X0505 N-CEN/A 0001752724-23-201505 LIVE 0001064642 XXXXXXXX 811-08839 false false N-1A S000031836 C000099139 S000069594 C000222017 S000063362 C000205415 S000006976 C000019029 S000022924 C000066455 S000063361 C000205414 S000012321 C000033537 S000006975 C000019028 S000040742 C000126354 S000012334 C000033550 S000053058 C000166946 S000017329 C000047966 S000033831 C000104492 S000050968 C000160602 S000017326 C000047963 S000039794 C000123372 S000012331 C000033547 S000012323 C000033539 S000022925 C000066456 S000006978 C000019031 S000006985 C000019038 S000036938 C000113018 S000074035 C000231370 S000026152 C000078463 S000006973 C000019026 S000006981 C000019034 S000017333 C000047970 S000033832 C000104493 S000051787 C000162940 S000039795 C000123373 S000019666 C000055010 S000059701 C000195382 S000012318 C000033534 S000006983 C000019036 S000006974 C000019027 S000048346 C000152674 S000006979 C000019032 S000051788 C000162941 S000075434 C000234530 S000059702 C000195383 S000067221 C000216236 S000051789 C000162942 S000051577 C000162275 S000017330 C000047967 S000068660 C000219610 S000006984 C000019037 S000036414 C000111386 S000041317 C000128125 S000022922 C000066453 S000010019 C000027707 S000019669 C000055013 S000012333 C000033549 S000010020 C000027708 S000012322 C000033538 S000028870 C000088522 S000017328 C000047965 S000069051 C000220766 S000076007 C000235432 S000006988 C000019041 S000006986 C000019039 S000054130 C000170118 S000006977 C000019030 S000006980 C000019033 S000017327 C000047964 S000059700 C000195381 S000010018 C000027706 S000063360 C000205413 S000012330 C000033546 S000017334 C000047971 S000012319 C000033535 S000034874 C000107256 S000006987 C000019040 S000019665 C000055009 S000006989 C000019042 S000012325 C000033541 S000022923 C000066454 S000012324 C000033540 S000006990 C000019043 S000012329 C000033545 S000051701 C000162693 SPDR SERIES TRUST 811-08839 0001064642 5493004JVD6CQEEJSS37 One Iron Street Boston 02210 US-MA US 617-664-8594 State Street Bank and Trust Company 1 Congress Street Suite 1 Boston 02114 617-786-3000 Records related to its functions as custodian, sub-administrator, accounting agent and transfer agent N N N-1A 83 Y Sandra G. Sponem N/A N Dwight D. Churchill N/A N Gunjan Chauhan N/A Y Carolyn M. Clancy 003238203 N Carl G. Verboncoeur N/A N James E. Ross 004309272 Y Clare S. Richer N/A N Kristi L. Rowsell 002298543 N Brian Harris 005599152 One Iron Street Boston 02210 XXXXXX N N N N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 Y N Ernst & Young LLP 42 N N N N N N N SPDR Portfolio Corporate Bond ETF S000031836 549300TAUX1W391UBA63 N 0 0 0 Exchange-Traded Fund N N 0.14000000 0.11000000 0.53000000 0.53000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 35581582.48000000 126222.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 24349862.66000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 24638216.06000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 7038967.04000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 14786078.49000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 18528118.41000000 Jane Street Execution Services, LLC 8-69254 000167280 549300HXJLXCPDWAH070 8238017.57000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 12301016.45000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 23379259.96000000 Millennium Advisors, LLC 8-68349 000151236 254900E1P6Z2XZYSA163 7365036.48000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 139927637.50000000 346011468.88000000 N 524149556.45153846 Committed 200000000.00000000 N N N SPDR Bloomberg 3-12 Month T-Bill ETF S000069594 549300KSPVYDNRIJIN54 N 0 0 0 Exchange-Traded Fund N N -0.01000000 -0.15000000 0.27000000 0.27000000 N N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1418538396.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 539623285.30000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 2070525582.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 131980739.40000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 985736792.30000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 173922752.50000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 908466284.70000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 205521200.10000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1046080010.00000000 7480395041.99000000 N 909288100.35846153 N N N SPDR S&P Kensho New Economies Composite ETF S000063362 549300KEUQ5Q8PC88Y95 N 0 0 0 Exchange-Traded Fund N N 0.64000000 0.44000000 0.08000000 0.08000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 225096652.37000000 10316197.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N Joint Stock Company 'Commercial Bank CitiBank' CHSQDSVI1UI96Y2SW097 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas R0MUWSFPU8MPRO8K5P83 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Broadcort Capital Corp. 8-29204 000013456 N/A 0002385765 1825.20000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1153.71000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1383.71000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 1067.50000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 367715.49000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 35623.19000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4337.92000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 2176.60000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1179.35000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2378.66000000 423492.48000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 44649.44000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 27560.40000000 Broadcort Capital Corp. 8-29204 000013456 N/A 0002385765 107725.52000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 16243.31000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 32556.12000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 133450864.60000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 23794248.45000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 54440.64000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 33673.81000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 21583.05000000 159300578.23000000 N 1659412060.65461538 N N N SPDR(R) Dow Jones REIT ETF S000006976 54930077YVRJPO64VF50 N 0 0 0 Exchange-Traded Fund N N 0.13000000 -0.12000000 0.09000000 0.09000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 16836619.64000000 56872.00000000 Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 106.36000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 159.60000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 240.80000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 144.20000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 768.75000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 213.55000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1291.15000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 34267.33000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 161.70000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 877.50000000 38415.04000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 276042244.90000000 276042244.86000000 N 1545751904.76000000 N N N SPDR Portfolio Long Term Corporate Bond ETF S000022924 5493005PBSB4DEK8L973 N 0 0 0 Exchange-Traded Fund N N -0.21000000 -0.25000000 0.84000000 0.84000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 16900292.66000000 86213.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. N/A 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 16471911.66000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 20979993.90000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 19260868.12000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 16952454.34000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 13869208.64000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 166248473.70000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 23274685.40000000 Millennium Advisors, LLC 8-68349 000151236 254900E1P6Z2XZYSA163 11254662.44000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 18557392.36000000 Jane Street Execution Services, LLC 8-69254 000167280 549300HXJLXCPDWAH070 26394884.96000000 396914614.00000000 N 614078456.65692307 Committed 200000000.00000000 N N N SPDR S&P Kensho Final Frontiers ETF S000063361 549300WYR6KJ2B9XI778 N 0 0 0 Exchange-Traded Fund N N -0.04000000 -0.49000000 0.04000000 0.04000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 1198068.78000000 10680.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 15.76000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 5.10000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 0.20000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 3.52000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 0.04000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 0.34000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 981.10000000 Cabrera Capital, Inc. 8-26406 000010081 0.99000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 0.63000000 1007.68000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 392563.66000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 119364.51000000 511928.17000000 N 17567671.87461538 N N N SPDR(R) S&P(R) Pharmaceuticals ETF S000012321 549300YVZ2R8N1KQH698 N 0 0 0 Exchange-Traded Fund N N 0.69000000 0.34000000 0.10000000 0.10000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 22256401.35000000 1212968.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 30.28000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 718.46000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 152.96000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 20546.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 39.28000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 24584.76000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 88.78000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 43.18000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 78.48000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 72.49000000 46430.42000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 28889191.80000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 388721.21000000 29277913.01000000 N 215391372.47230769 N N N SPDR(R) Global Dow ETF S000006975 549300PK19O19RLNLJ50 N 0 0 0 Exchange-Traded Fund N N 0.52000000 0.01000000 15.10000000 15.10000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 2888276.30000000 13623.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N N UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Mumbai, Maharashtra, IN, Branch) 2HI3YI5320L3RW6NJ957 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) First Abu Dhabi Bank P.J.S.C. (Kuwait City, Al Asimah, KW, Branch) 2138002Y3WMK6RZS8H90 KW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas R0MUWSFPU8MPRO8K5P83 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch) RILFO74KP1CM8P6PCT96 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) 7LTWFZYICNSX8D621K86 PK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Joint Stock Company 'Commercial Bank CitiBank' CHSQDSVI1UI96Y2SW097 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 288.41000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 33.31000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 76.88000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 65.39000000 Santander Securities LLC 8-49571 000041791 N/A 0003237133 81.24000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2711.51000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 98.91000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 90.58000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 32.45000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 59.08000000 3663.23000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 12937630.31000000 12937630.31000000 N 110304424.61076923 N N N SPDR Bloomberg 1-10 Year TIPS ETF S000040742 549300SS31WHLX0B1I97 N 0 0 0 Exchange-Traded Fund N N 0.02000000 -0.14000000 0.35000000 0.35000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 31402007.47000000 94202.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 52688496.48000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 288231802.90000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 36674665.98000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 120294952.30000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 32748608.73000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 10275009.14000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 218909379.60000000 759822915.02000000 N 1410883631.45769230 N N N SPDR(R) S&P(R) Oil & Gas Equipment & Services ETF S000012334 549300AODH2G148UDX39 N 0 0 0 Exchange-Traded Fund N N -0.08000000 -0.43000000 0.06000000 0.06000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 16947291.54000000 60059.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 11.20000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 215.60000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 19.60000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 4.20000000 Cabrera Capital, Inc. 8-26406 000010081 3.50000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 4.20000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 42656.01000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 10.50000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 46.75000000 42971.56000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 6780294.85000000 6780294.85000000 N 322974094.12307692 N N N SPDR MSCI USA Gender Diversity ETF S000053058 549300ISGTO6085ZQC34 N 0 0 0 Exchange-Traded Fund N N -0.02000000 -0.22000000 0.04000000 0.04000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 1311714.72000000 19265.00000000 Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4 (17 CFR 270.18f-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 30362.24000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 15.89000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 10687.99000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2462.69000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 18.75000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 16.69000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 82.46000000 Cabrera Capital, Inc. 8-26406 000010081 9.90000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 8.96000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 36.02000000 43723.26000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 85.76000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 652.57000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 15236128.85000000 15236867.18000000 N 208638864.33000000 N N N SPDR Portfolio Long Term Treasury ETF S000017329 549300GYQKAMF6JUVI06 N 0 0 0 Exchange-Traded Fund N N -0.03000000 -0.09000000 0.97000000 0.97000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 264043681.34000000 922278.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 43868613.28000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 63809917.89000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 622843946.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 24414597.55000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 35388437.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 65546239.27000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 37095858.61000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 22632706.78000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 14493828.12000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 84897689.71000000 1079518529.82000000 N 6017788822.67615384 N N N SPDR S&P 1500 Value Tilt ETF S000033831 549300DDGDTCN7DTIA86 N 0 0 0 Exchange-Traded Fund N N 0.06000000 -0.06000000 0.06000000 0.06000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 1268455.78000000 7828.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 141.76000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 93.90000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 49.24000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 18.55000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 33.01000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 27.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2886.62000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 52.34000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 32.99000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 21.23000000 3384.05000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 5353.70000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 17854798.27000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 5104.81000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 335.49000000 17869010.77000000 N 219888370.50615384 N N N SPDR Portfolio S&P 500 High Dividend ETF S000050968 549300PQC2CS3IA6B871 N 0 0 0 Exchange-Traded Fund N N 0.21000000 0.14000000 0.09000000 0.09000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 79375885.62000000 403420.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 453198.71000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 35926.94000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 14217.59000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 9789.66000000 Cabrera Capital, Inc. 8-26406 000010081 4018.69000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 5103.91000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 408895.85000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2923.54000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 6434.25000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 7328.05000000 957684.99000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1076618292.00000000 1076618291.93000000 N 7541614807.36461538 N N N SPDR(R) Bloomberg 1-3 Month T-Bill ETF S000017326 549300GQCVCME1YJ6B50 N 0 0 0 Exchange-Traded Fund N N -0.03000000 -0.16000000 0.24000000 0.24000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 499092948.02000000 3593661.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 372095312.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 69955636175.00000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 497477930.60000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 42419466523.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 55212028591.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 45402239059.00000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 13813480235.00000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 63586761363.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 28771543076.00000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 48375417274.00000000 368406145538.56000000 N 25332613188.85153846 N N N SPDR SSGA US Large Cap Low Volatility Index ETF S000039794 549300MJKU3HR8WPP084 N 0 0 0 Exchange-Traded Fund Y Y -0.01000000 -0.13000000 0.06000000 0.06000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 324938.43000000 9250.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 27.30000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 112.35000000 Cabrera Capital, Inc. 8-26406 000010081 28.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 16.10000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 64.25000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 204.61000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 114.10000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 21.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 26.60000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 9097.81000000 9755.52000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 42467454.23000000 42467454.23000000 N 652459609.81846153 N N N SPDR(R) S&P(R) Health Care Services ETF S000012331 549300JPXFHZOFFNSZ24 N 0 0 0 Exchange-Traded Fund N N 0.21000000 -0.14000000 0.16000000 0.16000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 13869263.39000000 59710.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 22.06000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 355.33000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 23861.79000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 156.85000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 8.08000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 8277.74000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 10.24000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 25.58000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 20.97000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 354.01000000 33101.36000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 24130.65000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1506310.26000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 21284.64000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 16393800.15000000 17945525.70000000 N 116839313.91846153 N N N SPDR(R) S&P(R) Telecom ETF S000012323 549300HDKY7AYIBLN989 N 0 0 0 Exchange-Traded Fund N N 0.14000000 -0.21000000 0.07000000 0.07000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 5181280.40000000 27908.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 10253.09000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 129.07000000 Cabrera Capital, Inc. 8-26406 000010081 11.90000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 14.70000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 21.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2235.58000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 10.50000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 263.15000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 18.20000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 15.40000000 12993.59000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 2866578.42000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 1898.82000000 2868477.24000000 N 64317063.95692307 N N N SPDR(R) Bloomberg Convertible Securities ETF S000022925 549300IXKU3G7R6DMX93 N 0 0 0 Exchange-Traded Fund N N -0.13000000 -0.53000000 0.77000000 0.77000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 245832310.14000000 2772237.00000000 Rule 17e-1 (17 CFR 270.17e-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1071.00000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 1071.00000000 Cantor Fitzgerald & Co. 8-201 000000134 5493004J7H4GCPG6OB62 833.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 833.00000000 3808.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 368243207.90000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 165277115.40000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 360810733.70000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1088649539.00000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 276469762.80000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 107152286.50000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 53256354.88000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 198677720.70000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 162806241.30000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 600360909.80000000 3447046457.52000000 N 4097681838.64769230 Committed 200000000.00000000 N N N SPDR(R) S&P Capital Markets ETF S000006978 549300BBJPWNKDPREW36 N 0 0 0 Exchange-Traded Fund N N -0.04000000 -0.39000000 0.07000000 0.07000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 4447306.18000000 42587.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 9.66000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2787.53000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 61.88000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 5321.16000000 Rosenblatt Securities Inc. 8-24255 000018377 549300KXQP6H4QO07E91 41.29000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 71.86000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 5.78000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 3.31000000 Cabrera Capital, Inc. 8-26406 000010081 N/A 44.89000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 22.88000000 8378.75000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 13270633.78000000 13270633.78000000 N 107002933.84384615 N N N SPDR Portfolio S&P 500 Value ETF S000006985 549300Q000TDS51V8H46 N 0 0 0 Exchange-Traded Fund N N 0.00000000 -0.04000000 0.09000000 0.09000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 52210601.17000000 297354.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 492198.49000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 3592.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 3738.98000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1067.15000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 937.36000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 937.33000000 Academy Securities, Inc. 8-35173 000017433 2549000QX6RLQOZ2XC11 1926.68000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 2012.47000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 1807.40000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 1130.50000000 512272.82000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 60618.63000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1014505272.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 26868.83000000 1014592759.88000000 N 14279606087.88461538 N N N SPDR Portfolio High Yield Bond ETF S000036938 549300B3SM8J1H4W2052 N 0 0 0 Exchange-Traded Fund N N 0.19000000 0.09000000 1.00000000 1.00000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 72487828.56000000 873485.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N N Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 47058877.31000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 41253960.20000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 28178430.83000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 48792431.82000000 Jane Street Execution Services, LLC 8-69254 000167280 549300HXJLXCPDWAH070 24226205.57000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 16052215.57000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 51679946.37000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 316332258.50000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 16593761.69000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 42933827.40000000 727685275.15000000 N 890443884.58384615 Committed 200000000.00000000 N N N SPDR S&P SmallCap 600 ESG ETF S000074035 549300VVKT2KDT75EY90 N 0 0 0 Exchange-Traded Fund N N -0.02000000 -0.14000000 0.07000000 0.07000000 N N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 201.28000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 13.67000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 0.07000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 0.32000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1.66000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 0.22000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 0.17000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 1.12000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2.63000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 10.84000000 232.02000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 701.86000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 265345.38000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 481.24000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 291.34000000 270603.82000000 N 3034017.61615384 N N N SPDR(R) ICE Preferred Securities ETF S000026152 549300DLQEVIC6XUR013 N 0 0 0 Exchange-Traded Fund N N 0.24000000 -0.21000000 0.47000000 0.47000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 63262991.99000000 1533205.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 42689.52000000 Jane Street Execution Services, LLC 8-69254 000167280 549300HXJLXCPDWAH070 5781.14000000 Broadcort Capital Corp. 8-29204 000013456 N/A 0002385765 70770.93000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 295.07000000 119536.66000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 267049275.00000000 267049275.04000000 N 1010962834.31076923 N N N SPDR(R) Portfolio S&P 1500 Composite Stock Market ETF S000006973 549300JAJ4RW35D8TD75 N 0 0 0 Exchange-Traded Fund N N 0.06000000 0.02000000 0.06000000 0.06000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 56446973.41000000 239495.00000000 Rule 18f-4 (17 CFR 270.18f-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 10.28000000 Cantor Fitzgerald & Co. 8-201 000000134 5493004J7H4GCPG6OB62 26.29000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 946.99000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 386.61000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 58.81000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2305.01000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 9067.37000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 112.57000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 903.11000000 13817.04000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 30131.40000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 240.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 30690.71000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 13288.19000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 269317846.30000000 269507731.26000000 N 5736461612.75615384 N N N SPDR(R) S&P(R) Dividend ETF S000006981 5493004N0SIW5NZBWC90 N 0 0 0 Exchange-Traded Fund N N 0.07000000 -0.28000000 0.05000000 0.05000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 450427785.80000000 1963524.00000000 Rule 18f-4 (17 CFR 270.18f-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 1849.48000000 Cabrera Capital, Inc. 8-26406 000010081 1880.20000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 341328.50000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 3909.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 11282.57000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 2283.40000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2338.70000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 319032.39000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 590250.05000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 54138.94000000 1334621.19000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1343132007.00000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 2519918876.00000000 3863050883.65000000 N 22861302830.04846153 N N N SPDR(R) Nuveen Bloomberg Municipal Bond ETF S000017333 54930090LRDSZWQ4P385 N 0 0 0 Exchange-Traded Fund N N -0.59000000 -0.82000000 1.45000000 1.45000000 N N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N Nuveen Asset Management, LLC 801-71957 000155584 549300W218VXB0L5EY14 N N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 167898046.00000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 311188549.70000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 280587786.20000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 257673813.20000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 113278022.60000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 878166722.70000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 154826974.50000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 2981030984.00000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 151178651.10000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 291278168.20000000 5906085122.55000000 N 3680141188.78230769 Committed 200000000.00000000 N N N SPDR S&P 1500 Momentum Tilt ETF S000033832 549300NWI9BNQYU67S03 N 0 0 0 Exchange-Traded Fund N N -0.12000000 -0.24000000 1.07000000 1.07000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 116846.19000000 728.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3.49000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 5.91000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 454.54000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 18.20000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 12.84000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 28.77000000 Mischler Financial Group, Inc. 8-48067 000037818 2549004IPXPSM9EJFC92 1893.11000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 14.44000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 10.03000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2170.74000000 4621.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 114.85000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 125.80000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 10949469.03000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 5550.86000000 10956615.04000000 N 75910227.52307692 N N N SPDR Russell 1000 Yield Focus ETF S000051787 549300CI0TUJ2F2U6A41 N 0 0 0 Exchange-Traded Fund N N 0.09000000 -0.11000000 0.07000000 0.07000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 7448983.49000000 28592.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Cabrera Capital, Inc. 8-26406 000010081 253.61000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 350.79000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 149.72000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 333.55000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 436.32000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 152.98000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 15957.39000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 849.68000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 252.46000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 206.56000000 19466.27000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 103109386.90000000 103167310.91000000 N 827803228.24000000 N N N SPDR SSGA US Small Cap Low Volatility Index ETF S000039795 5493000HR5YXNE4QNM46 N 0 0 0 Exchange-Traded Fund Y Y 0.07000000 -0.05000000 0.08000000 0.08000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 5384971.58000000 42002.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 150.27000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 94.81000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 66.23000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 10810.60000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 194.10000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 199.60000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 158.11000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 105.65000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 121.98000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 94.34000000 12192.68000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 21730706.90000000 22520369.15000000 N 195298975.42000000 N N N SPDR Portfolio Short Term Corporate Bond ETF S000019666 549300D2BO7L1J2SO973 N 0 0 0 Exchange-Traded Fund N N 0.16000000 0.12000000 0.25000000 0.25000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 235055212.14000000 719643.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 5093448020.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 419468575.70000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 320395252.10000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 360035434.60000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 223235891.10000000 Jane Street Execution Services, LLC 8-69254 000167280 549300HXJLXCPDWAH070 2390610134.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 356554267.40000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1032820736.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 284374312.80000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 442714964.50000000 12101822114.48000000 N 7599017682.29615384 Committed 200000000.00000000 N N N SPDR S&P Kensho Smart Mobility ETF S000059701 549300J3VO1AH60DFH79 N 0 0 0 Exchange-Traded Fund N N 1.93000000 1.48000000 0.41000000 0.41000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 11652466.49000000 1113075.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. N/A 13-3668779 Tax ID N N BNP Paribas R0MUWSFPU8MPRO8K5P83 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 65.17000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 130.28000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 293.75000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 133.22000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 208.35000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 284.02000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 17601.36000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 333.90000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 394.60000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 100.02000000 19713.75000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 12483.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 4591.08000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 7607651.24000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 3718.80000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 14290.98000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 5283.60000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1208090.21000000 8856108.91000000 N 64544166.60538461 N N N SPDR(R) S&P(R) Aerospace & Defense ETF S000012318 5493006TZ0473G1GOE68 N 0 0 0 Exchange-Traded Fund N N -0.03000000 -0.38000000 0.06000000 0.06000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 81379547.34000000 623158.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 93.87000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 65.77000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 121.02000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 30.71000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 61338.42000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 16579.74000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 319.98000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 15.87000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 218.97000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 24.72000000 78823.64000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 36684183.92000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 13788.14000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 364186.91000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 9912927.89000000 46975086.86000000 N 1365413198.57461538 N N N SPDR(R) Portfolio S&P 500 ETF S000006983 5493004K4F0RL72RIJ47 N 0 0 0 Exchange-Traded Fund N N 0.02000000 -0.01000000 0.04000000 0.04000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 72871456.09000000 275335.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas R0MUWSFPU8MPRO8K5P83 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 367.77000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 18449.18000000 Academy Securities, Inc. 8-35173 000017433 2549000QX6RLQOZ2XC11 336.40000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 683.75000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 2206.30000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 886.75000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 423.15000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 352.61000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2414.74000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 178.91000000 26712.82000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 899095719.40000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 32273.99000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 12302.82000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 4828068.00000000 903968364.18000000 N 15332619663.79846153 N N N SPDR(R) S & P 600 Small Cap Value ETF S000006974 54930083GEURQVBVY896 N 0 0 0 Exchange-Traded Fund N N 0.03000000 -0.12000000 0.06000000 0.06000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 348485841.63000000 1254899.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1630.10000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 31901.79000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2583.06000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 711170.78000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 1312.37000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 2367.40000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 3241.52000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 16429.24000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 9329.66000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1591.02000000 785363.07000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 401496.78000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 467964543.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1803868.17000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 621263.04000000 473525756.01000000 N 3919199849.60307692 N N N SPDR MSCI USA StrategicFactors ETF S000048346 5493000KV6EWZ4X3E691 N 0 0 0 Exchange-Traded Fund N N -0.05000000 -0.20000000 0.05000000 0.05000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 681962.96000000 14170.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 94.42000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 85.93000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 4968.98000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3530.85000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 67.04000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 72.65000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 648.55000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 220.52000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 41.41000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 37.65000000 9859.72000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 731.44000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 60364495.93000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1910.65000000 60380891.46000000 N 906647537.77923076 N N N SPDR(R) S&P Insurance ETF S000006979 5493000JPXJASDQETJ56 N 0 0 0 Exchange-Traded Fund N N -0.02000000 -0.37000000 0.05000000 0.05000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 15104407.98000000 40271.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 6107.24000000 Cabrera Capital, Inc. 8-26406 000010081 39.66000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 29.81000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3089.71000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 5096.97000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 20.37000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2036.82000000 Cantor Fitzgerald & Co. 8-201 000000134 5493004J7H4GCPG6OB62 117.11000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 24.53000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 69.85000000 16706.23000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 38185177.40000000 38185177.40000000 N 509439854.86153846 N N N SPDR Russell 1000 Momentum Focus ETF S000051788 5493006G2KQ346T5MK30 N 0 0 0 Exchange-Traded Fund N N 0.06000000 -0.14000000 0.04000000 0.04000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 2568780.52000000 12932.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1920.88000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 51.77000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 34.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 32.66000000 Cabrera Capital, Inc. 8-26406 000010081 47.46000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 4061.10000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 24.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 19.53000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 34.44000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 25.06000000 6319.24000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 49.40000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 19241359.65000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 10966.31000000 19422476.56000000 N 248768106.38846153 N N N SPDR MarketAxess Investment Grade 400 Corporate Bond ETF S000075434 9845008DB8F98965BE67 N 0 0 0 Exchange-Traded Fund N N 0.00000000 -0.10000000 0.27000000 0.27000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 1347974.41000000 4523.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y Y N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 7939028.79000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 8802153.03000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 6525094.05000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 15827348.83000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 4968784.63000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 10811936.96000000 Millennium Advisors, LLC 8-68349 000151236 254900E1P6Z2XZYSA163 8831579.81000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 8872709.44000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 6930646.54000000 Jane Street Execution Services, LLC 8-69254 000167280 549300HXJLXCPDWAH070 10781918.67000000 121125046.19000000 N 61774906.82461538 N N N SPDR S&P Kensho Future Security ETF S000059702 549300JWGKY4W7H1XS73 N 0 0 0 Exchange-Traded Fund N N 0.17000000 -0.28000000 0.04000000 0.04000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 1576866.39000000 9773.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1.97000000 Cabrera Capital, Inc. 8-26406 000010081 3.36000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 4.03000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 62.06000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 1.87000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 53.15000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 3.33000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 5.65000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 192.24000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2163.49000000 2493.31000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 2536331.67000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2216.97000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 78215.34000000 2616763.98000000 N 29766787.52000000 N N N SPDR Russell 1000 Low Volatility Focus ETF S000051789 5493005YZNGCM47APO52 N 0 0 0 Exchange-Traded Fund N N 0.01000000 -0.19000000 0.03000000 0.03000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 4760996.82000000 33419.00000000 Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 660.24000000 Cabrera Capital, Inc. 8-26406 000010081 74.57000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 48.38000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 33080.45000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 141.86000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 103.72000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 62.15000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 94.39000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 227.31000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 83.52000000 34753.40000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 40658452.39000000 40658452.39000000 N 564130295.59230769 N N N SPDR FactSet Innovative Technology ETF S000051577 549300QKQUSG5PA4JL78 N 0 0 0 Exchange-Traded Fund N N 0.23000000 -0.22000000 1.41000000 1.41000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 12330818.63000000 306672.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1825.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 13.30000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 11.87000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 64.40000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 10.50000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 19463.47000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 13.30000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 8278.08000000 Scotia Capital (USA) Inc. 8-3716 000002739 549300BLWPABP1VNME36 76.25000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1335.78000000 31114.35000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 356794.67000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 8999.10000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 10763202.85000000 11128996.62000000 N 105830699.16538461 N N N SPDR(R) Portfolio TIPS ETF S000017330 5493005MJ79DAO7AOD07 N 0 0 0 Exchange-Traded Fund N N 0.03000000 -0.09000000 0.44000000 0.44000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 108650153.85000000 239512.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 415061924.30000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1694927.38000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 357686715.00000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 13041428.65000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 161357938.50000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 73520449.44000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 42213057.45000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 3122457.48000000 1067698898.16000000 N 2248973989.89384615 N N N SPDR Bloomberg Emerging Markets USD Bond ETF S000068660 549300AVS7LIKUSJG639 N 0 0 0 Exchange-Traded Fund N N 0.19000000 -0.04000000 1.34000000 1.34000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 1737531.32000000 11534.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Global Advisors Limited 801-66610 000112861 8KEPZEVXKHU6G2R0SD14 Y GB N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 3049868.50000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 3195538.01000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 3823415.26000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 5212900.50000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 2835425.60000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2981564.99000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4284998.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2646446.00000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 82850267.36000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 2856380.50000000 130931415.92000000 N 141299764.43384615 N N N SPDR Portfolio S&P 500 Growth ETF S000006984 549300VUPJJVH7HVPB06 N 0 0 0 Exchange-Traded Fund N N 0.00000000 -0.05000000 0.03000000 0.03000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 28828468.66000000 39961.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 663.93000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 5195.75000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 206.50000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 351.70000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 507.29000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1213.85000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 380.04000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 487.25000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 194851.26000000 Academy Securities, Inc. 8-35173 000017433 2549000QX6RLQOZ2XC11 777.00000000 205321.11000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 572361678.30000000 572361678.32000000 N 14627890547.35615384 N N N SPDR Bloomberg Short Term High Yield Bond ETF S000036414 549300YI2V5ELVW58659 N 0 0 0 Exchange-Traded Fund N N 0.29000000 -0.11000000 0.51000000 0.51000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 284950174.75000000 3349702.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N N State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 326.63000000 326.63000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 324138832.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 518076734.60000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 393684302.30000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 227161041.40000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 128120446.70000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 2016871520.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 430952236.90000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 531433395.10000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 539471980.60000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 544827956.60000000 6695246471.35000000 N 3516511204.33692307 Committed 200000000.00000000 N N N SPDR(R) Portfolio S&P 600 Small Cap ETF S000041317 549300NYZX301TBLUJ08 N 0 0 0 Exchange-Traded Fund N N 0.05000000 -0.01000000 0.05000000 0.05000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 375451685.21000000 1311123.00000000 Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 17a-8 (17 CFR 270.17a-8) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. N/A 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 2365.05000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 12833.11000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 22080.65000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 35916.29000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2775.20000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 15570.28000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 14367.77000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 162860.52000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 1141.00000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 942.90000000 273568.02000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 487914.84000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 788737.15000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 880885.78000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 51.65000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 470245077.10000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 4298651.80000000 492630296.15000000 N 4898886678.77153846 N N N SPDR(R) Portfolio Mortgage Backed Bond ETF S000022922 549300RAN9OO0VDPBS19 N 0 0 0 Exchange-Traded Fund N N 0.10000000 0.06000000 0.49000000 0.49000000 N N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y Y N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1303812071.00000000 Mizuho Securities USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 199446054.60000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 2363065484.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 974399300.80000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1067442382.00000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 161550916.40000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 829152206.80000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 587211874.70000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2436527308.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2022273792.00000000 12335835743.52000000 N 4051577204.33692307 Committed 200000000.00000000 N N N SPDR(R) S&P(R) Homebuilders ETF S000010019 549300MSE80LL1UJS132 N 0 0 0 Exchange-Traded Fund N N -0.22000000 -0.57000000 0.04000000 0.04000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 41975126.11000000 89253.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 42.73000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 51.69000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 112.84000000 Cantor Fitzgerald & Co. 8-201 000000134 5493004J7H4GCPG6OB62 42.40000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 38.71000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 16539.13000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 39.85000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3136.05000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 42.00000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 80.82000000 20268.35000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 46424566.95000000 46424566.95000000 N 975352914.64615384 N N N SPDR(R) Bloomberg High Yield Bond ETF S000019669 549300NCLW2248PN7J24 N 0 0 0 Exchange-Traded Fund N N -0.49000000 -0.89000000 0.43000000 0.43000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 652721433.65000000 7230431.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream Banking S.A. 549300OL514RA0SXJJ44 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 952.10000000 952.10000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 489933327.80000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 4220010094.00000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 366505677.40000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 280143486.90000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 481746329.40000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 675797083.70000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 706840360.20000000 Jane Street Execution Services, LLC 8-69254 000167280 549300HXJLXCPDWAH070 230138143.50000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 675636755.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 340937506.20000000 9701633321.47000000 N 7966200670.92538461 Committed 200000000.00000000 N N N SPDR(R) S&P(R) Metals & Mining ETF S000012333 5493008LMBT3IECLIE27 N 0 0 0 Exchange-Traded Fund N N -0.02000000 -0.37000000 0.07000000 0.07000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 180723322.46000000 459184.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 909.30000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 438.90000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 459.90000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1330.05000000 Cantor Fitzgerald & Co. 8-201 000000134 5493004J7H4GCPG6OB62 989.80000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 627.20000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 115447.60000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 95653.26000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 886.90000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 629.30000000 217815.31000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 138752662.50000000 138752662.46000000 N 2012790314.59461538 N N N SPDR(R) S&P(R) Semiconductor ETF S000010020 549300BYZ3JA8JJMEJ82 N 0 0 0 Exchange-Traded Fund N N -0.15000000 -0.50000000 0.05000000 0.05000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 64290615.61000000 859063.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 17047.61000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 24.93000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2063.50000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 96396.85000000 115532.89000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 4843362.29000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 169243.20000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 22469953.54000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 8335480.40000000 35818039.43000000 N 1211447988.44846153 N N N SPDR(R) S&P(R) Retail ETF S000012322 549300HHG63HQV071458 N 0 0 0 Exchange-Traded Fund N N 0.67000000 0.32000000 0.13000000 0.13000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 38337605.94000000 1768596.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 272.28000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 273.82000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 308.10000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 103.47000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 33467.49000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 343.29000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 505.52000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 10424.44000000 Cabrera Capital, Inc. 8-26406 000010081 95.41000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 224.27000000 46418.25000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 9914.50000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 6669292.80000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2804.80000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 2927.33000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 39746.61000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 6388913.47000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 4829.36000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 40737668.39000000 Broadcort Capital Corp. 8-29204 000013456 N/A 0002385765 4385.54000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3874.87000000 53867013.69000000 N 392049976.43769230 N N N SPDR(R) Nuveen Bloomberg High Yield Municipal Bond ETF S000028870 54930036TY0W1EQHEK50 N 0 0 0 Exchange-Traded Fund N N -1.39000000 -1.74000000 1.85000000 1.85000000 N N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N Nuveen Asset Management, LLC 801-71957 000155584 549300W218VXB0L5EY14 N N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 118057306.50000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 117017966.30000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 20269680.85000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 207280941.80000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 24002031.35000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 24609206.95000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 81661068.18000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 440580702.30000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 134049867.40000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1728954489.00000000 3003007159.69000000 N 1953782097.83000000 Committed 200000000.00000000 N N N SPDR(R) Portfolio Intermediate Term Treasury ETF S000017328 54930015OAED5PVKCK44 N 0 0 0 Exchange-Traded Fund N N -0.03000000 -0.10000000 0.40000000 0.40000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 177873250.16000000 406379.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 184553377.90000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 70020117.12000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 403286773.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 238501755.30000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 287443637.10000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 152079052.80000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 56236953.12000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 106268731.50000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 174764768.80000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 141988941.50000000 1957833405.86000000 N 4035127354.11692307 N N N SPDR S&P 500 ESG ETF S000069051 5493000QG09QKDPDYX59 N 0 0 0 Exchange-Traded Fund N N -0.03000000 -0.13000000 7.46000000 7.46000000 N N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 357.59000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 10.75000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 15.40000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 115.55000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 9.50000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 16.10000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 42.45000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 10.50000000 Cabrera Capital, Inc. 8-26406 000010081 23.80000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 8975.93000000 9581.07000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 33734573.16000000 33734573.16000000 N 651193099.02153846 N N N SPDR MSCI USA Climate Paris Aligned ETF S000076007 984500BAB3CCBCL3C917 N 0 0 0 Exchange-Traded Fund N N -0.03000000 -0.14000000 0.10000000 0.10000000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 174.75000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 123.83000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 62.40000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 27.51000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 12.64000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 43.74000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 15.99000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 21.36000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 626.82000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 60.34000000 1201.72000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 161.88000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 5848614.91000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 5224.12000000 5854000.91000000 N 99083146.74615384 N N N SPDR(R) S & P 400 Mid Cap Value ETF S000006988 5493007LRKIGGN363454 N 0 0 0 Exchange-Traded Fund N N 0.02000000 -0.13000000 0.05000000 0.05000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 139469872.43000000 765608.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 571.30000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 575.40000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4032.92000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 5771.62000000 Cantor Fitzgerald & Co. 8-201 000000134 5493004J7H4GCPG6OB62 544.01000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 12355.04000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 241834.98000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1207.90000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 13789.78000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 4975.50000000 287457.89000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 222728088.10000000 222728088.06000000 N 2136694921.69000000 N N N SPDR(R) Portfolio S&P 400 Mid Cap ETF S000006986 549300TKUU0ZLRVSLJ96 N 0 0 0 Exchange-Traded Fund N N 0.04000000 -0.01000000 0.04000000 0.04000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 344981536.48000000 2344310.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1263.60000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 3112.85000000 Broadcort Capital Corp. 8-29204 000013456 N/A 0002385765 642.60000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 794.50000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 1778.70000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 8686.60000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 84430.43000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 43196.62000000 Academy Securities, Inc. 8-35173 000017433 2549000QX6RLQOZ2XC11 617.40000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 72772.80000000 219148.41000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 550700291.00000000 550700291.02000000 N 5608955217.17076923 N N N SPDR S&P Internet ETF S000054130 549300EWA1PPL2GSL870 N 0 0 0 Exchange-Traded Fund N N 0.55000000 0.20000000 0.43000000 0.43000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 2437258.63000000 18012.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4.77000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 4.04000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 12.40000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 25.76000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 140.83000000 Cabrera Capital, Inc. 8-26406 000010081 2.33000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 4.43000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2364.18000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 197.07000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 4683.47000000 7444.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 92675.67000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1449.36000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 557114.25000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 11888.99000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 19573.93000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 846740.11000000 1529442.31000000 N 23436221.14769230 N N N SPDR(R) S&P Bank ETF S000006977 549300WRV3OCU6OV1X49 N 0 0 0 Exchange-Traded Fund N N 0.19000000 -0.16000000 2.24000000 2.24000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 63095949.78000000 763714.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 344.55000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 19380.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1161.97000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 448.48000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 399.10000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1044.01000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 658.91000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 84029.19000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 794.40000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 312.53000000 109591.90000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 54667.45000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 188662060.60000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 107308.14000000 188824036.17000000 N 1773098070.56461538 N N N SPDR(R) NYSE Technology ETF S000006980 549300PS44ZVKSLTMI64 N 0 0 0 Exchange-Traded Fund N N -0.19000000 -0.54000000 0.06000000 0.06000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 5099166.52000000 7768.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 4.20000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 18.20000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 3507.26000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1.40000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 9.10000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 6.30000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 705.50000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 9.80000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 11.90000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2.80000000 4278.56000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 12456115.85000000 12456115.85000000 N 413022010.52538461 N N N SPDR(R) Nuveen Bloomberg Short Term Municipal Bond ETF S000017327 549300YOXXYNLG9ZCS82 N 0 0 0 Exchange-Traded Fund N N -0.25000000 -0.46000000 0.77000000 0.77000000 N N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N Nuveen Asset Management, LLC 801-71957 000155584 549300W218VXB0L5EY14 N N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 105564574.40000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 255161917.50000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 416963774.30000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 102612096.80000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 182806053.30000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 101801808.90000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 255740617.10000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 394137189.40000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 2067528092.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 85515482.65000000 4148032177.51000000 N 4554967938.36307692 Committed 200000000.00000000 N N N SPDR S&P Kensho Intelligent Structures ETF S000059700 549300NU6BFND7H5CN84 N 0 0 0 Exchange-Traded Fund N N 1.53000000 1.08000000 0.12000000 0.12000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 4212787.07000000 339222.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Academy Securities, Inc. 8-35173 000017433 2549000QX6RLQOZ2XC11 22.38000000 Rosenblatt Securities Inc. 8-24255 000018377 549300KXQP6H4QO07E91 25.92000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 103.31000000 Broadcort Capital Corp. 8-29204 000013456 N/A 0002385765 49.95000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 24.25000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2746.11000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 29.71000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 47.45000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 9.07000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 32.76000000 3108.39000000 Broadcort Capital Corp. 8-29204 000013456 N/A 0002385765 1092.97000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 1503.52000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 2120835.92000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 913.16000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 670774.03000000 2795119.60000000 N 27902427.05692307 N N N SPDR(R) S&P(R) Biotech ETF S000010018 549300Y3ODFMPD5XXL58 N 0 0 0 Exchange-Traded Fund N N 0.37000000 0.02000000 1.10000000 1.10000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 857466478.80000000 7465425.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 11053.79000000 Cabrera Capital, Inc. 8-26406 000010081 3276.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 14033.25000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 51163.54000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 2589.30000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 1563.80000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 104050.20000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1992172.02000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1498.00000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 34483.61000000 2219696.51000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 834288750.80000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 46213.78000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1651962.16000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 4023398.79000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 53132352.56000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 152909.34000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1295470.33000000 945107578.40000000 N 7205634871.04461538 N N N SPDR S&P Kensho Clean Power ETF S000063360 549300I57QWRCY86R962 N 0 0 0 Exchange-Traded Fund N N 0.03000000 -0.42000000 0.09000000 0.09000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 60769399.72000000 371183.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 61.60000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 27.36000000 Academy Securities, Inc. 8-35173 000017433 2549000QX6RLQOZ2XC11 89.60000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 327.65000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 4409.28000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 33.87000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 51.10000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 23.17000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 128.65000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 37508.77000000 42691.26000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 11080875.63000000 11080875.63000000 N 333567618.63461538 N N N SPDR(R) S&P(R) Health Care Equipment ETF S000012330 549300PX2BGUPCPWDG61 N 0 0 0 Exchange-Traded Fund N N 0.05000000 -0.30000000 0.03000000 0.03000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 27070826.04000000 290341.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 21005.98000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 17.97000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 4852.12000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 4.93000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 40.51000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 17.16000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1461.02000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 33419.15000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2.59000000 Cabrera Capital, Inc. 8-26406 000010081 2.53000000 60823.96000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 4664200.54000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 100088467.00000000 104752667.52000000 N 455214530.92461538 N N N SPDR Portfolio Aggregate Bond ETF S000017334 549300E2D1JKWI3P9D54 N 0 0 0 Exchange-Traded Fund N N -0.04000000 -0.07000000 0.39000000 0.39000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 330791381.16000000 961371.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Clearstream Banking S.A. 549300OL514RA0SXJJ44 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1764588860.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 534778821.30000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 338454920.40000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1650042562.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 931613392.90000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 175361190.40000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1008357296.00000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 2992471535.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 714284088.20000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 850684105.80000000 11633417622.63000000 N 6400609904.30461538 Committed 200000000.00000000 N N N SPDR(R) S&P(R) Oil & Gas Exploration & Production ETF S000012319 5493001H1FSSB667C124 N 0 0 0 Exchange-Traded Fund N N 0.16000000 -0.19000000 0.07000000 0.07000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 343298590.23000000 2235542.00000000 Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. N/A 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Broadcort Capital Corp. 8-29204 000013456 N/A 0002385765 130.24000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 190.42000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 120570.65000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 2893.32000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 275785.85000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 917.75000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 27768.09000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1858.75000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 2463.25000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 8976.88000000 441647.27000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 586284519.50000000 670125841.10000000 N 4094030486.76230769 N N N SPDR Bloomberg Investment Grade Floating Rate ETF S000034874 549300QJ0FR0L0XRBI28 N 0 0 0 Exchange-Traded Fund N N 0.06000000 -0.09000000 0.30000000 0.30000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 26874450.61000000 69056.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 26828254.00000000 CIBC World Markets Corp. 8-18333 000000630 549300445CON3DBMU275 62383229.29000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 62451121.96000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 56345198.05000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 47356597.11000000 Mizuho Securities USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 473201730.70000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1974299637.00000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 32010200.87000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 63243934.74000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 33183878.48000000 3051324461.31000000 N 2919600564.41153846 Committed 200000000.00000000 N N N SPDR(R) S & P 400 Mid Cap Growth ETF S000006987 549300EEEDESCGSS7N72 N 0 0 0 Exchange-Traded Fund N N 0.01000000 -0.14000000 0.03000000 0.03000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 85362017.74000000 816247.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 6772.86000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 66904.82000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 453.74000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1692.29000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3843.69000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 558.19000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2636.53000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 485.77000000 Cabrera Capital, Inc. 8-26406 000010081 161.70000000 Cantor Fitzgerald & Co. 8-201 000000134 5493004J7H4GCPG6OB62 229.82000000 84221.10000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 155757812.80000000 155757812.82000000 N 1643949649.37307692 N N N SPDR(R) Portfolio Short Term Treasury ETF S000019665 549300CVHDNMTIUMZ693 N 0 0 0 Exchange-Traded Fund N N 0.00000000 -0.06000000 0.17000000 0.17000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 305277205.57000000 917412.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 176412036.90000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 640106166.50000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 188931250.00000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 954812265.10000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 459560280.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 190473013.50000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 165761045.30000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 172323891.70000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 640978529.10000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 663249267.70000000 4902828289.05000000 N 4395752220.50000000 N N N SPDR(R) S&P Regional Banking(SM) ETF S000012325 549300EFWJBKUN6WJX52 N 0 0 0 Exchange-Traded Fund N N 0.23000000 -0.13000000 3.19000000 3.19000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 67357971.24000000 1048941.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Academy Securities, Inc. 8-35173 000017433 2549000QX6RLQOZ2XC11 8894.96000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 101296.62000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 4239.01000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2237.20000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 1502.56000000 Rosenblatt Securities Inc. 8-24255 000018377 549300KXQP6H4QO07E91 1748.60000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1218.70000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 1378.95000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 208011.95000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 77340.10000000 411621.32000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 450584.11000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 121774.91000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 344153433.90000000 344725792.94000000 N 2963353204.70923076 N N N SPDR Portfolio Intermediate Term Corporate Bond ETF S000022923 549300V0LZHF2UQ4WK69 N 0 0 0 Exchange-Traded Fund N N -0.18000000 -0.22000000 0.38000000 0.38000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 373839889.21000000 1369123.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 112058864.80000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 353712809.30000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1776082841.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 322090336.10000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 325704453.70000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 115361188.80000000 Jane Street Execution Services, LLC 8-69254 000167280 549300HXJLXCPDWAH070 128800242.20000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 262236583.60000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 281371740.20000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 284766959.30000000 4990604394.38000000 N 6161613284.66538461 Committed 200000000.00000000 N N N SPDR(R) S&P(R) Transportation ETF S000012324 549300NEBH6N1XRC0E14 N 0 0 0 Exchange-Traded Fund N N 0.05000000 -0.30000000 0.05000000 0.05000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 20592624.61000000 300948.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 34668.11000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 34.30000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 49.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 137.50000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 835.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 10841.25000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 40.60000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 330.40000000 Cabrera Capital, Inc. 8-26406 000010081 121.10000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 35.70000000 47153.66000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 25817769.14000000 25817769.14000000 N 351117027.43923076 N N N SPDR(R) S & P 600 Small Cap Growth ETF S000006990 549300LKXS11U5S11F10 N 0 0 0 Exchange-Traded Fund N N 0.06000000 -0.09000000 0.08000000 0.08000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 208015545.04000000 565510.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1106.50000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 359.80000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 5025.99000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 3780.75000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 18101.80000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 567.70000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 142286.43000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 429.80000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 9165.68000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 10671.20000000 192620.79000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 187895.46000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 474561.21000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 172208034.20000000 174614334.32000000 N 2269763223.31000000 N N N SPDR(R) S&P(R) Software & Services ETF S000012329 5493005QE6PTF3R7AJ47 N 0 0 0 Exchange-Traded Fund N N 0.21000000 -0.14000000 0.03000000 0.03000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 28056451.54000000 510261.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 687.73000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 567.86000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 37174.38000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 401.08000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 8.63000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 36.63000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 37.80000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 995.62000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 113.10000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 630.12000000 40668.87000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 4320.81000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 9656.70000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 606688.27000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 42330421.39000000 44270825.39000000 N 225574911.28769230 N N N SPDR S&P 500 Fossil Fuel Reserves Free ETF S000051701 5493001QDWGM6BYIVG20 N 0 0 0 Exchange-Traded Fund N N -0.01000000 -0.21000000 0.05000000 0.05000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 636216.14000000 7759.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. N/A 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 114.18000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 53.59000000 Cabrera Capital, Inc. 8-26406 000010081 55.45000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 204.72000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 42.14000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 44.58000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 786.80000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 540.55000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 59.16000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 109.53000000 2087.70000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1080.97000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 60075669.80000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2657.86000000 60080554.75000000 N 1259802837.90615384 N N N SPDR Portfolio Corporate Bond ETF S000031836 Y 50000.00000000 1.99923076 10.36276101 98.00076923 10.36276101 0.26190476 0.60570005 99.73809523 0.60570005 0.00000000 496.15384615 0.00605727 0.00000000 495.73170731 0.29972665 0.00000000 500.00000000 0.00035627 0.00000000 500.00000000 0.09930740 Y SPDR Bloomberg 3-12 Month T-Bill ETF S000069594 Y 50000.00000000 0.62764367 1.48500964 99.37235632 1.48500964 0.32272727 0.30157438 99.67727272 0.30157438 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR S&P Kensho New Economies Composite ETF S000063362 N 10000.00000000 0.35367187 0.13569192 99.64632812 0.13569192 0.36964285 0.06085592 99.63035714 0.06085592 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 Y SPDR(R) Dow Jones REIT ETF S000006976 N 25000.00000000 0.01645833 0.04210550 99.98354166 0.04210550 0.00596273 0.02089247 99.99403726 0.02089247 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y SPDR Portfolio Long Term Corporate Bond ETF S000022924 Y 100000.00000000 1.04808823 1.47607165 98.95191176 1.47607165 1.42196261 1.31974398 98.57803738 1.31974398 0.00000000 500.00000000 0.00607334 0.00000000 500.00000000 0.55094631 0.00000000 500.00000000 0.00145904 0.00000000 500.00000000 0.10001644 Y SPDR S&P Kensho Final Frontiers ETF S000063361 N 10000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.02250000 0.04293891 99.97750000 0.04293891 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Pharmaceuticals ETF S000012321 N 50000.00000000 0.01055555 0.01715038 99.98944444 0.01715038 0.05666666 0.25978623 99.94333333 0.25978623 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Global Dow ETF S000006975 Y 25000.00000000 5.65909090 1.27240970 94.34090909 1.27240970 -1.26000000 0.00000000 101.26000000 0.00000000 0.00000000 1000.00000000 0.00780369 0.00000000 1000.00000000 0.12910295 0.00000000 1000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y SPDR Bloomberg 1-10 Year TIPS ETF S000040742 Y 100000.00000000 -0.37716666 0.87728386 100.37716666 0.87728386 -0.65328571 0.46327628 100.65328571 0.46327628 0.00000000 50.00000000 0.00012848 0.00000000 50.00000000 0.03732319 0.00000000 50.00000000 0.00007139 0.00000000 50.00000000 0.17353306 Y SPDR(R) S&P(R) Oil & Gas Equipment & Services ETF S000012334 N 50000.00000000 0.00298701 0.00898265 99.99701298 0.00898265 0.00294871 0.01468550 99.99705128 0.01468550 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR MSCI USA Gender Diversity ETF S000053058 N 25000.00000000 0.02500000 0.04752192 99.97500000 0.04752192 0.21333333 0.82750763 99.78666666 0.82750763 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 Y SPDR Portfolio Long Term Treasury ETF S000017329 Y 100000.00000000 0.34300469 0.93690048 99.65699530 0.93690048 0.32474747 0.44046541 99.67525252 0.44046541 0.00000000 500.00000000 0.00034747 0.00000000 500.00000000 0.07636186 0.00000000 500.00000000 0.00013336 0.00000000 500.00000000 0.02286750 Y SPDR S&P 1500 Value Tilt ETF S000033831 N 10000.00000000 14.56285714 34.87972854 85.43714285 34.87972854 0.32250000 0.11244443 99.67750000 0.11244443 0.00000000 1478.57142857 0.00000000 0.00000000 1478.57142857 0.00000000 0.00000000 1700.00000000 0.00000000 0.00000000 1700.00000000 0.00000000 Y SPDR Portfolio S&P 500 High Dividend ETF S000050968 N 50000.00000000 2.26865921 14.77627319 97.73134078 14.77627319 0.03389221 0.11503110 99.96610778 0.11503110 0.00000000 247.76536312 0.00000000 0.00000000 246.55172413 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Bloomberg 1-3 Month T-Bill ETF S000017326 Y 50000.00000000 0.18350785 0.98290239 99.81649214 0.98290239 0.28116731 1.25917094 99.71883268 1.25917094 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR SSGA US Large Cap Low Volatility Index ETF S000039794 N 10000.00000000 5.64698630 22.71883701 94.35301369 22.71883701 0.18000000 0.27876350 99.82000000 0.27876350 0.00000000 244.52054794 0.00000000 0.00000000 243.10344827 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Health Care Services ETF S000012331 N 10000.00000000 0.00696969 0.04400308 99.99303030 0.04400308 0.02692307 0.05114854 99.97307692 0.05114854 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Telecom ETF S000012323 N 25000.00000000 0.23538461 0.78732864 99.76461538 0.78732864 0.00181818 0.00574959 99.99818181 0.00574959 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Bloomberg Convertible Securities ETF S000022925 Y 100000.00000000 -0.24961904 1.25262841 100.24961904 1.25262841 -0.11471428 1.08178651 100.11471428 1.08178651 0.00000000 500.00000000 0.00093485 0.00000000 500.00000000 0.24830438 0.00000000 500.00000000 0.00044718 0.00000000 500.00000000 0.15039602 Y SPDR(R) S&P Capital Markets ETF S000006978 N 25000.00000000 0.02300000 0.02002498 99.97700000 0.02002498 0.01125000 0.01690968 99.98875000 0.01690968 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR Portfolio S&P 500 Value ETF S000006985 N 50000.00000000 0.10232974 0.05622489 99.89767025 0.05622489 0.09666666 0.06141510 99.90333333 0.06141510 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR Portfolio High Yield Bond ETF S000036938 Y 100000.00000000 2.46838983 2.74161617 97.53161016 2.74161617 3.29588235 4.10848341 96.70411764 4.10848341 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00498119 0.00000000 250.00000000 0.15007088 Y SPDR S&P SmallCap 600 ESG ETF S000074035 N 25000.00000000 0.05000000 0.01000000 99.95000000 0.01000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 300.00000000 0.00000000 0.00000000 300.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y SPDR(R) ICE Preferred Securities ETF S000026152 N 50000.00000000 0.09340425 0.22829876 99.90659574 0.22829876 0.14084507 0.38904993 99.85915492 0.38904993 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 Y SPDR(R) Portfolio S&P 1500 Composite Stock Market ETF S000006973 N 50000.00000000 0.14422413 0.03837543 99.85577586 0.03837543 0.12275862 0.03717586 99.87724137 0.03717586 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) S&P(R) Dividend ETF S000006981 N 50000.00000000 1.95574879 13.76353223 98.04425120 13.76353223 0.02693251 0.16909115 99.97306748 0.16909115 0.00000000 248.06763285 0.00000000 0.00000000 246.92307692 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Nuveen Bloomberg Municipal Bond ETF S000017333 Y 100000.00000000 97.63234782 14.74935455 2.36765217 14.74935455 -0.65961538 4.00114164 100.65961538 4.00114164 0.00000000 250.00000000 0.10937504 0.00000000 250.00000000 0.11212383 0.00000000 250.00000000 0.00039435 0.00000000 250.00000000 0.04998851 Y SPDR S&P 1500 Momentum Tilt ETF S000033832 N 10000.00000000 0.04875000 0.08283077 99.95125000 0.08283077 0.07800000 0.06400000 99.92200000 0.06400000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 Y SPDR Russell 1000 Yield Focus ETF S000051787 N 10000.00000000 5.80536231 23.36684053 94.19463768 23.36684053 0.02392857 0.03744894 99.97607142 0.03744894 0.00000000 479.71014492 0.00000000 0.00000000 460.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR SSGA US Small Cap Low Volatility Index ETF S000039795 N 10000.00000000 17.70882352 38.09353502 82.29117647 38.09353502 0.04916666 0.07642625 99.95083333 0.07642625 0.00000000 273.52941176 0.00000000 0.00000000 271.87500000 0.00000000 0.00000000 300.00000000 0.00000000 0.00000000 300.00000000 0.00000000 Y SPDR Portfolio Short Term Corporate Bond ETF S000019666 Y 100000.00000000 0.44093841 1.37719198 99.55906158 1.37719198 1.27202797 1.84817262 98.72797202 1.84817262 0.00000000 500.00000000 0.00075014 0.00000000 500.00000000 0.14976658 0.00000000 500.00000000 0.00127620 0.00000000 500.00000000 0.09996388 Y SPDR S&P Kensho Smart Mobility ETF S000059701 N 10000.00000000 0.08333333 0.07408703 99.91666666 0.07408703 0.03500000 0.09186947 99.96500000 0.09186947 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Aerospace & Defense ETF S000012318 N 25000.00000000 0.00229508 0.03935518 99.99770491 0.03935518 -0.00530612 0.01162369 100.00530612 0.01162369 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Portfolio S&P 500 ETF S000006983 N 50000.00000000 0.00779104 0.03198718 99.99220895 0.03198718 0.01000000 0.03470731 99.99000000 0.03470731 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) S & P 600 Small Cap Value ETF S000006974 N 50000.00000000 0.03155172 0.09315914 99.96844827 0.09315914 0.21692307 1.70363811 99.78307692 1.70363811 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 Y SPDR MSCI USA StrategicFactors ETF S000048346 N 10000.00000000 5.82305555 22.84156248 94.17694444 22.84156248 0.31956521 0.10506636 99.68043478 0.10506636 0.00000000 716.66666666 0.00000000 0.00000000 716.66666666 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 Y SPDR(R) S&P Insurance ETF S000006979 N 50000.00000000 0.00870848 0.13676343 99.99129151 0.13676343 0.00711111 0.13646796 99.99288888 0.13646796 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR Russell 1000 Momentum Focus ETF S000051788 N 10000.00000000 0.20500000 0.16194134 99.79500000 0.16194134 0.36333333 0.12754084 99.63666666 0.12754084 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y SPDR MarketAxess Investment Grade 400 Corporate Bond ETF S000075434 Y 50000.00000000 -0.79000000 0.00000000 100.79000000 0.00000000 1.12000000 0.48497422 98.88000000 0.48497422 0.00000000 250.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR S&P Kensho Future Security ETF S000059702 N 10000.00000000 0.00285714 0.09437225 99.99714285 0.09437225 0.08250000 0.02046338 99.91750000 0.02046338 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR Russell 1000 Low Volatility Focus ETF S000051789 N 10000.00000000 -0.03666666 0.07078206 100.03666666 0.07078206 -0.04285714 0.07362342 100.04285714 0.07362342 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR FactSet Innovative Technology ETF S000051577 N 10000.00000000 0.03125000 0.03059309 99.96875000 0.03059309 -0.02925925 0.28097615 100.02925925 0.28097615 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Portfolio TIPS ETF S000017330 Y 100000.00000000 -1.20250000 0.84494623 101.20250000 0.84494623 -1.32684210 0.67818994 101.32684210 0.67818994 0.00000000 250.00000000 0.00016300 0.00000000 250.00000000 0.12474789 0.00000000 250.00000000 0.00012333 0.00000000 250.00000000 0.12402992 Y SPDR Bloomberg Emerging Markets USD Bond ETF S000068660 Y 100000.00000000 51.50500000 48.49511994 48.49500000 48.49511994 1.18333333 0.51057701 98.81666666 0.51057701 0.00000000 700.00000000 0.25751625 0.00000000 700.00000000 0.49970312 0.00000000 700.00000000 0.00177676 0.00000000 700.00000000 0.15021043 Y SPDR Portfolio S&P 500 Growth ETF S000006984 N 50000.00000000 0.04846733 0.06701768 99.95153266 0.06701768 0.08508474 0.05710154 99.91491525 0.05710154 0.00000000 350.00000000 0.00000000 0.00000000 350.00000000 0.00000000 0.00000000 350.00000000 0.00000000 0.00000000 350.00000000 0.00000000 Y SPDR Bloomberg Short Term High Yield Bond ETF S000036414 Y 300000.00000000 0.52113082 1.18529864 99.47886917 1.18529864 0.53224938 0.87897185 99.46775061 0.87897185 0.00000000 500.00000000 0.00136942 0.00000000 500.00000000 0.25067492 0.00000000 500.00000000 0.00083381 0.00000000 500.00000000 0.14997971 Y SPDR(R) Portfolio S&P 600 Small Cap ETF S000041317 N 50000.00000000 0.03252427 0.11833843 99.96747572 0.11833843 0.25591836 1.77018725 99.74408163 1.77018725 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) Portfolio Mortgage Backed Bond ETF S000022922 Y 100000.00000000 59.56339130 48.71168612 40.43660869 48.71168612 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 250.00000000 0.03008138 0.00000000 250.00000000 0.05011366 0.00000000 250.00000000 0.05000000 0.00000000 250.00000000 0.05000000 N SPDR(R) S&P(R) Homebuilders ETF S000010019 N 50000.00000000 0.02336986 0.03365233 99.97663013 0.03365233 0.02059101 0.03525497 99.97940898 0.03525497 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Bloomberg High Yield Bond ETF S000019669 Y 200000.00000000 6.64681395 18.50361135 93.35318604 18.50361135 1.69301265 1.87782941 98.30698734 1.87782941 0.00000000 489.01162790 0.00000000 0.00000000 487.75906735 0.00000000 0.00000000 500.00000000 0.00258003 0.00000000 500.00000000 0.14994607 Y SPDR(R) S&P(R) Metals & Mining ETF S000012333 N 50000.00000000 0.00394812 0.02701750 99.99605187 0.02701750 0.00858744 0.02829259 99.99141255 0.02829259 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Semiconductor ETF S000010020 N 25000.00000000 0.04030612 0.25125584 99.95969387 0.25125584 -0.01394366 0.27216129 100.01394366 0.27216129 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Retail ETF S000012322 N 50000.00000000 0.03484716 0.09235680 99.96515283 0.09235680 0.02916030 0.05623408 99.97083969 0.05623408 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Nuveen Bloomberg High Yield Municipal Bond ETF S000028870 Y 200000.00000000 84.25869047 36.81863373 15.74130952 36.81863373 2.72685714 17.26630223 97.27314285 17.26630223 0.00000000 250.00000000 0.25973380 0.00000000 250.00000000 0.30134790 0.00000000 250.00000000 0.00431876 0.00000000 250.00000000 0.10030507 Y SPDR(R) Portfolio Intermediate Term Treasury ETF S000017328 Y 100000.00000000 0.46169902 1.11256134 99.53830097 1.11256134 0.27084033 0.49555545 99.72915966 0.49555545 0.00000000 500.00000000 0.00031193 0.00000000 500.00000000 0.06029152 0.00000000 500.00000000 0.00009914 0.00000000 500.00000000 0.02727062 Y SPDR S&P 500 ESG ETF S000069051 N 25000.00000000 0.24873015 0.14472186 99.75126984 0.14472186 0.23058823 0.21220053 99.76941176 0.21220053 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR MSCI USA Climate Paris Aligned ETF S000076007 N 40000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.04000000 0.00000000 99.96000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S & P 400 Mid Cap Value ETF S000006988 N 50000.00000000 0.02609589 0.12844898 99.97390410 0.12844898 -0.15838709 1.47702097 100.15838709 1.47702097 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) Portfolio S&P 400 Mid Cap ETF S000006986 N 50000.00000000 0.02849056 0.12180863 99.97150943 0.12180863 0.00352941 0.49794410 99.99647058 0.49794410 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR S&P Internet ETF S000054130 N 10000.00000000 -0.05500000 0.05500000 100.05500000 0.05500000 0.00666666 0.03197221 99.99333333 0.03197221 0.00000000 250.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P Bank ETF S000006977 N 50000.00000000 0.02829268 0.09223782 99.97170731 0.09223782 0.03071917 0.10267565 99.96928082 0.10267565 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) NYSE Technology ETF S000006980 N 10000.00000000 -0.08900000 0.09246080 100.08900000 0.09246080 -0.06750000 0.10963005 100.06750000 0.10963005 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) Nuveen Bloomberg Short Term Municipal Bond ETF S000017327 Y 100000.00000000 100.00000000 0.00000000 0.00000000 0.00000000 0.11717948 16.46704120 99.88282051 16.46704120 0.00000000 250.00000000 0.04357143 0.00000000 250.00000000 0.04357143 0.00000000 250.00000000 0.00052907 0.00000000 250.00000000 0.02005052 Y SPDR S&P Kensho Intelligent Structures ETF S000059700 N 10000.00000000 0.01000000 0.00000000 99.99000000 0.00000000 0.04647058 0.04613805 99.95352941 0.04613805 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Biotech ETF S000010018 N 25000.00000000 0.12929411 0.30891978 99.87070588 0.30891978 0.11202567 0.28995381 99.88797432 0.28995381 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR S&P Kensho Clean Power ETF S000063360 N 10000.00000000 0.00015873 0.02149138 99.99984126 0.02149138 0.01230769 0.00973008 99.98769230 0.00973008 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Health Care Equipment ETF S000012330 N 25000.00000000 0.00104166 0.01557770 99.99895833 0.01557770 0.04263157 0.23100107 99.95736842 0.23100107 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR Portfolio Aggregate Bond ETF S000017334 Y 100000.00000000 32.14929687 4.81263411 67.85070312 4.81263411 31.54664000 2.68338590 68.45336000 2.68338590 0.00000000 500.00000000 0.01592750 0.00000000 500.00000000 0.04980521 0.00000000 500.00000000 0.01577332 0.00000000 500.00000000 0.04999999 N SPDR(R) S&P(R) Oil & Gas Exploration & Production ETF S000012319 N 50000.00000000 0.02303258 0.09580199 99.97696741 0.09580199 0.03711610 0.19598382 99.96288389 0.19598382 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR Bloomberg Investment Grade Floating Rate ETF S000034874 Y 100000.00000000 -0.11196969 0.66445744 100.11196969 0.66445744 0.41291666 0.69081762 99.58708333 0.69081762 0.00000000 200.00000000 0.00018456 0.00000000 200.00000000 0.09952319 0.00000000 200.00000000 0.00024162 0.00000000 200.00000000 0.05033327 Y SPDR(R) S & P 400 Mid Cap Growth ETF S000006987 N 50000.00000000 0.04480000 0.11482578 99.95520000 0.11482578 0.09510638 0.56299681 99.90489361 0.56299681 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) Portfolio Short Term Treasury ETF S000019665 Y 100000.00000000 0.42234285 0.63422996 99.57765714 0.63422996 0.30612546 0.57345663 99.69387453 0.57345663 0.00000000 250.00000000 0.00020461 0.00000000 250.00000000 0.04961983 0.00000000 250.00000000 0.00009156 0.00000000 250.00000000 0.02467355 Y SPDR(R) S&P Regional Banking(SM) ETF S000012325 N 50000.00000000 0.01348837 0.03269903 99.98651162 0.03269903 0.02714071 0.10744333 99.97285928 0.10744333 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR Portfolio Intermediate Term Corporate Bond ETF S000022923 Y 200000.00000000 1.38971014 2.69100149 98.61028985 2.69100149 0.91639593 1.13592476 99.08360406 1.13592476 0.00000000 500.00000000 0.00296803 0.00000000 500.00000000 0.20013299 0.00000000 500.00000000 0.00101050 0.00000000 500.00000000 0.10052057 Y SPDR(R) S&P(R) Transportation ETF S000012324 N 10000.00000000 0.25485714 0.66404978 99.74514285 0.66404978 0.76422222 1.05908658 99.23577777 1.05908658 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S & P 600 Small Cap Growth ETF S000006990 N 50000.00000000 0.03922077 0.16200662 99.96077922 0.16200662 0.20000000 2.05259527 99.80000000 2.05259527 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 Y SPDR(R) S&P(R) Software & Services ETF S000012329 N 10000.00000000 0.23272727 0.33752461 99.76727272 0.33752461 0.07703703 0.17511509 99.92296296 0.17511509 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR S&P 500 Fossil Fuel Reserves Free ETF S000051701 N 30000.00000000 5.54388888 22.90914457 94.45611111 22.90914457 -0.07333333 0.06027004 100.07333333 0.06027004 0.00000000 480.55555555 0.00000000 0.00000000 438.23529411 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y true