line Institutions Record: 3
Name of institution
Wells Fargo Bank 
Line Institutions Record: 4
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 5
Name of institution
MORGAN STANLEY BANK, N.A. 
Line Institutions Record: 6
Name of institution
Bank of America, N.A. 
Line Institutions Record: 7
Name of institution
CREDIT SUISSE AG 
Line Institutions Record: 8
Name of institution
Goldman Sachs Bank USA 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
State Street Institutional U.S. Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 2
Name of fund
SPDR MSCI ACWI ex-US ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 3
Name of fund
SPDR MSCI ACWI Low Carbon Target ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 4
Name of fund
SPDR S&P International Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 5
Name of fund
State Street Premier Growth Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 6
Name of fund
State Street U.S. Core Equity Fund 
SEC File number( e.g., 811- )
811-01494 
Shared Credit Users Record: 7
Name of fund
Elfun International Equity Fund 
SEC File number( e.g., 811- )
811-05216 
Shared Credit Users Record: 8
Name of fund
SPDR Portfolio Mortgage Backed Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 9
Name of fund
SPDR S&P Emerging Markets Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 10
Name of fund
State Street Institutional Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 11
Name of fund
State Street Total Return V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 12
Name of fund
State Street Small/Mid Cap Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 13
Name of fund
SPDR DoubleLine Emerging Markets Fixed Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 14
Name of fund
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 15
Name of fund
SPDR Portfolio High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 16
Name of fund
SPDR Bloomberg International Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 17
Name of fund
SPDR Portfolio Emerging Markets ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 18
Name of fund
State Street U.S. Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 19
Name of fund
State Street Global Equity ex-U.S. Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 20
Name of fund
SPDR Bloomberg Convertible Securities ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 21
Name of fund
State Street S&P 500 Index Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 22
Name of fund
Elfun Income Fund 
SEC File number( e.g., 811- )
811-03715 
Shared Credit Users Record: 23
Name of fund
SPDR MSCI Emerging Markets StrategicFactors ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 24
Name of fund
SPDR DoubleLine Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 25
Name of fund
SPDR S&P Emerging Asia Pacific ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 26
Name of fund
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 27
Name of fund
SPDR Bloomberg Short Term High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 28
Name of fund
SPDR DoubleLine Short Duration Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 29
Name of fund
State Street Equity 500 Index II Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 30
Name of fund
State Street Small-Cap Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 31
Name of fund
State Street International Developed Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09599 
Shared Credit Users Record: 32
Name of fund
State Street Real Estate Securities V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 33
Name of fund
SPDR Portfolio Short Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 34
Name of fund
State Street Aggregate Bond Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 35
Name of fund
SPDR Portfolio Intermediate Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 36
Name of fund
SPDR Nuveen Bloomberg Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 37
Name of fund
State Street S&P 500 Index V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 38
Name of fund
SPDR S&P Emerging Markets Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 39
Name of fund
SPDR SSGA Ultra Short Term Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 40
Name of fund
State Street Income Fund 
SEC File number( e.g., 811- )
811-21435 
Shared Credit Users Record: 41
Name of fund
SPDR Loomis Sayles Opportunistic Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 42
Name of fund
SPDR Blackstone High Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 43
Name of fund
SPDR Portfolio Aggregate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 44
Name of fund
SPDR FTSE International Government Inflation-Protected Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 45
Name of fund
State Street International Stock Selection Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 46
Name of fund
State Street Emerging Markets Equity Index Fund 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 47
Name of fund
Elfun Diversified Fund 
SEC File number( e.g., 811- )
811-05324 
Shared Credit Users Record: 48
Name of fund
State Street Income V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 49
Name of fund
SPDR S&P International Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 50
Name of fund
SPDR Portfolio Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 51
Name of fund
SPDR Bloomberg Short Term International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 52
Name of fund
State Street Defensive Emerging Markets Equity Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 53
Name of fund
SPDR Bloomberg Emerging Markets Local Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 54
Name of fund
Elfun Trusts 
SEC File number( e.g., 811- )
811-00483 
Shared Credit Users Record: 55
Name of fund
SPDR Portfolio Long Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 56
Name of fund
SPDR Blackstone Senior Loan ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 57
Name of fund
SPDR Bloomberg International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 58
Name of fund
SPDR Bloomberg High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 59
Name of fund
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 60
Name of fund
Elfun Tax Exempt Income Fund 
SEC File number( e.g., 811- )
811-02735 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 71

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S & P 400 Mid Cap Growth ETF 

b. Series identication number, if any

S000006987 

c. LEI

549300EEEDESCGSS7N72 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S & P 400 Mid Cap Growth ETF 
ii. Class identification number, if any

C000019040 

iii. Ticker symbol, if any

MDYG 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.01000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.14000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.03000000 
2. After Fund fees and expenses (i.e., net asset value):
0.03000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

85,362,017.74000000 

g. Provide the net income from securities lending activities

816,247.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

6,772.86000000 

Brokers Record: 2
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

66,904.82000000 

Brokers Record: 3
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

453.74000000 

Brokers Record: 4
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,692.29000000 

Brokers Record: 5
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3,843.69000000 

Brokers Record: 6
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

558.19000000 

Brokers Record: 7
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,636.53000000 

Brokers Record: 8
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

485.77000000 

Brokers Record: 9
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

161.70000000 

Brokers Record: 10
i. Full name of broker
Cantor Fitzgerald & Co. 
ii. SEC file number

8-201 

iii. CRD number
000000134 
iv. Identifying number(s)
LEI

5493004J7H4GCPG6OB62 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

229.82000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

84,221.10000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

155,757,812.80000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

155,757,812.82000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

1,643,949,649.37307692 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 72

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) Portfolio Short Term Treasury ETF 

b. Series identication number, if any

S000019665 

c. LEI

549300CVHDNMTIUMZ693 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) Portfolio Short Term Treasury ETF 
ii. Class identification number, if any

C000055009 

iii. Ticker symbol, if any

SPTS 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.00000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.06000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.17000000 
2. After Fund fees and expenses (i.e., net asset value):
0.17000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

305,277,205.57000000 

g. Provide the net income from securities lending activities

917,412.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

176,412,036.90000000 

Principal Transactions Record: 2
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

640,106,166.50000000 

Principal Transactions Record: 3
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. Identifying number(s)
LEI

9J6MBOOO7BECTDTUZW19 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

188,931,250.00000000 

Principal Transactions Record: 4
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

954,812,265.10000000 

Principal Transactions Record: 5
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

459,560,280.00000000 

Principal Transactions Record: 6
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

190,473,013.50000000 

Principal Transactions Record: 7
i. Full name of dealer
HSBC Securities (USA) Inc. 
ii. SEC file number

8-41562 

iii. CRD number
000019585 
iv. Identifying number(s)
LEI

CYYGQCGNHMHPSMRL3R97 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

165,761,045.30000000 

Principal Transactions Record: 8
i. Full name of dealer
Citadel Securities LLC 
ii. SEC file number

8-53574 

iii. CRD number
000116797 
iv. Identifying number(s)
LEI

12UUJYTN7D3SW8KCSG25 

RSSD ID

 

v. State, if applicable
FLORIDA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

172,323,891.70000000 

Principal Transactions Record: 9
i. Full name of dealer
BMO Capital Markets Corp. 
ii. SEC file number

8-34344 

iii. CRD number
000016686 
iv. Identifying number(s)
LEI

RUC0QBLBRPRCU4W1NE59 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

640,978,529.10000000 

Principal Transactions Record: 10
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

663,249,267.70000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

4,902,828,289.05000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

4,395,752,220.50000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 73

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P Regional Banking(SM) ETF 

b. Series identication number, if any

S000012325 

c. LEI

549300EFWJBKUN6WJX52 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P Regional Banking(SM) ETF 
ii. Class identification number, if any

C000033541 

iii. Ticker symbol, if any

KRE 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.23000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.13000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
3.19000000 
2. After Fund fees and expenses (i.e., net asset value):
3.19000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

67,357,971.24000000 

g. Provide the net income from securities lending activities

1,048,941.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Academy Securities, Inc. 
ii. SEC file number

8-35173 

iii. CRD number
000017433 
iv. Identifying number(s)
LEI

2549000QX6RLQOZ2XC11 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

8,894.96000000 

Brokers Record: 2
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

101,296.62000000 

Brokers Record: 3
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

4,239.01000000 

Brokers Record: 4
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2,237.20000000 

Brokers Record: 5
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,502.56000000 

Brokers Record: 6
i. Full name of broker
Rosenblatt Securities Inc. 
ii. SEC file number

8-24255 

iii. CRD number
000018377 
iv. Identifying number(s)
LEI

549300KXQP6H4QO07E91 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,748.60000000 

Brokers Record: 7
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,218.70000000 

Brokers Record: 8
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,378.95000000 

Brokers Record: 9
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

208,011.95000000 

Brokers Record: 10
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

77,340.10000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

411,621.32000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

450,584.11000000 

Principal Transactions Record: 2
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

121,774.91000000 

Principal Transactions Record: 3
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

344,153,433.90000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

344,725,792.94000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

2,963,353,204.70923076 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 74

Item C.1. Background information.

a. Full Name of the Fund

SPDR Portfolio Intermediate Term Corporate Bond ETF 

b. Series identication number, if any

S000022923 

c. LEI

549300V0LZHF2UQ4WK69 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR Portfolio Intermediate Term Corporate Bond ETF 
ii. Class identification number, if any

C000066454 

iii. Ticker symbol, if any

SPIB 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.18000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.22000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.38000000 
2. After Fund fees and expenses (i.e., net asset value):
0.38000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

373,839,889.21000000 

g. Provide the net income from securities lending activities

1,369,123.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
Euroclear Bank 
ii. Identifying number(s)
LEI

549300OZ46BRLZ8Y6F65 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
Deutsche Bank Aktiengesellschaft 
ii. Identifying number(s)
LEI

7LTWFZYICNSX8D621K86 

RSSD ID

 

iii. State, if applicable
 
iv. Foreign country, if applicable
GERMANY  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. Identifying number(s)
LEI

RSSD ID

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

8-65876 

iii. CRD number
000126292 
iv. Identifying number(s)
LEI

VYVVCKR63DVZZN70PB21 

RSSD ID

 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

112,058,864.80000000 

Principal Transactions Record: 2
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

353,712,809.30000000 

Principal Transactions Record: 3
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,776,082,841.00000000 

Principal Transactions Record: 4
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

322,090,336.10000000 

Principal Transactions Record: 5
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

325,704,453.70000000 

Principal Transactions Record: 6
i. Full name of dealer
BNY Mellon Capital Markets, LLC 
ii. SEC file number

8-35255 

iii. CRD number
000017454 
iv. Identifying number(s)
LEI

VJW2DOOHGDT6PR0ZRO63 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

115,361,188.80000000 

Principal Transactions Record: 7
i. Full name of dealer
Jane Street Execution Services, LLC 
ii. SEC file number

8-69254 

iii. CRD number
000167280 
iv. Identifying number(s)
LEI

549300HXJLXCPDWAH070 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

128,800,242.20000000 

Principal Transactions Record: 8
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

262,236,583.60000000 

Principal Transactions Record: 9
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

281,371,740.20000000 

Principal Transactions Record: 10
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

284,766,959.30000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

4,990,604,394.38000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

6,161,613,284.66538461 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

200,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
Wells Fargo Bank 
Line Institutions Record: 2
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 3
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 4
Name of institution
The Bank of Nova Scotia 
Line Institutions Record: 5
Name of institution
CREDIT SUISSE AG 
Line Institutions Record: 6
Name of institution
MORGAN STANLEY BANK, N.A. 
Line Institutions Record: 7
Name of institution
Bank of America, N.A. 
Line Institutions Record: 8
Name of institution
Barclays Bank PLC 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
State Street Premier Growth Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 2
Name of fund
SPDR MSCI ACWI ex-US ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 3
Name of fund
SPDR S&P International Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 4
Name of fund
State Street International Developed Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09599 
Shared Credit Users Record: 5
Name of fund
State Street U.S. Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 6
Name of fund
SPDR Bloomberg Investment Grade Floating Rate ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 7
Name of fund
SPDR S&P Emerging Markets Small Cap ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 8
Name of fund
SPDR Bloomberg International Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 9
Name of fund
State Street S&P 500 Index V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 10
Name of fund
SPDR Bloomberg Short Term High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 11
Name of fund
State Street Income Fund 
SEC File number( e.g., 811- )
811-21435 
Shared Credit Users Record: 12
Name of fund
SPDR MSCI ACWI Low Carbon Target ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 13
Name of fund
State Street Institutional Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 14
Name of fund
SPDR Portfolio High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 15
Name of fund
Elfun Income Fund 
SEC File number( e.g., 811- )
811-03715 
Shared Credit Users Record: 16
Name of fund
SPDR Blackstone High Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 17
Name of fund
SPDR DoubleLine Short Duration Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 18
Name of fund
SPDR Portfolio Long Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 19
Name of fund
State Street Small/Mid Cap Equity Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 20
Name of fund
SPDR Bloomberg High Yield Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 21
Name of fund
SPDR DoubleLine Emerging Markets Fixed Income ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 22
Name of fund
Elfun Trusts 
SEC File number( e.g., 811- )
811-00483 
Shared Credit Users Record: 23
Name of fund
SPDR Nuveen Bloomberg Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 24
Name of fund
State Street Defensive Emerging Markets Equity Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 25
Name of fund
SPDR Portfolio Short Term Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 26
Name of fund
State Street Total Return V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 27
Name of fund
State Street U.S. Core Equity Fund 
SEC File number( e.g., 811- )
811-01494 
Shared Credit Users Record: 28
Name of fund
SPDR S&P Emerging Asia Pacific ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 29
Name of fund
SPDR FTSE International Government Inflation-Protected Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 30
Name of fund
State Street Real Estate Securities V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 31
Name of fund
SPDR Bloomberg Convertible Securities ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 32
Name of fund
State Street Income V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 33
Name of fund
State Street Global Equity ex-U.S. Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 34
Name of fund
State Street Small-Cap Equity V.I.S. Fund 
SEC File number( e.g., 811- )
811-04041 
Shared Credit Users Record: 35
Name of fund
State Street Institutional U.S. Equity Fund 
SEC File number( e.g., 811- )
811-08257 
Shared Credit Users Record: 36
Name of fund
SPDR Portfolio Mortgage Backed Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 37
Name of fund
SPDR Bloomberg Short Term International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 38
Name of fund
SPDR Portfolio Corporate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 39
Name of fund
Elfun Tax Exempt Income Fund 
SEC File number( e.g., 811- )
811-02735 
Shared Credit Users Record: 40
Name of fund
SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 41
Name of fund
SPDR Bloomberg International Treasury Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 42
Name of fund
Elfun International Equity Fund 
SEC File number( e.g., 811- )
811-05216 
Shared Credit Users Record: 43
Name of fund
SPDR MSCI Emerging Markets StrategicFactors ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 44
Name of fund
SPDR S&P International Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 45
Name of fund
SPDR Bloomberg Emerging Markets Local Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 46
Name of fund
SPDR Loomis Sayles Opportunistic Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 47
Name of fund
State Street International Stock Selection Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 48
Name of fund
State Street Aggregate Bond Index Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 49
Name of fund
SPDR Nuveen Bloomberg Short Term Municipal Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 50
Name of fund
SPDR Blackstone Senior Loan ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 51
Name of fund
State Street Emerging Markets Equity Index Fund 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 52
Name of fund
SPDR SSGA Ultra Short Term Bond ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 53
Name of fund
SPDR Portfolio Emerging Markets ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 54
Name of fund
Elfun Diversified Fund 
SEC File number( e.g., 811- )
811-05324 
Shared Credit Users Record: 55
Name of fund
State Street Equity 500 Index II Portfolio 
SEC File number( e.g., 811- )
811-09819 
Shared Credit Users Record: 56
Name of fund
SPDR DoubleLine Total Return Tactical ETF 
SEC File number( e.g., 811- )
811-22542 
Shared Credit Users Record: 57
Name of fund
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF 
SEC File number( e.g., 811- )
811-21145 
Shared Credit Users Record: 58
Name of fund
State Street S&P 500 Index Fund 
SEC File number( e.g., 811- )
811-05430 
Shared Credit Users Record: 59
Name of fund
SPDR Portfolio Aggregate Bond ETF 
SEC File number( e.g., 811- )
811-08839 
Shared Credit Users Record: 60
Name of fund
SPDR S&P Emerging Markets Dividend ETF 
SEC File number( e.g., 811- )
811-21145 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 75

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Transportation ETF 

b. Series identication number, if any

S000012324 

c. LEI

549300NEBH6N1XRC0E14 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Transportation ETF 
ii. Class identification number, if any

C000033540 

iii. Ticker symbol, if any

XTN 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.05000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.30000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.05000000 
2. After Fund fees and expenses (i.e., net asset value):
0.05000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

20,592,624.61000000 

g. Provide the net income from securities lending activities

300,948.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

34,668.11000000 

Brokers Record: 2
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

34.30000000 

Brokers Record: 3
i. Full name of broker
The Williams Capital Group, L.P. 
ii. SEC file number

8-46623 

iii. CRD number
000035149 
iv. Identifying number(s)
LEI

254900QGK3PNRGR9BD85 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

49.00000000 

Brokers Record: 4
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

137.50000000 

Brokers Record: 5
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

835.50000000 

Brokers Record: 6
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10,841.25000000 

Brokers Record: 7
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

40.60000000 

Brokers Record: 8
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

330.40000000 

Brokers Record: 9
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

121.10000000 

Brokers Record: 10
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

8-422 

iii. CRD number
000000816 
iv. Identifying number(s)
LEI

1V8Y6QCX6YMJ2OELII46 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

35.70000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

47,153.66000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

25,817,769.14000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

25,817,769.14000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

351,117,027.43923076 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 76

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S & P 600 Small Cap Growth ETF 

b. Series identication number, if any

S000006990 

c. LEI

549300LKXS11U5S11F10 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S & P 600 Small Cap Growth ETF 
ii. Class identification number, if any

C000019043 

iii. Ticker symbol, if any

SLYG 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.06000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.09000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.08000000 
2. After Fund fees and expenses (i.e., net asset value):
0.08000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

208,015,545.04000000 

g. Provide the net income from securities lending activities

565,510.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,106.50000000 

Brokers Record: 2
i. Full name of broker
Nomura Securities International, Inc. 
ii. SEC file number

8-15255 

iii. CRD number
000004297 
iv. Identifying number(s)
LEI

OXTKY6Q8X53C9ILVV871 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

359.80000000 

Brokers Record: 3
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

5,025.99000000 

Brokers Record: 4
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

3,780.75000000 

Brokers Record: 5
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

18,101.80000000 

Brokers Record: 6
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

567.70000000 

Brokers Record: 7
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

142,286.43000000 

Brokers Record: 8
i. Full name of broker
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

429.80000000 

Brokers Record: 9
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

9,165.68000000 

Brokers Record: 10
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

10,671.20000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

192,620.79000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

187,895.46000000 

Principal Transactions Record: 2
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

474,561.21000000 

Principal Transactions Record: 3
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

172,208,034.20000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

174,614,334.32000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

2,269,763,223.31000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 77

Item C.1. Background information.

a. Full Name of the Fund

SPDR(R) S&P(R) Software & Services ETF 

b. Series identication number, if any

S000012329 

c. LEI

5493005QE6PTF3R7AJ47 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR(R) S&P(R) Software & Services ETF 
ii. Class identification number, if any

C000033545 

iii. Ticker symbol, if any

XSW 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.21000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.14000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.03000000 
2. After Fund fees and expenses (i.e., net asset value):
0.03000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

28,056,451.54000000 

g. Provide the net income from securities lending activities

510,261.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox not checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox not checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

687.73000000 

Brokers Record: 2
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. Identifying number(s)
LEI

ZBUT11V806EZRVTWT807 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

567.86000000 

Brokers Record: 3
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

37,174.38000000 

Brokers Record: 4
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

401.08000000 

Brokers Record: 5
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

8.63000000 

Brokers Record: 6
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

36.63000000 

Brokers Record: 7
i. Full name of broker
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. Identifying number(s)
LEI

549300LCO2FLSSVFFR64 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

37.80000000 

Brokers Record: 8
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. Identifying number(s)
LEI

T6FIZBDPKLYJKFCRVK44 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

995.62000000 

Brokers Record: 9
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

113.10000000 

Brokers Record: 10
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

630.12000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

40,668.87000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

4,320.81000000 

Principal Transactions Record: 2
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

9,656.70000000 

Principal Transactions Record: 3
i. Full name of dealer
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

606,688.27000000 

Principal Transactions Record: 4
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

42,330,421.39000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

44,270,825.39000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

225,574,911.28769230 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No
Management Investment Record: 78

Item C.1. Background information.

a. Full Name of the Fund

SPDR S&P 500 Fossil Fuel Reserves Free ETF 

b. Series identication number, if any

S000051701 

c. LEI

5493001QDWGM6BYIVG20 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

0 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
SPDR S&P 500 Fossil Fuel Reserves Free ETF 
ii. Class identification number, if any

C000162693 

iii. Ticker symbol, if any

SPYX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?Radio button not checked Yes Radio button checked No
2. Exclusively for the fund?Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.01000000 
2. After Fund fees and expenses (i.e., net asset value):
-0.21000000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.05000000 
2. After Fund fees and expenses (i.e., net asset value):
0.05000000 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. Identifying number(s)
LEI

 

RSSD ID

 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
Collateral Managers Record: 1
i. Full name of cash collateral manager:
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

636,216.14000000 

g. Provide the net income from securities lending activities

7,759.00000000 


Item C.7. Reliance on certain statutory exemption and rules.

Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox checked  k. Rule 6c-11 (17 CFR 270.6c-11) 
Checkbox checked  l. Rule 12d1-4 (17 CFR 270.12d1-4) 
Checkbox not checked  m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 
Checkbox checked  n. Rule 18f-4 (17 CFR 270.18f-4) 
Checkbox checked  i. Is the Fund excepted from the rule 18f-4 (17 CFR 270.18f-4) program requirement and limit on fund leverage risk under rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))? 
Checkbox not checked  ii. Is the Fund a leveraged/inverse fund that, under rule 18f-4(c)(5) (17 CFR 270.18f-4(c)(5)), is excepted from the requirement to comply with the limit on fund leverage risk described in rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))? 
Checkbox not checked  iii. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(i) (17 CFR 270.18f-4(d)(i))? 
Checkbox not checked  iv. Did the Fund enter into any reverse repurchase agreements or similar financing transactions under rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))? 
Checkbox not checked  v. Did the Fund enter into any unfunded commitment agreements under rule 18f-4(e) (17 CFR 270.18f-4(e))? 
Checkbox not checked  vi. Did the Fund invest in a security on a when-issued or forward-settling basis, or with a non-standard settlement cycle, in reliance on rule 18f-4(f) (17 CFR 270.18f-4(f))? 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. SEC file number (e.g., 801-)

801-60103 

iii.CRD number
000111242 
iv. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number (e.g., 801-), if applicable

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number (e.g., 801-)

 

iii. CRD number
 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii.SEC file number (e.g., 84- or 85-)

85-05003 

iii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. Identifying number(s)
LEI

N/A 

RSSD ID

 

Other identifying number

13-3668779 

Description of other identifying number

Tax ID 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Bloomberg L.P. 
ii. Identifying number(s)
LEI

549300B56MD0ZC402L06 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Barclays Capital Inc. 
ii. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
IHS Markit Ltd. 
ii. Identifying number(s)
LEI

549300HLPTRASHS0E726 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
PricingDirect Inc. 
ii. Identifying number(s)
LEI

549300WIC0TOJ7N7GD54 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. Identifying number(s)
LEI

549300NF240HXJO7N016 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
CONNECTICUT  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
SSGA Funds Management, Inc. 
ii. Identifying number(s)
LEI

FT3UGI3NU6B7EELQF380 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

Other identifying number

 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
State Street Global Advisors Funds Distributors, LLC 
b. SEC file number

8-44744 

c. CRD number
000030107 
d. Identifying number(s)
LEI

54ZMQ1M7YQYKOZC8E043 

RSSD ID

 

e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

114.18000000 

Brokers Record: 2
i. Full name of broker
Virtu Americas LLC 
ii. SEC file number

8-68193 

iii. CRD number
000149823 
iv. Identifying number(s)
LEI

549300RA02N3BNSWBV74 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

53.59000000 

Brokers Record: 3
i. Full name of broker
Cabrera Capital, Inc. 
ii. SEC file number

8-26406 

iii. CRD number
000010081 
iv. Identifying number(s)
LEI

 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

55.45000000 

Brokers Record: 4
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

204.72000000 

Brokers Record: 5
i. Full name of broker
CastleOak Securities, L.P. 
ii. SEC file number

8-65786 

iii. CRD number
000125334 
iv. Identifying number(s)
LEI

549300MXL7C60HZ59S65 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

42.14000000 

Brokers Record: 6
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

8-8177 

iii. CRD number
000007059 
iv. Identifying number(s)
LEI

MBNUM2BPBDO7JBLYG310 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

44.58000000 

Brokers Record: 7
i. Full name of broker
BofA Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. Identifying number(s)
LEI

549300HN4UKV1E2R3U73 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

786.80000000 

Brokers Record: 8
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

8-129 

iii. CRD number
000000361 
iv. Identifying number(s)
LEI

FOR8UP27PHTHYVLBNG30 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

540.55000000 

Brokers Record: 9
i. Full name of broker
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. Identifying number(s)
LEI

549300GRQCWQ3XGH0H10 

RSSD ID

 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

59.16000000 

Brokers Record: 10
i. Full name of broker
Loop Capital Markets LLC 
ii. SEC file number

8-50140 

iii. CRD number
000043098 
iv. Identifying number(s)
LEI

254900FPPM2WN90D4786 

RSSD ID

 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

109.53000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

2,087.70000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Barclays Capital Inc. 
ii. SEC file number

8-41342 

iii. CRD number
000019714 
iv. Identifying number(s)
LEI

AC28XWWI3WIBK2824319 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,080.97000000 

Principal Transactions Record: 2
i. Full name of dealer
State Street Bank and Trust Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. Identifying number(s)
LEI

571474TGEMMWANRLN572 

RSSD ID

 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

60,075,669.80000000 

Principal Transactions Record: 3
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

8-15869 

iii. CRD number
000008209 
iv. Identifying number(s)
LEI

9R7GPTSO7KV3UQJZQ078 

RSSD ID

 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,657.86000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

60,080,554.75000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

1,259,802,837.90615384 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No

Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:

a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period:
i. Full name
ii. Identifying number(s)
LEI

RSSD ID

Other identifying number

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button not checked No
vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) Checkbox not checked  Short-term investment vehicle 
Checkbox not checked  Repurchase agreement 
Checkbox not checked  Equity-common 
Checkbox not checked  Equity-preferred 
Checkbox not checked  Debt 
Checkbox not checked  Derivative-commodity 
Checkbox not checked  Derivative-credit 
Checkbox not checked  Derivative-equity 
Checkbox not checked  Derivative-foreign exchange 
Checkbox not checked  Derivative-interest rate 
Checkbox not checked  Derivative-other 
Checkbox not checked  Structured note 
Checkbox not checked  Loan 
Checkbox not checked  ABS-mortgage backed security 
Checkbox not checked  ABS-asset backed commercial paper 
Checkbox not checked  ABS-collateralized bond/debt obligation 
Checkbox not checked  ABS-other 
Checkbox not checked  Commodity 
Checkbox not checked  Real estate 
Checkbox not checked  Other 
If "other," provide a brief description

 

b. Was a liquidity classification service hired or terminated during the reporting period? Radio button not checked Yes Radio button not checked No

N-CEN/A:Part E: Additional Questions for Exchange-Traded Funds and Exchange-Traded Managed Funds


Exchange Record: 1


Fund Name
SPDR Portfolio Corporate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPBO 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
378,493,587.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,322,905.05000000 
Authorized Participants Record: 2
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
40,140,824.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
20,389,598.45000000 
Authorized Participants Record: 9
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
37,726,842.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
10,152,046.80000000 
Authorized Participants Record: 12
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
113,795,340.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
154,652,942.00000000 
Authorized Participants Record: 24
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,369,463.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.99923076 %  
ii. The standard deviation of the percentage of that value composed of cash:
10.36276101 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.00076923 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
10.36276101 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.26190476 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.60570005 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.73809523 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.60570005 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
496.15384615 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00605727 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
495.73170731 
3. A percentage of the value of each creation unit, if charged on that basis:
0.29972665 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00035627 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.09930740 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 2


Fund Name
SPDR Bloomberg 3-12 Month T-Bill ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
BILS 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,296,335,478.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
69,512,631.55000000 
Authorized Participants Record: 10
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
625,736,237.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
307,906,457.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
139,150,043.95000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
39,657,004.50000000 
Authorized Participants Record: 20
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
19,860,442.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.62764367 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.48500964 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.37235632 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.48500964 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.32272727 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.30157438 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.67727272 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.30157438 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 3


Fund Name
SPDR S&P Kensho New Economies Composite ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
KOMP 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
29,432,996.69000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
56,516,795.17000000 
Authorized Participants Record: 3
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
48,277,599.31000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
5,261,049.32000000 
Authorized Participants Record: 10
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
9,323,615.51000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
52,501,815.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
25,428,012.51000000 
Authorized Participants Record: 16
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
11,166,872.03000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
18,899,654.90000000 
Authorized Participants Record: 20
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
75,231,159.34000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,158,102.96000000 
Authorized Participants Record: 39
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.35367187 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.13569192 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.64632812 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.13569192 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.36964285 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.06085592 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.63035714 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.06085592 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
750.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
750.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
750.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
750.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 4


Fund Name
SPDR(R) Dow Jones REIT ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
RWR 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
41,635,352.93000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
36,537,988.65000000 
Authorized Participants Record: 5
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
23,683,534.53000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
95,930,169.38000000 
Authorized Participants Record: 6
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
28,247,281.45000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
151,037,066.91000000 
Authorized Participants Record: 7
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,191,750.18000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
30,806,450.15000000 
Authorized Participants Record: 9
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
29,891,054.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
13,076,755.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
74,900,764.84000000 
Authorized Participants Record: 16
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
245,447,893.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
181,224,910.60000000 
Authorized Participants Record: 18
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
26,384,179.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
88,488,896.20000000 
Authorized Participants Record: 29
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
548,153,274.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
448,871,984.18000000 
Authorized Participants Record: 30
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
45,020,656.98000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
45,124,622.03000000 
Authorized Participants Record: 32
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
34,059,945.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
78,131,372.63000000 
Authorized Participants Record: 33
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
24,949,062.03000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
124,450,261.78000000 
Authorized Participants Record: 43
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
25,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.01645833 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.04210550 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.98354166 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.04210550 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00596273 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.02089247 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99403726 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.02089247 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,000.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,000.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
1,000.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
1,000.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 5


Fund Name
SPDR Portfolio Long Term Corporate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPLB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
105,825,592.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
160,689,455.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
23,082,475.00000000 
Authorized Participants Record: 12
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
359,701,175.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
287,086,441.70000000 
Authorized Participants Record: 19
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,291,017.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,541,413.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
102,605,165.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
76,675,963.70000000 
Authorized Participants Record: 24
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
137,798,134.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
763,756,334.70000000 
Authorized Participants Record: 27
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
184,315,120.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
256,866,751.80000000 
Authorized Participants Record: 29
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
12,067,646.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
20,987,678.70000000 
Authorized Participants Record: 38
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
914,991,746.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
420,575,359.20000000 
Authorized Participants Record: 43
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.04808823 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.47607165 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.95191176 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.47607165 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.42196261 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.31974398 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.57803738 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.31974398 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00607334 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.55094631 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00145904 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.10001644 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 6


Fund Name
SPDR S&P Kensho Final Frontiers ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
ROKT 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,741,768.53000000 
Authorized Participants Record: 7
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
403,075.44000000 
Authorized Participants Record: 21
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.02250000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.04293891 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.97750000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.04293891 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 7


Fund Name
SPDR(R) S&P(R) Pharmaceuticals ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XPH 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
32,380,587.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
43,790,660.85000000 
Authorized Participants Record: 4
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
56,869,594.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
10,514,730.10000000 
Authorized Participants Record: 18
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
8,216,552.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
10,297,735.25000000 
Authorized Participants Record: 20
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,239,072.90000000 
Authorized Participants Record: 22
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
45,190,169.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
37,818,390.95000000 
Authorized Participants Record: 23
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,100,143.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,016,346.85000000 
Authorized Participants Record: 26
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
8,229,361.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
36,627,061.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
63,528,787.05000000 
Authorized Participants Record: 30
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,027,320.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,140,214.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
14,587,697.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
14,664,777.00000000 
Authorized Participants Record: 40
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.01055555 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.01715038 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.98944444 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.01715038 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.05666666 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.25978623 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.94333333 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.25978623 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 8


Fund Name
SPDR(R) Global Dow ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
DGT 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
7,267,542.83000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
7,139,682.30000000 
Authorized Participants Record: 30
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
24,407,749.88000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
13,418,275.43000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
25,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
5.65909090 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.27240970 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
94.34090909 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.27240970 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-1.26000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
101.26000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,000.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00780369 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,000.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.12910295 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
1,000.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 9


Fund Name
SPDR Bloomberg 1-10 Year TIPS ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
TIPX 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
62,925,330.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
14,993,754.80000000 
Authorized Participants Record: 6
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
20,494,893.60000000 
Authorized Participants Record: 10
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
40,975,785.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
274,717,951.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
382,277,643.70000000 
Authorized Participants Record: 16
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
65,099,290.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
37,388,600.30000000 
Authorized Participants Record: 39
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.37716666 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.87728386 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.37716666 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.87728386 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.65328571 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.46327628 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.65328571 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.46327628 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
50.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00012848 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
50.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.03732319 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
50.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00007139 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
50.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.17353306 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 10


Fund Name
SPDR(R) S&P(R) Oil & Gas Equipment & Services ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XES 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
116,441,255.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
91,867,190.10000000 
Authorized Participants Record: 3
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,129,631.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
20,868,792.40000000 
Authorized Participants Record: 9
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
20,589,508.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
30,237,877.10000000 
Authorized Participants Record: 12
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,305,110.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
66,227,301.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
71,147,848.65000000 
Authorized Participants Record: 24
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
71,978,933.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
109,648,985.70000000 
Authorized Participants Record: 26
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
88,468,176.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
81,616,484.55000000 
Authorized Participants Record: 29
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
10,697,746.95000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
8,358,850.60000000 
Authorized Participants Record: 30
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
51,574,085.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
10,798,852.40000000 
Authorized Participants Record: 35
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
28,958,983.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
33,847,387.40000000 
Authorized Participants Record: 37
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00298701 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00898265 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99701298 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00898265 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00294871 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.01468550 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99705128 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.01468550 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 11


Fund Name
SPDR MSCI USA Gender Diversity ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SHE 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
6,305,808.90000000 
Authorized Participants Record: 4
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
28,456,794.56000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
44,698,353.77000000 
Authorized Participants Record: 18
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
91,942,887.38000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
90,467,026.88000000 
Authorized Participants Record: 24
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,816,785.78000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,225,676.95000000 
Authorized Participants Record: 36
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
16,711,060.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
16,626,449.80000000 
Authorized Participants Record: 41
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
25,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.02500000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.04752192 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.97500000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.04752192 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.21333333 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.82750763 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.78666666 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.82750763 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
750.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
750.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
750.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
750.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 12


Fund Name
SPDR Portfolio Long Term Treasury ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPTL 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
8,982,505,159.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
533,594,099.70000000 
Authorized Participants Record: 3
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
744,977,565.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
561,943,191.60000000 
Authorized Participants Record: 12
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
753,848,189.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,888,666,876.10000000 
Authorized Participants Record: 13
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,053,165.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
286,002,247.30000000 
Authorized Participants Record: 31
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
78,791,377.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,610,677,225.40000000 
Authorized Participants Record: 42
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.34300469 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.93690048 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.65699530 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.93690048 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.32474747 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.44046541 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.67525252 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.44046541 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00034747 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.07636186 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00013336 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.02286750 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 13


Fund Name
SPDR S&P 1500 Value Tilt ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
VLU 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,862,732.14000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,171,247.31000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,479,771.41000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
24,833,421.14000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
27,740,336.88000000 
Authorized Participants Record: 39
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,360,014.97000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,389,276.26000000 
Authorized Participants Record: 40
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
14.56285714 %  
ii. The standard deviation of the percentage of that value composed of cash:
34.87972854 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
85.43714285 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
34.87972854 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.32250000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.11244443 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.67750000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.11244443 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,478.57142857 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,478.57142857 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
1,700.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
1,700.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 14


Fund Name
SPDR Portfolio S&P 500 High Dividend ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPYD 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,458,333,205.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,467,584,276.00000000 
Authorized Participants Record: 11
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
725,035,532.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
394,002,014.95000000 
Authorized Participants Record: 12
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
36,878,978.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
172,482,286.05000000 
Authorized Participants Record: 17
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
72,835,018.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
72,237,772.35000000 
Authorized Participants Record: 18
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,450,315,213.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,477,393,378.00000000 
Authorized Participants Record: 19
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
264,281,817.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
175,884,916.65000000 
Authorized Participants Record: 20
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
240,279,655.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
631,773,376.35000000 
Authorized Participants Record: 27
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
47,815,849.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
46,999,993.20000000 
Authorized Participants Record: 29
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
36,821,079.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
14,262,309.45000000 
Authorized Participants Record: 37
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
144,724,077.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
52,213,194.70000000 
Authorized Participants Record: 38
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
38,064,096.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,168,568,459.05000000 
Authorized Participants Record: 40
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
588,633,773.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
257,686,726.90000000 
Authorized Participants Record: 42
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
2.26865921 %  
ii. The standard deviation of the percentage of that value composed of cash:
14.77627319 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
97.73134078 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
14.77627319 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.03389221 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.11503110 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.96610778 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.11503110 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
247.76536312 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
246.55172413 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 15


Fund Name
SPDR(R) Bloomberg 1-3 Month T-Bill ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
BIL 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
8,698,276,691.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
7,375,182,969.10000000 
Authorized Participants Record: 2
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
274,680,821.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
7,944,601,956.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
5,759,436,689.70000000 
Authorized Participants Record: 19
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
123,514,419.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,472,902,557.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,028,941,912.80000000 
Authorized Participants Record: 32
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
8,503,260,191.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
5,832,580,898.15000000 
Authorized Participants Record: 40
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.18350785 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.98290239 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.81649214 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.98290239 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.28116731 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.25917094 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.71883268 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.25917094 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 16


Fund Name
SPDR SSGA US Large Cap Low Volatility Index ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
LGLV 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
5,585,141.08000000 
Authorized Participants Record: 5
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
36,973,059.94000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
22,955,773.11000000 
Authorized Participants Record: 13
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
64,449,728.49000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
5,463,882.36000000 
Authorized Participants Record: 17
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,560,361.12000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,141,652.07000000 
Authorized Participants Record: 21
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
130,469,115.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
20,582,336.95000000 
Authorized Participants Record: 29
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
42,661,811.01000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
8,167,980.53000000 
Authorized Participants Record: 31
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,366,083.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,337,547.79000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,323,437.64000000 
Authorized Participants Record: 36
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,332,323.62000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,325,014.23000000 
Authorized Participants Record: 39
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
5.64698630 %  
ii. The standard deviation of the percentage of that value composed of cash:
22.71883701 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
94.35301369 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
22.71883701 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.18000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.27876350 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.82000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.27876350 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
244.52054794 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
243.10344827 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 17


Fund Name
SPDR(R) S&P(R) Health Care Services ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XHS 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
28,146,653.22000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
32,492,336.43000000 
Authorized Participants Record: 5
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
15,991,893.67000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
3,651,637.17000000 
Authorized Participants Record: 12
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,673,108.72000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,768,192.14000000 
Authorized Participants Record: 18
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
989,356.01000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,674,581.30000000 
Authorized Participants Record: 20
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,566,592.56000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,771,942.26000000 
Authorized Participants Record: 32
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
9,796,325.42000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
7,852,297.94000000 
Authorized Participants Record: 39
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
6,427,940.26000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
7,123,052.82000000 
Authorized Participants Record: 43
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00696969 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.04400308 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99303030 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.04400308 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.02692307 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.05114854 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.97307692 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.05114854 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 18


Fund Name
SPDR(R) S&P(R) Telecom ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XTL 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
19,216,769.96000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
14,199,691.86000000 
Authorized Participants Record: 3
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,061,273.28000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
6,362,151.81000000 
Authorized Participants Record: 6
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,071,158.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,143,923.08000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
6,521,097.03000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,212,707.65000000 
Authorized Participants Record: 30
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
25,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.23538461 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.78732864 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.76461538 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.78732864 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00181818 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00574959 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99818181 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00574959 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 19


Fund Name
SPDR(R) Bloomberg Convertible Securities ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
CWB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
6,360,053.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
6,565,049.40000000 
Authorized Participants Record: 4
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,070,358,135.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,064,586,166.40000000 
Authorized Participants Record: 26
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,468,976,445.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,074,620,079.80000000 
Authorized Participants Record: 37
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.24961904 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.25262841 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.24961904 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.25262841 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.11471428 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.08178651 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.11471428 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.08178651 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00093485 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.24830438 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00044718 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.15039602 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 20


Fund Name
SPDR(R) S&P Capital Markets ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
KCE 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,079,730.81000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,800,928.25000000 
Authorized Participants Record: 10
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
43,742,286.33000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
10,215,366.44000000 
Authorized Participants Record: 19
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,010,592.33000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,133,661.06000000 
Authorized Participants Record: 39
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
25,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.02300000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.02002498 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.97700000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.02002498 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.01125000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.01690968 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.98875000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.01690968 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 21


Fund Name
SPDR Portfolio S&P 500 Value ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPYV 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
868,306,890.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
442,125,074.70000000 
Authorized Participants Record: 2
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,065,906,804.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,142,295,164.25000000 
Authorized Participants Record: 3
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
72,495,959.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
97,066,361.35000000 
Authorized Participants Record: 9
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,523,285,615.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,774,639,115.90000000 
Authorized Participants Record: 12
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
251,874,838.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
86,158,272.40000000 
Authorized Participants Record: 19
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
58,448,924.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
61,818,815.80000000 
Authorized Participants Record: 30
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
33,955,383.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
3,842,203.60000000 
Authorized Participants Record: 34
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
936,613,460.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
556,743,900.10000000 
Authorized Participants Record: 39
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
268,761,727.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
511,144,636.80000000 
Authorized Participants Record: 41
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.10232974 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.05622489 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.89767025 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.05622489 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.09666666 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.06141510 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.90333333 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.06141510 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 22


Fund Name
SPDR Portfolio High Yield Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPHY 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
11,506,153.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
11,377,642.00000000 
Authorized Participants Record: 11
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
58,800,755.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
201,243,661.30000000 
Authorized Participants Record: 23
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,496,290.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
6,760,855.20000000 
Authorized Participants Record: 25
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
182,696,349.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
101,371,953.60000000 
Authorized Participants Record: 26
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
423,179,205.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
62,470,245.70000000 
Authorized Participants Record: 33
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
11,338,839.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
104,177,706.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
2.46838983 %  
ii. The standard deviation of the percentage of that value composed of cash:
2.74161617 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
97.53161016 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
2.74161617 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
3.29588235 %  
ii. The standard deviation of the percentage of that value composed of cash:
4.10848341 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
96.70411764 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
4.10848341 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00498119 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.15007088 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 23


Fund Name
SPDR S&P SmallCap 600 ESG ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
ESIX 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,264,443.51000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
25,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.05000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.01000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.95000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.01000000 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 24


Fund Name
SPDR(R) ICE Preferred Securities ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
PSK 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
17,086,939.00000000 
Authorized Participants Record: 4
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
80,456,676.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
133,975,100.50000000 
Authorized Participants Record: 12
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
54,172,328.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
23,952,572.70000000 
Authorized Participants Record: 13
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
26,964,798.45000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
89,978,403.75000000 
Authorized Participants Record: 27
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.09340425 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.22829876 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.90659574 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.22829876 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.14084507 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.38904993 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.85915492 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.38904993 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
750.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
750.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
750.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
750.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 25


Fund Name
SPDR(R) Portfolio S&P 1500 Composite Stock Market ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPTM 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
62,572,696.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
42,624,429.40000000 
Authorized Participants Record: 3
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
160,014,422.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
96,811,200.80000000 
Authorized Participants Record: 8
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
23,664,736.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
149,449,891.45000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
88,382,610.60000000 
Authorized Participants Record: 35
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
240,013,045.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
163,693,501.40000000 
Authorized Participants Record: 40
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
421,867,678.95000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
197,962,825.80000000 
Authorized Participants Record: 42
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
22,226,631.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.14422413 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.03837543 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.85577586 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.03837543 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.12275862 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.03717586 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.87724137 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.03717586 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 26


Fund Name
SPDR(R) S&P(R) Dividend ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SDY 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
602,187,905.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
450,182,809.40000000 
Authorized Participants Record: 7
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
478,024,006.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
379,646,425.20000000 
Authorized Participants Record: 10
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
253,215,298.95000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
106,603,943.30000000 
Authorized Participants Record: 11
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
73,268,645.05000000 
Authorized Participants Record: 17
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
91,295,127.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
90,128,784.75000000 
Authorized Participants Record: 21
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,423,889,014.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,455,600,137.50000000 
Authorized Participants Record: 22
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
62,263,059.45000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
37,648,673.70000000 
Authorized Participants Record: 28
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
126,112,484.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
256,025,653.90000000 
Authorized Participants Record: 34
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
618,904,832.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
218,416,432.30000000 
Authorized Participants Record: 35
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
197,001,113.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
17,913,968.55000000 
Authorized Participants Record: 41
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,173,734,088.95000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,192,755,989.15000000 
Authorized Participants Record: 43
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,814,338,242.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,855,434,714.40000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.95574879 %  
ii. The standard deviation of the percentage of that value composed of cash:
13.76353223 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.04425120 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
13.76353223 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.02693251 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.16909115 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.97306748 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.16909115 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
248.06763285 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
246.92307692 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 27


Fund Name
SPDR(R) Nuveen Bloomberg Municipal Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
TFI 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
508,683,195.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
624,122,793.00000000 
Authorized Participants Record: 3
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
136,622,693.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
168,258,788.20000000 
Authorized Participants Record: 8
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
9,333,994.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
36,250,957.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
22,375,178.50000000 
Authorized Participants Record: 13
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
183,436,483.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
152,971,123.20000000 
Authorized Participants Record: 20
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
73,699,050.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
675,654,207.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
375,516,419.20000000 
Authorized Participants Record: 31
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
46,445,133.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
59,820,738.30000000 
Authorized Participants Record: 37
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
31,740,813.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
97.63234782 %  
ii. The standard deviation of the percentage of that value composed of cash:
14.74935455 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
2.36765217 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
14.74935455 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.65961538 %  
ii. The standard deviation of the percentage of that value composed of cash:
4.00114164 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.65961538 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
4.00114164 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.10937504 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.11212383 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00039435 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.04998851 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 28


Fund Name
SPDR S&P 1500 Momentum Tilt ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
MMTM 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
13,811,136.84000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,731,339.66000000 
Authorized Participants Record: 21
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,715,007.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,658,847.94000000 
Authorized Participants Record: 26
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,033,624.49000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
18,599,469.77000000 
Authorized Participants Record: 27
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,726,472.88000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.04875000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.08283077 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.95125000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.08283077 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.07800000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.06400000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.92200000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.06400000 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
1,500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
1,500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 29


Fund Name
SPDR Russell 1000 Yield Focus ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
ONEY 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,699,782.29000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,758,750.83000000 
Authorized Participants Record: 3
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
6,977,265.76000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
12,268,751.67000000 
Authorized Participants Record: 6
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,857,001.48000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
7,100,465.33000000 
Authorized Participants Record: 14
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
47,799,511.09000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
14,370,139.17000000 
Authorized Participants Record: 18
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
69,243,577.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
83,818,561.68000000 
Authorized Participants Record: 19
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,631,057.72000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
5,555,346.30000000 
Authorized Participants Record: 24
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
48,642,999.46000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
23,691,640.74000000 
Authorized Participants Record: 25
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,733,115.38000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,742,419.76000000 
Authorized Participants Record: 27
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
43,616,412.41000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
149,872,542.98000000 
Authorized Participants Record: 31
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
5.80536231 %  
ii. The standard deviation of the percentage of that value composed of cash:
23.36684053 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
94.19463768 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
23.36684053 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.02392857 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.03744894 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.97607142 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.03744894 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
479.71014492 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
460.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 30


Fund Name
SPDR SSGA US Small Cap Low Volatility Index ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SMLV 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
3,255,092.76000000 
Authorized Participants Record: 2
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
11,018,145.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,177,424.00000000 
Authorized Participants Record: 6
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,042,738.76000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,081,980.89000000 
Authorized Participants Record: 20
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,058,609.52000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,034,093.05000000 
Authorized Participants Record: 31
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
11,116,979.57000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
6,435,475.60000000 
Authorized Participants Record: 37
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
17.70882352 %  
ii. The standard deviation of the percentage of that value composed of cash:
38.09353502 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
82.29117647 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
38.09353502 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.04916666 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.07642625 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.95083333 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.07642625 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
273.52941176 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
271.87500000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
300.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 31


Fund Name
SPDR Portfolio Short Term Corporate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPSB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
940,013,705.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
200,102,399.20000000 
Authorized Participants Record: 2
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,119,264,577.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,822,736,210.90000000 
Authorized Participants Record: 4
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
306,770,666.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
23,654,269.60000000 
Authorized Participants Record: 5
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
11,752,109.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,950,349.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
235,780,561.00000000 
Authorized Participants Record: 8
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
442,760,166.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
388,109,976.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
73,742,690.50000000 
Authorized Participants Record: 21
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
540,065,448.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
314,957,844.60000000 
Authorized Participants Record: 24
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
61,791,907.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
551,952,703.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
59,347,170.00000000 
Authorized Participants Record: 40
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
97,377,404.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,020,659,736.70000000 
Authorized Participants Record: 42
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
852,829,416.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
825,972,834.90000000 
Authorized Participants Record: 43
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.44093841 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.37719198 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.55906158 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.37719198 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.27202797 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.84817262 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.72797202 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.84817262 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00075014 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.14976658 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00127620 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.09996388 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 32


Fund Name
SPDR S&P Kensho Smart Mobility ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
HAIL 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
930,044.76000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,193,646.98000000 
Authorized Participants Record: 5
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
668,019.36000000 
Authorized Participants Record: 9
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
338,156.31000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
5,469,945.94000000 
Authorized Participants Record: 14
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,730,721.61000000 
Authorized Participants Record: 19
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
294,678.28000000 
Authorized Participants Record: 20
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
322,703.84000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
11,847,547.58000000 
Authorized Participants Record: 39
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.08333333 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.07408703 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.91666666 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.07408703 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.03500000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.09186947 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.96500000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.09186947 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 33


Fund Name
SPDR(R) S&P(R) Aerospace & Defense ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XAR 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
17,122,196.58000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
22,214,035.98000000 
Authorized Participants Record: 11
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
7,440,453.60000000 
Authorized Participants Record: 15
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
31,364,778.76000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
16,036,259.55000000 
Authorized Participants Record: 17
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
17,693,818.86000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
49,671,362.57000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
32,656,685.27000000 
Authorized Participants Record: 21
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
36,612,224.96000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
30,957,153.71000000 
Authorized Participants Record: 23
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,823,428.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
10,989,933.30000000 
Authorized Participants Record: 28
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
51,530,151.01000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
51,626,268.55000000 
Authorized Participants Record: 29
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,582,118.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,824,823.13000000 
Authorized Participants Record: 33
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
25,446,919.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
7,981,455.60000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
25,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00229508 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.03935518 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99770491 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.03935518 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.00530612 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.01162369 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.00530612 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.01162369 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 34


Fund Name
SPDR(R) Portfolio S&P 500 ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPLG 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
107,246,597.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
225,424,380.20000000 
Authorized Participants Record: 3
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
659,893,528.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
157,239,859.20000000 
Authorized Participants Record: 6
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,120,780.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
5,070,452.60000000 
Authorized Participants Record: 8
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,964,491,263.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
317,246,815.45000000 
Authorized Participants Record: 12
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
974,581,798.95000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,108,893,184.40000000 
Authorized Participants Record: 21
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
64,002,290.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
104,803,365.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
126,763,614.25000000 
Authorized Participants Record: 24
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,641,876,759.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
846,633,438.50000000 
Authorized Participants Record: 29
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
754,641,386.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
104,598,323.40000000 
Authorized Participants Record: 30
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
73,474,018.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
7,155,432.65000000 
Authorized Participants Record: 34
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
89,895,850.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
54,658,035.75000000 
Authorized Participants Record: 36
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
43,961,068.55000000 
Authorized Participants Record: 40
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00779104 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.03198718 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99220895 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.03198718 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.01000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.03470731 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.03470731 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 35


Fund Name
SPDR(R) S & P 600 Small Cap Value ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SLYV 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
22,026,921.75000000 
Authorized Participants Record: 11
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
116,985,779.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
246,015,271.25000000 
Authorized Participants Record: 20
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,207,778,559.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,211,857,409.20000000 
Authorized Participants Record: 22
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
21,094,087.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
72,468,530.70000000 
Authorized Participants Record: 25
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
34,952,061.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
21,410,023.20000000 
Authorized Participants Record: 26
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
34,173,617.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,808,246.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
40,561,532.35000000 
Authorized Participants Record: 34
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
14,875,178.40000000 
Authorized Participants Record: 35
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
17,264,269.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
17,366,546.00000000 
Authorized Participants Record: 36
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.03155172 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.09315914 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.96844827 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.09315914 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.21692307 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.70363811 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.78307692 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.70363811 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
1,500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
1,500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 36


Fund Name
SPDR MSCI USA StrategicFactors ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
QUS 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
82,221,389.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
52,933,553.19000000 
Authorized Participants Record: 6
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
17,079,601.76000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
26,058,322.76000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
16,912,549.34000000 
Authorized Participants Record: 12
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,861,188.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
5,864,155.40000000 
Authorized Participants Record: 13
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
22,632,497.01000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
33,608,849.06000000 
Authorized Participants Record: 21
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,427,638.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
5.82305555 %  
ii. The standard deviation of the percentage of that value composed of cash:
22.84156248 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
94.17694444 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
22.84156248 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.31956521 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.10506636 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.68043478 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.10506636 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
716.66666666 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
716.66666666 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
750.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
750.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 37


Fund Name
SPDR(R) S&P Insurance ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
KIE 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
139,117,916.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
262,129,095.50000000 
Authorized Participants Record: 2
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
214,814,783.95000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
369,090,046.25000000 
Authorized Participants Record: 3
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
30,737,464.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
11,778,730.35000000 
Authorized Participants Record: 8
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
86,421,541.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
75,992,647.90000000 
Authorized Participants Record: 9
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
63,271,591.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
56,545,766.95000000 
Authorized Participants Record: 10
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
61,448,570.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
7,630,294.80000000 
Authorized Participants Record: 11
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
127,914,243.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
51,068,277.65000000 
Authorized Participants Record: 14
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
48,537,891.45000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
38,934,779.45000000 
Authorized Participants Record: 15
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
8,267,574.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
3,784,557.50000000 
Authorized Participants Record: 19
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
90,094,743.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
102,087,394.70000000 
Authorized Participants Record: 21
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
263,723,718.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
219,781,794.65000000 
Authorized Participants Record: 29
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
68,387,092.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
136,209,642.10000000 
Authorized Participants Record: 32
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
311,409,477.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
400,313,680.90000000 
Authorized Participants Record: 38
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
48,907,766.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
37,175,512.95000000 
Authorized Participants Record: 41
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
448,121,475.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
318,133,604.65000000 
Authorized Participants Record: 42
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00870848 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.13676343 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99129151 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.13676343 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00711111 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.13646796 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99288888 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.13646796 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 38


Fund Name
SPDR Russell 1000 Momentum Focus ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
ONEO 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
963,628.04000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
960,979.27000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
149,605,897.61000000 
Authorized Participants Record: 17
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
8,964,376.41000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
8,661,667.02000000 
Authorized Participants Record: 38
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.20500000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.16194134 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.79500000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.16194134 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.36333333 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.12754084 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.63666666 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.12754084 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,000.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,000.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
1,000.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
1,000.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 39


Fund Name
SPDR MarketAxess Investment Grade 400 Corporate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
LQIG 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,783,838.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
29,232,327.05000000 
Authorized Participants Record: 5
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
24,490,910.00000000 
Authorized Participants Record: 8
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
24,490,910.00000000 
Authorized Participants Record: 28
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.79000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.79000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.12000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.48497422 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.88000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.48497422 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 40


Fund Name
SPDR S&P Kensho Future Security ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
FITE 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,123,650.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,284,771.24000000 
Authorized Participants Record: 6
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,333,715.03000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
3,894,165.95000000 
Authorized Participants Record: 17
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
938,240.22000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,312,105.94000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
450,805.42000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
876,863.95000000 
Authorized Participants Record: 41
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00285714 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.09437225 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99714285 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.09437225 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.08250000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.02046338 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.91750000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.02046338 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 41


Fund Name
SPDR Russell 1000 Low Volatility Focus ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
ONEV 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
22,591,924.71000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
14,617,531.32000000 
Authorized Participants Record: 3
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,159,545.51000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
8,251,627.76000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,069,646.57000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
91,613,884.71000000 
Authorized Participants Record: 30
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
139,815,367.56000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
138,242,844.96000000 
Authorized Participants Record: 37
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
21,060,858.41000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,104,056.46000000 
Authorized Participants Record: 38
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.03666666 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.07078206 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.03666666 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.07078206 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.04285714 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.07362342 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.04285714 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.07362342 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 42


Fund Name
SPDR FactSet Innovative Technology ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XITK 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,976,360.68000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,125,005.72000000 
Authorized Participants Record: 8
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
6,419,878.76000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
37,234,212.40000000 
Authorized Participants Record: 15
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,098,824.69000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
963,086.22000000 
Authorized Participants Record: 24
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,956,798.46000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
11,779,380.28000000 
Authorized Participants Record: 31
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,987,055.69000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
5,731,472.43000000 
Authorized Participants Record: 32
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
8,075,821.45000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.03125000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.03059309 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.96875000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.03059309 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.02925925 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.28097615 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.02925925 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.28097615 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 43


Fund Name
SPDR(R) Portfolio TIPS ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPIP 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
70,172,590.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
80,995,336.20000000 
Authorized Participants Record: 3
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
270,785,171.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
694,877,482.90000000 
Authorized Participants Record: 10
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
55,481,323.80000000 
Authorized Participants Record: 19
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
40,317,808.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
167,057,710.90000000 
Authorized Participants Record: 22
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
7,753,545.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
21,030,697.30000000 
Authorized Participants Record: 31
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
77,235,193.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
461,668,434.40000000 
Authorized Participants Record: 37
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-1.20250000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.84494623 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
101.20250000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.84494623 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-1.32684210 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.67818994 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
101.32684210 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.67818994 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00016300 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.12474789 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00012333 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.12402992 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 44


Fund Name
SPDR Bloomberg Emerging Markets USD Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
EMHC 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
72,994,453.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
44,249,245.70000000 
Authorized Participants Record: 11
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
26,432,550.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,689,126.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
9,466,720.80000000 
Authorized Participants Record: 43
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
51.50500000 %  
ii. The standard deviation of the percentage of that value composed of cash:
48.49511994 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
48.49500000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
48.49511994 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.18333333 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.51057701 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.81666666 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.51057701 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
700.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.25751625 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
700.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.49970312 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
700.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00177676 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
700.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.15021043 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 45


Fund Name
SPDR Portfolio S&P 500 Growth ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPYG 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
338,559,835.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
142,595,639.55000000 
Authorized Participants Record: 7
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,924,586,242.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
261,097,241.20000000 
Authorized Participants Record: 9
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,475,161,262.95000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,059,538,738.25000000 
Authorized Participants Record: 14
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,028,700,703.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
905,292,230.90000000 
Authorized Participants Record: 15
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
32,525,511.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
353,340,894.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
81,054,539.35000000 
Authorized Participants Record: 25
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
206,869,676.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
51,299,111.95000000 
Authorized Participants Record: 35
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
55,718,980.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
14,024,281.70000000 
Authorized Participants Record: 42
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,180,910,472.95000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
565,643,865.15000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.04846733 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.06701768 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.95153266 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.06701768 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.08508474 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.05710154 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.91491525 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.05710154 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
350.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
350.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
350.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
350.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 46


Fund Name
SPDR Bloomberg Short Term High Yield Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SJNK 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
699,490,461.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,407,527,817.60000000 
Authorized Participants Record: 2
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
220,338,196.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
220,939,798.80000000 
Authorized Participants Record: 11
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
21,727,301.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
7,389,119.40000000 
Authorized Participants Record: 12
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
21,501,415.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
219,410,896.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
264,226,399.20000000 
Authorized Participants Record: 18
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,305,000,619.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,138,129,828.10000000 
Authorized Participants Record: 21
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
197,393,254.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
117,283,085.70000000 
Authorized Participants Record: 27
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,831,790,090.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,398,253,741.10000000 
Authorized Participants Record: 29
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,514,641,995.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,473,160,784.00000000 
Authorized Participants Record: 37
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
425,977,083.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
153,625,561.20000000 
Authorized Participants Record: 42
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
300,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.52113082 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.18529864 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.47886917 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.18529864 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.53224938 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.87897185 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.46775061 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.87897185 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00136942 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.25067492 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00083381 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.14997971 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 47


Fund Name
SPDR(R) Portfolio S&P 600 Small Cap ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPSM 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
24,443,571.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
23,795,141.30000000 
Authorized Participants Record: 11
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
22,697,883.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
22,752,922.40000000 
Authorized Participants Record: 14
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
343,507,348.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
163,213,441.25000000 
Authorized Participants Record: 15
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
217,664,571.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
65,387,059.55000000 
Authorized Participants Record: 18
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
81,193,320.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
61,513,895.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
3,602,606.20000000 
Authorized Participants Record: 20
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
818,315,601.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
160,991,651.25000000 
Authorized Participants Record: 25
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
19,798,601.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
19,637,874.50000000 
Authorized Participants Record: 29
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
39,148,958.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
34,738,374.00000000 
Authorized Participants Record: 35
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
190,291,287.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
12,820,776.15000000 
Authorized Participants Record: 37
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
495,506,704.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
253,220,749.45000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.03252427 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.11833843 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.96747572 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.11833843 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.25591836 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.77018725 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.74408163 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.77018725 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 48


Fund Name
SPDR(R) Portfolio Mortgage Backed Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPMB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
51,311,909.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
146,991,859.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
28,773,144.00000000 
Authorized Participants Record: 15
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
187,257,995.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
119,305,768.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
173,905,156.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
67,762,828.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
48,679,596.00000000 
Authorized Participants Record: 36
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
35,497,279.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
121,246,479.20000000 
Authorized Participants Record: 40
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
59.56339130 %  
ii. The standard deviation of the percentage of that value composed of cash:
48.71168612 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
40.43660869 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
48.71168612 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
100.00000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.03008138 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.05011366 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.05000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.05000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button not checked Yes Radio button checked No

Exchange Record: 49


Fund Name
SPDR(R) S&P(R) Homebuilders ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XHB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
183,821,874.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
146,608,679.15000000 
Authorized Participants Record: 4
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
95,983,553.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
31,493,032.05000000 
Authorized Participants Record: 5
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
96,881,240.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
15,141,997.00000000 
Authorized Participants Record: 7
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
74,312,714.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
56,865,952.85000000 
Authorized Participants Record: 8
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
72,358,681.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
19,479,865.80000000 
Authorized Participants Record: 11
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
429,547,712.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
479,710,711.45000000 
Authorized Participants Record: 13
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
83,982,248.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
91,781,069.05000000 
Authorized Participants Record: 14
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
35,896,914.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
15,469,510.80000000 
Authorized Participants Record: 15
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
366,778,758.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
206,651,223.45000000 
Authorized Participants Record: 18
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
310,552,726.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
376,905,915.55000000 
Authorized Participants Record: 19
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
17,793,316.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
18,511,447.00000000 
Authorized Participants Record: 20
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
226,504,050.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
467,445,759.50000000 
Authorized Participants Record: 21
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
642,213,863.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
507,935,026.90000000 
Authorized Participants Record: 25
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,059,922,974.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
878,480,721.45000000 
Authorized Participants Record: 28
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
31,322,149.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
659,947,545.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
779,029,844.90000000 
Authorized Participants Record: 31
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
51,127,764.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
68,340,958.80000000 
Authorized Participants Record: 39
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
98,928,586.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
193,698,003.60000000 
Authorized Participants Record: 41
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
194,478,949.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
176,737,242.25000000 
Authorized Participants Record: 42
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
611,888,287.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
731,520,581.10000000 
Authorized Participants Record: 43
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.02336986 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.03365233 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.97663013 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.03365233 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.02059101 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.03525497 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.97940898 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.03525497 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 50


Fund Name
SPDR(R) Bloomberg High Yield Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
JNK 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,603,002,583.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
14,612,190,261.60000000 
Authorized Participants Record: 5
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,392,515,242.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
677,487,460.40000000 
Authorized Participants Record: 13
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,116,124,085.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
110,232,018.40000000 
Authorized Participants Record: 15
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
7,325,229,292.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
11,752,650,179.60000000 
Authorized Participants Record: 16
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
91,257,739.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
73,140,767.20000000 
Authorized Participants Record: 23
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
256,396,226.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
237,388,958.20000000 
Authorized Participants Record: 24
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,630,743,157.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
872,971,626.00000000 
Authorized Participants Record: 27
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,465,418,317.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
549,173,959.00000000 
Authorized Participants Record: 30
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
13,617,099,328.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,140,748,537.20000000 
Authorized Participants Record: 38
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
200,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
6.64681395 %  
ii. The standard deviation of the percentage of that value composed of cash:
18.50361135 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
93.35318604 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
18.50361135 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.69301265 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.87782941 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.30698734 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.87782941 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
489.01162790 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
487.75906735 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00258003 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.14994607 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 51


Fund Name
SPDR(R) S&P(R) Metals & Mining ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XME 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
41,935,083.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
37,863,606.70000000 
Authorized Participants Record: 5
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
62,784,064.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
55,457,674.80000000 
Authorized Participants Record: 8
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
53,637,609.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
66,082,175.80000000 
Authorized Participants Record: 9
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
25,167,063.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
158,376,359.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
95,784,930.25000000 
Authorized Participants Record: 12
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
25,189,671.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
20,993,833.60000000 
Authorized Participants Record: 14
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
204,442,830.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
455,983,296.80000000 
Authorized Participants Record: 17
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
420,902,892.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
546,344,261.85000000 
Authorized Participants Record: 19
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
221,052,593.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
582,176,284.75000000 
Authorized Participants Record: 21
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
93,392,903.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
44,388,143.25000000 
Authorized Participants Record: 23
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
133,166,302.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
106,291,993.60000000 
Authorized Participants Record: 25
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
262,222,512.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
321,280,784.85000000 
Authorized Participants Record: 28
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
942,160,281.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
899,999,316.90000000 
Authorized Participants Record: 29
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
10,317,660.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
50,301,599.10000000 
Authorized Participants Record: 33
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
582,273,654.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
600,203,188.20000000 
Authorized Participants Record: 37
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
160,614,272.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
142,149,806.20000000 
Authorized Participants Record: 39
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
680,080,879.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
479,233,272.95000000 
Authorized Participants Record: 40
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00394812 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.02701750 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99605187 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.02701750 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00858744 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.02829259 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99141255 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.02829259 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 52


Fund Name
SPDR(R) S&P(R) Semiconductor ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XSD 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
8,949,874.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,209,168.68000000 
Authorized Participants Record: 3
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
14,876,780.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,831,261.05000000 
Authorized Participants Record: 7
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
43,718,026.73000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
12,868,691.60000000 
Authorized Participants Record: 10
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
45,183,813.18000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
3,682,645.28000000 
Authorized Participants Record: 12
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
8,746,458.95000000 
Authorized Participants Record: 15
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
148,245,509.59000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
51,171,364.94000000 
Authorized Participants Record: 23
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
169,914,191.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
231,696,884.30000000 
Authorized Participants Record: 25
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
21,447,925.34000000 
Authorized Participants Record: 33
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
119,047,992.56000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
107,506,145.58000000 
Authorized Participants Record: 36
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
278,438,693.54000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
143,752,343.37000000 
Authorized Participants Record: 37
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
24,834,855.33000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
26,202,989.65000000 
Authorized Participants Record: 38
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
25,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.04030612 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.25125584 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.95969387 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.25125584 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.01394366 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.27216129 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.01394366 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.27216129 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 53


Fund Name
SPDR(R) S&P(R) Retail ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XRT 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
76,978,747.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
234,202,108.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
213,844,249.90000000 
Authorized Participants Record: 7
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,477,734,845.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
498,571,704.75000000 
Authorized Participants Record: 8
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
87,844,444.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
154,202,441.70000000 
Authorized Participants Record: 9
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
637,583,482.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
851,611,264.10000000 
Authorized Participants Record: 16
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
34,507,263.45000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
90,689,700.55000000 
Authorized Participants Record: 20
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,381,722,835.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
566,215,844.90000000 
Authorized Participants Record: 24
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
41,126,972.95000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
83,768,772.20000000 
Authorized Participants Record: 26
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
59,253,217.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
59,029,753.40000000 
Authorized Participants Record: 27
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
246,721,188.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
680,582,466.35000000 
Authorized Participants Record: 28
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
400,734,354.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,098,470,224.90000000 
Authorized Participants Record: 29
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
543,316,720.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
473,822,090.60000000 
Authorized Participants Record: 33
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
326,108,076.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
445,918,140.35000000 
Authorized Participants Record: 36
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
702,597,968.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
977,476,524.45000000 
Authorized Participants Record: 37
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
199,170,126.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
142,432,318.50000000 
Authorized Participants Record: 38
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
27,921,228.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
68,075,095.70000000 
Authorized Participants Record: 39
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
655,904,947.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
675,226,020.20000000 
Authorized Participants Record: 41
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
138,853,949.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
93,527,061.85000000 
Authorized Participants Record: 42
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
19,669,515.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
54,530,261.25000000 
Authorized Participants Record: 43
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
29,943,515.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
29,399,485.50000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.03484716 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.09235680 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.96515283 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.09235680 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.02916030 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.05623408 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.97083969 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.05623408 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 54


Fund Name
SPDR(R) Nuveen Bloomberg High Yield Municipal Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
HYMB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
127,157,070.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
177,344,314.40000000 
Authorized Participants Record: 3
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
205,640,546.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
368,044,084.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
75,128,282.80000000 
Authorized Participants Record: 13
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
64,286,778.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
20,377,972.00000000 
Authorized Participants Record: 17
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
273,714,369.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
381,730,506.30000000 
Authorized Participants Record: 29
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,038,971.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
10,179,640.00000000 
Authorized Participants Record: 30
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,298,874.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
76,467,584.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
130,731,356.00000000 
Authorized Participants Record: 38
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
200,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
84.25869047 %  
ii. The standard deviation of the percentage of that value composed of cash:
36.81863373 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
15.74130952 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
36.81863373 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
2.72685714 %  
ii. The standard deviation of the percentage of that value composed of cash:
17.26630223 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
97.27314285 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
17.26630223 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.25973380 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.30134790 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00431876 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.10030507 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 55


Fund Name
SPDR(R) Portfolio Intermediate Term Treasury ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPTI 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,397,973,088.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
7,776,152,865.40000000 
Authorized Participants Record: 2
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,206,239,132.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,521,637,290.90000000 
Authorized Participants Record: 9
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,346,222,636.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,693,143,032.10000000 
Authorized Participants Record: 15
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
306,254,361.60000000 
Authorized Participants Record: 22
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
22,968,866.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
240,159,439.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
161,843,693.10000000 
Authorized Participants Record: 33
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
13,223,413,122.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,225,713,244.90000000 
Authorized Participants Record: 43
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.46169902 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.11256134 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.53830097 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.11256134 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.27084033 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.49555545 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.72915966 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.49555545 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00031193 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.06029152 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00009914 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.02727062 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 56


Fund Name
SPDR S&P 500 ESG ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
EFIV 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
126,458,194.68000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
79,001,862.97000000 
Authorized Participants Record: 14
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
83,839,833.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
8,431,309.05000000 
Authorized Participants Record: 23
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
60,952,471.04000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
14,824,874.05000000 
Authorized Participants Record: 27
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
74,124,938.22000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
92,742,280.66000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
47,238,348.00000000 
Authorized Participants Record: 40
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
43,528,919.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
8,094,442.16000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
25,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.24873015 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.14472186 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.75126984 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.14472186 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.23058823 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.21220053 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.76941176 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.21220053 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 57


Fund Name
SPDR MSCI USA Climate Paris Aligned ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NASDAQ - ALL MARKETS  
b. Ticker. Provide the Fund's ticker symbol:
NZUS 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
52,032,491.36000000 
Authorized Participants Record: 7
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
40,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.04000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.96000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 58


Fund Name
SPDR(R) S & P 400 Mid Cap Value ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
MDYV 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
14,878,047.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
14,443,845.75000000 
Authorized Participants Record: 3
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
9,692,615.80000000 
Authorized Participants Record: 6
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
165,482,819.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
160,518,285.90000000 
Authorized Participants Record: 11
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
19,788,250.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
3,236,523.25000000 
Authorized Participants Record: 12
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,108,839,635.45000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
731,719,546.95000000 
Authorized Participants Record: 13
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
652,773,419.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
407,322,987.00000000 
Authorized Participants Record: 16
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
80,752,773.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
239,472,055.05000000 
Authorized Participants Record: 17
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
667,975,595.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
519,937,554.60000000 
Authorized Participants Record: 21
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
115,398,779.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
80,858,600.20000000 
Authorized Participants Record: 30
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.02609589 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.12844898 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.97390410 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.12844898 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.15838709 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.47702097 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.15838709 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.47702097 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 59


Fund Name
SPDR(R) Portfolio S&P 400 Mid Cap ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPMD 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
134,120,258.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
131,313,961.10000000 
Authorized Participants Record: 3
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
133,128,169.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
18,063,407.20000000 
Authorized Participants Record: 6
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
200,815,858.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
57,438,347.25000000 
Authorized Participants Record: 7
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
101,477,188.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
151,235,606.00000000 
Authorized Participants Record: 13
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
151,784,312.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
15,046,038.55000000 
Authorized Participants Record: 15
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
727,396,390.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
78,166,979.05000000 
Authorized Participants Record: 21
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
72,542,714.45000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
17,108,758.00000000 
Authorized Participants Record: 25
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
379,742,368.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
35,594,265.75000000 
Authorized Participants Record: 26
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
31,729,145.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
31,711,066.40000000 
Authorized Participants Record: 34
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
104,240,450.00000000 
Authorized Participants Record: 35
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
98,243,631.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.02849056 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.12180863 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.97150943 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.12180863 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00352941 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.49794410 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99647058 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.49794410 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 60


Fund Name
SPDR S&P Internet ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XWEB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
783,737.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
3,559,181.97000000 
Authorized Participants Record: 20
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,785,182.01000000 
Authorized Participants Record: 25
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,971,047.46000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.05500000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.05500000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.05500000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.05500000 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00666666 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.03197221 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99333333 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.03197221 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 61


Fund Name
SPDR(R) S&P Bank ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
KBE 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
67,387,797.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
71,844,305.75000000 
Authorized Participants Record: 8
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
80,370,770.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
92,232,755.85000000 
Authorized Participants Record: 11
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
18,722,137.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
136,386,268.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
137,811,840.10000000 
Authorized Participants Record: 15
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
212,991,118.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
470,100,492.95000000 
Authorized Participants Record: 16
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
37,260,407.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
112,053,794.20000000 
Authorized Participants Record: 17
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
304,827,664.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
170,158,655.75000000 
Authorized Participants Record: 22
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
9,369,754.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
9,274,114.00000000 
Authorized Participants Record: 23
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
96,757,705.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
58,784,864.10000000 
Authorized Participants Record: 25
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
224,735,812.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
433,869,626.60000000 
Authorized Participants Record: 34
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
152,342,252.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
153,723,037.70000000 
Authorized Participants Record: 39
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
430,121,779.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
535,003,400.35000000 
Authorized Participants Record: 42
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
127,348,557.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
145,668,918.20000000 
Authorized Participants Record: 43
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.02829268 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.09223782 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.97170731 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.09223782 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.03071917 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.10267565 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.96928082 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.10267565 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 62


Fund Name
SPDR(R) NYSE Technology ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XNTK 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,103,985.04000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,964,871.00000000 
Authorized Participants Record: 15
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
9,493,573.32000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
7,082,620.41000000 
Authorized Participants Record: 20
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
27,372,938.59000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
14,846,885.85000000 
Authorized Participants Record: 24
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
3,924,344.96000000 
Authorized Participants Record: 31
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
11,838,705.91000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
17,746,942.93000000 
Authorized Participants Record: 35
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.08900000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.09246080 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.08900000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.09246080 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.06750000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.10963005 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.06750000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.10963005 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 63


Fund Name
SPDR(R) Nuveen Bloomberg Short Term Municipal Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SHM 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
28,490,924.40000000 
Authorized Participants Record: 2
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
66,167,648.20000000 
Authorized Participants Record: 8
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
46,886,219.00000000 
Authorized Participants Record: 9
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
123,511,973.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
84,534,486.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
89,453,635.00000000 
Authorized Participants Record: 22
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
9,376,954.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
456,658,978.70000000 
Authorized Participants Record: 27
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,732,638.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
108,379,328.30000000 
Authorized Participants Record: 29
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
9,216,200.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
55,890,056.50000000 
Authorized Participants Record: 31
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
200,929,836.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
267,609,790.60000000 
Authorized Participants Record: 35
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
32,848,847.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
37,760,889.20000000 
Authorized Participants Record: 36
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
100.00000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.11717948 %  
ii. The standard deviation of the percentage of that value composed of cash:
16.46704120 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.88282051 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
16.46704120 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.04357143 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.04357143 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00052907 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.02005052 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 64


Fund Name
SPDR S&P Kensho Intelligent Structures ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SIMS 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
3,367,762.35000000 
Authorized Participants Record: 6
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,455,491.95000000 
Authorized Participants Record: 22
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,381,394.99000000 
Authorized Participants Record: 27
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
316,273.40000000 
Authorized Participants Record: 36
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
374,606.37000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
680,916.78000000 
Authorized Participants Record: 38
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.01000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00000000 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00000000 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.04647058 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.04613805 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.95352941 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.04613805 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 65


Fund Name
SPDR(R) S&P(R) Biotech ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XBI 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,994,943,219.26000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,016,103,394.01000000 
Authorized Participants Record: 4
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,415,252,877.27000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,449,168,261.46000000 
Authorized Participants Record: 11
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,689,282,275.78000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,334,118,549.21000000 
Authorized Participants Record: 14
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,526,869,038.42000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,855,572,068.16000000 
Authorized Participants Record: 15
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
150,357,720.18000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
420,083,747.00000000 
Authorized Participants Record: 18
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,140,079,797.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
788,607,010.70000000 
Authorized Participants Record: 19
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,417,432,660.77000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
752,895,729.50000000 
Authorized Participants Record: 20
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
853,030,822.32000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,102,454,594.27000000 
Authorized Participants Record: 22
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
727,289,989.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
732,031,520.00000000 
Authorized Participants Record: 24
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,368,290,503.89000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,534,705,693.38000000 
Authorized Participants Record: 26
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,326,183,106.23000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,628,876,453.04000000 
Authorized Participants Record: 29
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,425,571,771.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,446,101,036.95000000 
Authorized Participants Record: 31
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
58,476,546.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
55,066,731.60000000 
Authorized Participants Record: 33
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
151,019,923.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
26,644,376.10000000 
Authorized Participants Record: 38
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,996,006.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
9,196,964.00000000 
Authorized Participants Record: 39
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
503,329,403.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
628,464,079.55000000 
Authorized Participants Record: 41
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,059,368.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
70,796,799.73000000 
Authorized Participants Record: 42
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
17,424,813.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
8,376,956.80000000 
Authorized Participants Record: 43
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
277,800,274.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
323,296,705.43000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
25,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.12929411 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.30891978 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.87070588 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.30891978 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.11202567 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.28995381 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.88797432 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.28995381 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 66


Fund Name
SPDR S&P Kensho Clean Power ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
CNRG 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,903,206.13000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
25,155,809.84000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
8,351,234.18000000 
Authorized Participants Record: 22
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
17,118,863.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
834,181.81000000 
Authorized Participants Record: 23
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
14,390,099.71000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,164,554.05000000 
Authorized Participants Record: 27
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,804,402.82000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
5,201,719.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00015873 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.02149138 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99984126 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.02149138 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.01230769 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.00973008 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.98769230 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00973008 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 67


Fund Name
SPDR(R) S&P(R) Health Care Equipment ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XHE 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
14,492,725.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,452,428.11000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
53,747,239.86000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
6,692,777.55000000 
Authorized Participants Record: 8
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
35,823,658.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,563,610.35000000 
Authorized Participants Record: 11
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,326,507.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
17,976,114.03000000 
Authorized Participants Record: 15
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,382,934.28000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
6,837,428.85000000 
Authorized Participants Record: 22
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
69,379,156.81000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
16,353,335.15000000 
Authorized Participants Record: 27
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
19,294,296.58000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
22,772,740.42000000 
Authorized Participants Record: 30
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,573,629.80000000 
Authorized Participants Record: 34
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
51,018,360.17000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
32,327,016.59000000 
Authorized Participants Record: 35
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
34,927,517.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
25,989,956.65000000 
Authorized Participants Record: 40
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
25,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00104166 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.01557770 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.99895833 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.01557770 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.04263157 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.23100107 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.95736842 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.23100107 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 68


Fund Name
SPDR Portfolio Aggregate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPAB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
26,441,772.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
29,670,945.60000000 
Authorized Participants Record: 9
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
255,194,677.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
407,138,745.90000000 
Authorized Participants Record: 11
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,963,080,823.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
852,783,641.00000000 
Authorized Participants Record: 15
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,123,198,794.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,547,651,781.00000000 
Authorized Participants Record: 18
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
293,022,887.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
114,653,791.60000000 
Authorized Participants Record: 27
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
12,742,822.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
12,636,044.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
245,480,191.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
337,997,157.40000000 
Authorized Participants Record: 43
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
32.14929687 %  
ii. The standard deviation of the percentage of that value composed of cash:
4.81263411 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
67.85070312 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
4.81263411 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
31.54664000 %  
ii. The standard deviation of the percentage of that value composed of cash:
2.68338590 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
68.45336000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
2.68338590 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.01592750 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.04980521 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.01577332 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.04999999 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button not checked Yes Radio button checked No

Exchange Record: 69


Fund Name
SPDR(R) S&P(R) Oil & Gas Exploration & Production ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XOP 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
891,243,899.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
921,606,967.50000000 
Authorized Participants Record: 2
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
790,046,896.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
720,624,949.50000000 
Authorized Participants Record: 6
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
528,216,760.85000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
461,767,782.25000000 
Authorized Participants Record: 7
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,385,066,225.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,376,519,244.35000000 
Authorized Participants Record: 11
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
789,207,643.45000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
963,903,024.75000000 
Authorized Participants Record: 13
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
443,774,492.25000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
958,603,997.35000000 
Authorized Participants Record: 15
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,723,397,056.45000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,212,543,589.75000000 
Authorized Participants Record: 18
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
405,938,006.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
362,867,549.10000000 
Authorized Participants Record: 21
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
83,686,315.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
230,907,505.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
423,374,840.95000000 
Authorized Participants Record: 29
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
95,336,129.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
90,730,384.00000000 
Authorized Participants Record: 38
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
887,224,721.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
867,750,893.35000000 
Authorized Participants Record: 40
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
31,064,153.55000000 
Authorized Participants Record: 41
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
173,509,629.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
96,416,038.75000000 
Authorized Participants Record: 42
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,186,510,857.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,217,208,863.50000000 
Authorized Participants Record: 43
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,811,525,275.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,868,692,382.20000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.02303258 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.09580199 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.97696741 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.09580199 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.03711610 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.19598382 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.96288389 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.19598382 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 70


Fund Name
SPDR Bloomberg Investment Grade Floating Rate ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
FLRN 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
21,296,017.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
18,230,709.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
97,505,161.50000000 
Authorized Participants Record: 20
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
12,223,075.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
270,668,982.00000000 
Authorized Participants Record: 26
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
42,707,937.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
112,538,465.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
851,327,489.00000000 
Authorized Participants Record: 33
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
48,840,288.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
267,827,668.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
106,397,537.90000000 
Authorized Participants Record: 36
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,028,324.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.11196969 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.66445744 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.11196969 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.66445744 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.41291666 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.69081762 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.58708333 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.69081762 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
200.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00018456 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
200.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.09952319 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
200.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00024162 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
200.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.05033327 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 71


Fund Name
SPDR(R) S & P 400 Mid Cap Growth ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
MDYG 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
19,575,339.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
49,052,838.35000000 
Authorized Participants Record: 6
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
13,210,272.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
381,335,016.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
176,889,118.10000000 
Authorized Participants Record: 20
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
655,898,472.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
52,708,675.75000000 
Authorized Participants Record: 33
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
9,352,892.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
9,323,813.10000000 
Authorized Participants Record: 34
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
84,011,806.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,097,647,253.55000000 
Authorized Participants Record: 35
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
125,485,960.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
110,834,717.00000000 
Authorized Participants Record: 36
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
610,644,826.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
54,612,789.40000000 
Authorized Participants Record: 39
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.04480000 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.11482578 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.95520000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.11482578 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.09510638 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.56299681 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.90489361 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.56299681 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 72


Fund Name
SPDR(R) Portfolio Short Term Treasury ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPTS 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,886,624.10000000 
Authorized Participants Record: 3
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
315,327,960.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
832,621,066.10000000 
Authorized Participants Record: 6
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
717,568,275.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
335,754,711.40000000 
Authorized Participants Record: 14
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,457,267,066.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
6,364,515,000.90000000 
Authorized Participants Record: 24
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
20,416,144.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
121,399,638.20000000 
Authorized Participants Record: 32
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
9,642,477,992.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,142,109,175.70000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
100,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.42234285 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.63422996 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.57765714 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.63422996 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.30612546 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.57345663 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.69387453 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.57345663 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00020461 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.04961983 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00009156 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.02467355 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 73


Fund Name
SPDR(R) S&P Regional Banking(SM) ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
KRE 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
485,131,753.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
359,689,659.05000000 
Authorized Participants Record: 2
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
249,309,185.15000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
224,672,426.30000000 
Authorized Participants Record: 11
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
543,251,878.45000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
504,675,974.10000000 
Authorized Participants Record: 14
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
412,270,286.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
446,394,164.95000000 
Authorized Participants Record: 15
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
558,165,610.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
320,285,731.75000000 
Authorized Participants Record: 16
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
90,498,064.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
57,226,140.80000000 
Authorized Participants Record: 17
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,163,221,680.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,281,069,782.95000000 
Authorized Participants Record: 19
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
107,938,896.05000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
140,818,448.85000000 
Authorized Participants Record: 21
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
23,999,179.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
23,757,778.40000000 
Authorized Participants Record: 26
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,569,126,682.95000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,182,312,139.85000000 
Authorized Participants Record: 28
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,056,336,370.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,173,173,705.55000000 
Authorized Participants Record: 29
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,882,517,577.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,171,726,374.00000000 
Authorized Participants Record: 30
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
43,125,113.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
579,039,804.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,359,449,183.60000000 
Authorized Participants Record: 33
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
959,991,927.70000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,028,870,228.95000000 
Authorized Participants Record: 34
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
230,081,391.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
212,230,023.15000000 
Authorized Participants Record: 35
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
311,160,200.30000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
321,662,861.35000000 
Authorized Participants Record: 43
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,290,611,570.10000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,002,087,929.25000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.01348837 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.03269903 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.98651162 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.03269903 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.02714071 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.10744333 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.97285928 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.10744333 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 74


Fund Name
SPDR Portfolio Intermediate Term Corporate Bond ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPIB 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,446,738,327.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
767,804,323.60000000 
Authorized Participants Record: 4
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
336,689,227.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
214,342,887.20000000 
Authorized Participants Record: 9
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,996,547,825.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
9,741,143,797.40000000 
Authorized Participants Record: 10
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,671,426,275.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,045,104,456.80000000 
Authorized Participants Record: 14
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
832,361,436.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
650,473,454.00000000 
Authorized Participants Record: 16
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
4,665,831,438.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
518,835,231.40000000 
Authorized Participants Record: 19
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
319,689,406.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
39,009,262.80000000 
Authorized Participants Record: 20
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
659,133,243.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
3,256,881,158.60000000 
Authorized Participants Record: 22
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,927,592,655.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
589,043,925.40000000 
Authorized Participants Record: 23
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
65,368,147.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
32,754,686.60000000 
Authorized Participants Record: 26
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
76,951,047.60000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,787,690,336.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
90,861,926.80000000 
Authorized Participants Record: 37
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
561,568,200.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
343,067,789.60000000 
Authorized Participants Record: 41
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
414,538,473.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
763,307,125.60000000 
Authorized Participants Record: 43
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button checked Yes Radio button not checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
200,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
1.38971014 %  
ii. The standard deviation of the percentage of that value composed of cash:
2.69100149 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
98.61028985 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
2.69100149 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.91639593 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.13592476 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.08360406 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.13592476 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00296803 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.20013299 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00101050 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.10052057 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 75


Fund Name
SPDR(R) S&P(R) Transportation ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XTN 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
8,431,760.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
65,276,002.84000000 
Authorized Participants Record: 11
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
12,296,670.78000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
4,918,270.93000000 
Authorized Participants Record: 12
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
22,119,343.52000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
43,446,077.76000000 
Authorized Participants Record: 15
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,084,585.52000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
7,620,753.54000000 
Authorized Participants Record: 18
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,860,944.80000000 
Authorized Participants Record: 21
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
8,644,071.82000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
15,589,770.32000000 
Authorized Participants Record: 23
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
728,699.55000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,917,105.90000000 
Authorized Participants Record: 33
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
15,982,474.83000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
253,746,509.36000000 
Authorized Participants Record: 43
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.25485714 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.66404978 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.74514285 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.66404978 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.76422222 %  
ii. The standard deviation of the percentage of that value composed of cash:
1.05908658 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.23577777 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
1.05908658 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 76


Fund Name
SPDR(R) S & P 600 Small Cap Growth ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SLYG 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
79,105,975.40000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
21,862,527.75000000 
Authorized Participants Record: 4
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
27,836,069.20000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
27,177,677.60000000 
Authorized Participants Record: 15
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
23,756,430.90000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
23,351,384.70000000 
Authorized Participants Record: 18
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
23,677,102.50000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
86,214,813.35000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
21,464,427.65000000 
Authorized Participants Record: 27
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
232,894,389.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
90,330,291.50000000 
Authorized Participants Record: 33
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
17,415,660.75000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
17,388,386.00000000 
Authorized Participants Record: 41
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
30,654,393.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
10,688,848.50000000 
Authorized Participants Record: 43
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
50,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.03922077 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.16200662 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.96077922 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.16200662 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.20000000 %  
ii. The standard deviation of the percentage of that value composed of cash:
2.05259527 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.80000000 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
2.05259527 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
1,500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
1,500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
1,500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 77


Fund Name
SPDR(R) S&P(R) Software & Services ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
XSW 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 2
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 5
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 7
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 11
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 13
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 18
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
38,670,130.07000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
19,412,488.21000000 
Authorized Participants Record: 21
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
18,397,792.81000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
12,487,943.08000000 
Authorized Participants Record: 23
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 26
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 33
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
38,279,138.59000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
10,864,156.78000000 
Authorized Participants Record: 37
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,364,220.14000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
1,049,712.12000000 
Authorized Participants Record: 40
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
10,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.23272727 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.33752461 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.76727272 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.33752461 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.07703703 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.17511509 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
99.92296296 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.17511509 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
250.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

Exchange Record: 78


Fund Name
SPDR S&P 500 Fossil Fuel Reserves Free ETF 

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA  
b. Ticker. Provide the Fund's ticker symbol:
SPYX 

Item E.2. Authorized participants.

Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Merrill Lynch Professional Clearing Corp. 
b. SEC file number
8-33359 
c. CRD number
000016139 
d. Identifying number(s)
LEI
549300PMHS66E71I2D34 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
31,196,031.80000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
3,890,300.52000000 
Authorized Participants Record: 2
a. Full Name
Credit Suisse Securities (USA) LLC 
b. SEC file number
8-422 
c. CRD number
000000816 
d. Identifying number(s)
LEI
1V8Y6QCX6YMJ2OELII46 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 3
a. Full Name
Stifel, Nicolaus & Company, Incorporated 
b. SEC file number
8-1447 
c. CRD number
000000793 
d. Identifying number(s)
LEI
5WUVMA08EYG4KEUPW589 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 4
a. Full Name
Virtu Americas LLC 
b. SEC file number
8-68193 
c. CRD number
000149823 
d. Identifying number(s)
LEI
549300RA02N3BNSWBV74 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
39,960,828.39000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
52,877,587.19000000 
Authorized Participants Record: 5
a. Full Name
Credit Suisse Securities (Europe) Limited 
b. SEC file number
8-000 
c. CRD number
N/A 
d. Identifying number(s)
LEI
DL6FFRRLF74S01HE2M14 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 6
a. Full Name
Jane Street Capital, LLC 
b. SEC file number
8-52275 
c. CRD number
000103782 
d. Identifying number(s)
LEI
549300ZM16HMPEPNV857 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,895,895.92000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
70,442,059.92000000 
Authorized Participants Record: 7
a. Full Name
Cowen Execution Services LLC 
b. SEC file number
8-46838 
c. CRD number
000035693 
d. Identifying number(s)
LEI
5493005RJDJD18OPUP27 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 8
a. Full Name
National Bank of Canada Financial Inc. 
b. SEC file number
8-39947 
c. CRD number
000022698 
d. Identifying number(s)
LEI
549300K66TF1ST7A3V76 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 9
a. Full Name
HSBC Securities (USA) Inc. 
b. SEC file number
8-41562 
c. CRD number
000019585 
d. Identifying number(s)
LEI
CYYGQCGNHMHPSMRL3R97 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 10
a. Full Name
Goldman Sachs & Co. LLC 
b. SEC file number
8-129 
c. CRD number
000000361 
d. Identifying number(s)
LEI
FOR8UP27PHTHYVLBNG30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
97,276,310.77000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
16,818,056.72000000 
Authorized Participants Record: 11
a. Full Name
BMO Capital Markets Corp. 
b. SEC file number
8-34344 
c. CRD number
000016686 
d. Identifying number(s)
LEI
RUC0QBLBRPRCU4W1NE59 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 12
a. Full Name
Barclays Capital Inc. 
b. SEC file number
8-41342 
c. CRD number
000019714 
d. Identifying number(s)
LEI
AC28XWWI3WIBK2824319 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,829,525.36000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,839,718.67000000 
Authorized Participants Record: 13
a. Full Name
National Financial Services LLC 
b. SEC file number
8-26740 
c. CRD number
000013041 
d. Identifying number(s)
LEI
549300JRHF1MHHWUAW04 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 14
a. Full Name
HRT Financial LP 
b. SEC file number
8-68430 
c. CRD number
000152144 
d. Identifying number(s)
LEI
21380037YFKONTT23854 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 15
a. Full Name
UBS Securities LLC 
b. SEC file number
8-22651 
c. CRD number
000007654 
d. Identifying number(s)
LEI
T6FIZBDPKLYJKFCRVK44 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 16
a. Full Name
Wells Fargo Securities, LLC 
b. SEC file number
8-65876 
c. CRD number
000126292 
d. Identifying number(s)
LEI
VYVVCKR63DVZZN70PB21 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 17
a. Full Name
J.P. Morgan Securities LLC/JPMC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
49,747,373.22000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
10,655,077.35000000 
Authorized Participants Record: 18
a. Full Name
SG Americas Securities, LLC 
b. SEC file number
8-66125 
c. CRD number
000128351 
d. Identifying number(s)
LEI
549300F35UE0BOM1WJ55 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 19
a. Full Name
Commerz Markets LLC 
b. SEC file number
8-49647 
c. CRD number
000041957 
d. Identifying number(s)
LEI
549300IMBXQ8SGH3HJ31 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 20
a. Full Name
U.S. Bancorp Investments, Inc. 
b. SEC file number
8-35359 
c. CRD number
000017868 
d. Identifying number(s)
LEI
H85Z6XZP8B10ES0M2G89 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 21
a. Full Name
MUFG Securities Americas Inc. 
b. SEC file number
8-43026 
c. CRD number
000019685 
d. Identifying number(s)
LEI
K5HU16E3LMSVCCJJJ255 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 22
a. Full Name
Natixis Securities Americas LLC 
b. SEC file number
8-719 
c. CRD number
000001101 
d. Identifying number(s)
LEI
549300L8G1E7ZHVEOG75 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 23
a. Full Name
BNP Paribas Prime Brokerage, Inc. 
b. SEC file number
8-40490 
c. CRD number
000024962 
d. Identifying number(s)
LEI
7VHWWWW4UJS7NUM3PT30 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 24
a. Full Name
Citigroup Global Markets Inc. 
b. SEC file number
8-8177 
c. CRD number
000007059 
d. Identifying number(s)
LEI
MBNUM2BPBDO7JBLYG310 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 25
a. Full Name
Citadel Securities LLC 
b. SEC file number
8-53574 
c. CRD number
000116797 
d. Identifying number(s)
LEI
12UUJYTN7D3SW8KCSG25 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
30,196,045.65000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
51,531,120.20000000 
Authorized Participants Record: 26
a. Full Name
Virtu Financial BD LLC 
b. SEC file number
8-68015 
c. CRD number
000148390 
d. Identifying number(s)
LEI
54930088MP91YZQJT494 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 27
a. Full Name
Jefferies LLC 
b. SEC file number
8-15074 
c. CRD number
000002347 
d. Identifying number(s)
LEI
58PU97L1C0WSRCWADL48 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 28
a. Full Name
Interactive Brokers LLC 
b. SEC file number
8-47257 
c. CRD number
000036418 
d. Identifying number(s)
LEI
50OBSE5T5521O6SMZR28 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 29
a. Full Name
Pershing LLC 
b. SEC file number
8-17574 
c. CRD number
000007560 
d. Identifying number(s)
LEI
ZI8Q1A8EI8LQFJNM0D94 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 30
a. Full Name
Morgan Stanley & Co. LLC 
b. SEC file number
8-15869 
c. CRD number
000008209 
d. Identifying number(s)
LEI
9R7GPTSO7KV3UQJZQ078 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 31
a. Full Name
CIBC World Markets Corp. 
b. SEC file number
8-18333 
c. CRD number
000000630 
d. Identifying number(s)
LEI
549300445CON3DBMU275 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 32
a. Full Name
RBC Capital Markets, LLC 
b. SEC file number
8-45411 
c. CRD number
000031194 
d. Identifying number(s)
LEI
549300LCO2FLSSVFFR64 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
33,101,268.62000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
60,533,114.70000000 
Authorized Participants Record: 33
a. Full Name
ING Financial Markets LLC 
b. SEC file number
8-43978 
c. CRD number
000028872 
d. Identifying number(s)
LEI
KBVRJ5K57JZ3E2AVWX40 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 34
a. Full Name
Mirae Asset Securities (USA) Inc. 
b. SEC file number
8-45034 
c. CRD number
000030679 
d. Identifying number(s)
LEI
25490087B4GFZLJZE912 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 35
a. Full Name
Nomura Securities International, Inc. 
b. SEC file number
8-15255 
c. CRD number
000004297 
d. Identifying number(s)
LEI
OXTKY6Q8X53C9ILVV871 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 36
a. Full Name
BNP Paribas Securities Corp. 
b. SEC file number
8-32682 
c. CRD number
000015794 
d. Identifying number(s)
LEI
RCNB6OTYUAMMP879YW96 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 37
a. Full Name
ABN AMRO Clearing USA LLC 
b. SEC file number
8-34354 
c. CRD number
000014020 
d. Identifying number(s)
LEI
549300U16G4LU3V6C598 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 38
a. Full Name
Mizuho Securities USA LLC 
b. SEC file number
8-37710 
c. CRD number
000019647 
d. Identifying number(s)
LEI
7TK5RJIZDFROZCA6XF66 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 39
a. Full Name
Deutsche Bank Securities Inc. 
b. SEC file number
8-17822 
c. CRD number
000002525 
d. Identifying number(s)
LEI
9J6MBOOO7BECTDTUZW19 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 40
a. Full Name
TD Prime Services LLC 
b. SEC file number
8-3337 
c. CRD number
000001914 
d. Identifying number(s)
LEI
549300ZBQI1JB1844X09 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 41
a. Full Name
Wedbush Securities Inc. 
b. SEC file number
8-12987 
c. CRD number
000000877 
d. Identifying number(s)
LEI
549300CSX55MXZ47EI78 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 42
a. Full Name
Cantor Fitzgerald & Co. 
b. SEC file number
8-201 
c. CRD number
000000134 
d. Identifying number(s)
LEI
5493004J7H4GCPG6OB62 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
Authorized Participants Record: 43
a. Full Name
J.P. Morgan Securities LLC 
b. SEC file number
8-35008 
c. CRD number
000000079 
d. Identifying number(s)
LEI
ZBUT11V806EZRVTWT807 
RSSD ID
 
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000 
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000 
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period?
Radio button not checked Yes Radio button checked No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
(for purchases)
30,000.00000000 
(for redemptions, if different)
 
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
5.54388888 %  
ii. The standard deviation of the percentage of that value composed of cash:
22.90914457 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
94.45611111 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
22.90914457 %  
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
-0.07333333 %  
ii. The standard deviation of the percentage of that value composed of cash:
0.06027004 %  
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
100.07333333 %  
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.06027004 %  
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
480.55555555 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
438.23529411 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000 
2. Dollars for one or more creation units redeemed on the same day, if charged on that basis:
500.00000000 
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %  

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? Radio button checked Yes Radio button not checked No

N-CEN/A:Part G: Attachments

Item G.1a. Attachments.

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below: Checkbox not checked   i. Legal proceedings  
Checkbox not checked  ii. Provision of financial support  
Checkbox checked  iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)  
Checkbox not checked  iv. Change in accounting principles and practices  
Checkbox not checked  v. Information required to be filed pursuant to exemptive orders  
Checkbox not checked  vi. Other information required to be included as an attachment pursuant to Commission rules and regulations 

Instructions.

1. Item G.1.a.i. Legal proceedings.

(a) If the Registrant responded "YES" to Item B.11.a., provide a brief description of the proceedings. As part of the description, provide the case or docket number (if any), and the full names of the principal parties to the proceeding.
(b) If the Registrant responded "YES" to Item B.11.b., identify the proceeding and give its date of termination.

2. Item G.1.a.ii. Provision of financial support. If the Registrant responded "YES" to Item B.14., provide the following information (unless the Registrant is a Money Market Fund): (a) Description of nature of support.

(b) Person providing support.

(c) Brief description of relationship between the person providing support and the Registrant.

(d) Date support provided.

(e) Amount of support.

(f) Security supported (if applicable). Disclose the full name of the issuer, the title of the issue (including coupon or yield, if applicable) and at least two identifiers, if available (e.g., CIK, CUSIP, ISIN, LEI, RSSD ID).

(g) Value of security supported on date support was initiated (if applicable).

(h) Brief description of reason for support.

(i) Term of support.

(j) Brief description of any contractual restrictions relating to support.

3. Item G.1.a.iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only). Each management investment company shall furnish a report of its independent public accountant on the company's system of internal accounting controls. The accountant's report shall be based on the review, study and evaluation of the accounting system, internal accounting controls, and procedures for safeguarding securities made during the audit of the financial statements for the reporting period. The report should disclose any material weaknesses in: (a) the accounting system; (b) system of internal accounting control; or (c) procedures for safeguarding securities which exist as of the end of the Registrant's fiscal year.

The accountant's report shall be furnished as an exhibit to the form and shall: (1) be addressed to the Registrant's shareholders and board of directors; (2) be dated; (3) be signed manually; and (4) indicate the city and state where issued.

Attachments that include a report that discloses a material weakness should include an indication by the Registrant of any corrective action taken or proposed.

The fact that an accountant's report is attached to this form shall not be regarded as acknowledging any review of this form by the independent public accountant.

4. Item G.1.a.iv. Change in accounting principles and practices. If the Registrant responded "YES" to Item B.21, provide an attachment that describes the change in accounting principles or practices, or the change in the method of applying any such accounting principles or practices. State the date of the change and the reasons therefor. A letter from the Registrant's independent accountants, approving or otherwise commenting on the change, shall accompany the description.

5. Item G.1.a.v. Information required to be filed pursuant to exemptive orders. File as an attachment any information required to be reported on Form N-CEN or any predecessor form to Form N-CEN (e.g., Form N-SAR) pursuant to exemptive orders issued by the Commission and relied on by the Registrant.

6. Item G.1.a.vi. Other information required to be included as an attachment pursuant to Commission rules and regulations. File as an attachment any other information required to be included as an attachment pursuant to Commission rules and regulations.

N-CEN/A: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
Registrant
SPDR SERIES TRUST 
Date
2026-04-07 
Signature
Arthur Jensen 
Title
Deputy Treasurer