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Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 68184.35000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 2151.10000000 113817.80000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1210551241.69000000 1210551241.69000000 N 14500001554.61461538 N N N The Materials Select Sector SPDR Fund S000006414 549300N81BAQ1XPGBT65 N 0 0 0 Exchange-Traded Fund N Y 0.01000000 -0.08000000 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 63074058.26000000 90546.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4 (17 CFR 270.18f-4) 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) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Ice Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. 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Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 869.57000000 13545.84000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 466183400.30000000 466183400.30000000 N 7084010096.65153846 N N N The Financial Select Sector SPDR Fund S000006411 549300Y12KQ6ZG08NY28 N 0 0 0 Exchange-Traded Fund N Y 0.06000000 -0.02000000 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 120083798.22000000 178873.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. 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LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3581.89000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 337.50000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 234.50000000 28773.89000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1643145443.24000000 1643145443.24000000 N 35595331611.88769230 N N N The Technology Select Sector SPDR Fund S000006415 549300BR5T0JNM2MW070 N 0 0 0 Exchange-Traded Fund N Y -0.01000000 -0.09000000 0.05000000 0.05000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 335167890.28000000 522361.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4 (17 CFR 270.18f-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. 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Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 24384.40000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 3203.10000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2340.80000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 99186.09000000 Academy Securities, Inc. 8-35173 000017433 2549000QX6RLQOZ2XC11 2254.00000000 217883.73000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1583856352.76000000 1583856352.76000000 N 44247876127.08076923 N N N The Consumer Staples Select Sector SPDR Fund S000006409 549300Z52QUV3UXHLA68 N 0 0 0 Exchange-Traded Fund N Y -0.04000000 -0.14000000 0.14000000 0.14000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 22870570.96000000 37647.00000000 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 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Ice Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 735.00000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 4116.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 8537.10000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 28019.55000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 1883.00000000 Cabrera Capital, Inc. 8-26406 000010081 00000000000000000000 3054.80000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 30599.45000000 96694.60000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1222248068.85000000 1222248068.85000000 N 14503582981.33461538 N N N The Real Estate Select Sector SPDR Fund S000051152 N 50000.00000000 0.33090909 5.68853162 99.66909090 5.68853162 0.00845588 0.04237227 99.99154411 0.04237227 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 The Consumer Discretionary Select Sector SPDR Fund S000006408 N 50000.00000000 0.00365296 0.02229704 99.99634703 0.02229704 0.00754940 0.09104098 99.99245059 0.09104098 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 The Communication Services Select Sector SPDR Fund S000062095 N 50000.00000000 0.00147945 0.03786787 99.99852054 0.03786787 0.00942065 0.14948245 99.99057934 0.14948245 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 The Energy Select Sector SPDR Fund S000006410 N 50000.00000000 0.15698847 3.79291881 99.84301152 3.79291881 0.02319767 0.05962047 99.97680232 0.05962047 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 The Industrial Select Sector SPDR Fund S000006413 N 50000.00000000 0.02858333 0.19338668 99.97141666 0.19338668 0.04151465 0.22181179 99.95848534 0.22181179 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 The Utilities Select Sector SPDR Fund S000006416 N 50000.00000000 0.01117252 0.02189434 99.98882747 0.02189434 0.01201451 0.02137997 99.98798548 0.02137997 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 The Materials Select Sector SPDR Fund S000006414 N 50000.00000000 0.00890365 0.02016033 99.99109634 0.02016033 0.00857482 0.02314597 99.99142517 0.02314597 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 The Financial Select Sector SPDR Fund S000006411 N 50000.00000000 0.00278588 0.02374643 99.99721411 0.02374643 0.00635960 0.02444181 99.99364039 0.02444181 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 The Health Care Select Sector SPDR Fund S000006412 N 50000.00000000 0.01638400 0.03591162 99.98361600 0.03591162 0.01462406 0.02952712 99.98537593 0.02952712 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 The Technology Select Sector SPDR Fund S000006415 N 50000.00000000 0.21634042 4.60759948 99.78365957 4.60759948 0.00273348 0.04564695 99.99726651 0.04564695 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 The Consumer Staples Select Sector SPDR Fund S000006409 N 50000.00000000 0.00575320 0.02136548 99.99424679 0.02136548 0.00998217 0.02908895 99.99001782 0.02908895 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 true