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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 25447.86000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 5279.82000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 441.55000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 37299.71000000 74836.30000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 349053487.23000000 349053487.23000000 N 5434995169.17153846 N N N The Real Estate Select Sector SPDR Fund S000051152 549300SPMSTD3BRHL041 N 0 0 0 Exchange-Traded Fund N Y 0.00000000 -0.13000000 0.01000000 0.01000000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) 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 6c-11 (17 CFR 270.6c-11) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2971.65000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 458.25000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 4228.85000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 588.50000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 23939.26000000 39762.08000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 701462318.52000000 701462318.52000000 N 5898126096.33153846 N N N The Technology Select Sector SPDR Fund S000006415 549300BR5T0JNM2MW070 N 0 0 0 Exchange-Traded Fund N Y -0.01000000 -0.14000000 0.01000000 0.01000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 163923716.91000000 186368.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) 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 6c-11 (17 CFR 270.6c-11) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 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 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 5691.37000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 976968.90000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 12646.92000000 Fidelity Brokerage Services LLC 8-23292 000007784 549300OQFQ4NFIOD5695 1537.90000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 310364.60000000 Academy Securities, Inc. 8-35173 000017433 2549000QX6RLQOZ2XC11 2149.00000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 1988.70000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 2376.50000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 1992.90000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 25323.24000000 1342825.28000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 2510471463.85000000 2510471463.85000000 N 61838338487.36384615 N N N The Utilities Select Sector SPDR Fund S000006416 549300ERQDM80PRYUH21 N 0 0 0 Exchange-Traded Fund N Y -0.15000000 -0.28000000 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 73674250.82000000 106948.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) 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 6c-11 (17 CFR 270.6c-11) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 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 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 10565.90000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2615.90000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 2867.20000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 3129.70000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 29768.60000000 BNY Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 2375.10000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 7735.70000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 2132.90000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 4244.80000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 13959.80000000 84769.50000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1555956287.95000000 1555956287.95000000 N 14105211317.82769230 N N N The Communication Services Select Sector SPDR Fund S000062095 N 50000.00000000 0.05674725 0.47503472 99.94325274 0.47503472 0.01649289 0.22441081 99.98350710 0.22441081 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 Consumer Discretionary Select Sector SPDR Fund S000006408 N 50000.00000000 0.00550724 0.03410850 99.99449275 0.03410850 0.00417670 0.03573981 99.99582329 0.03573981 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 0.01117753 0.03182079 99.98882246 0.03182079 0.01492462 0.04547021 99.98507537 0.04547021 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 Energy Select Sector SPDR Fund S000006410 N 50000.00000000 0.05553017 0.41063900 99.94446982 0.41063900 0.06608403 0.44592152 99.93391596 0.44592152 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 -0.00868243 0.34488011 100.00868243 0.34488011 -0.02010596 0.02297108 100.02010596 0.02297108 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 0.00679180 0.01886581 99.99320819 0.01886581 0.00827054 0.02061358 99.99172945 0.02061358 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 0.00420454 0.01644600 99.99579545 0.01644600 0.00531490 0.01874767 99.99468509 0.01874767 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 0.00628398 0.02089603 99.99371601 0.02089603 0.00897560 0.02658487 99.99102439 0.02658487 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 Real Estate Select Sector SPDR Fund S000051152 N 50000.00000000 0.01843076 0.03992684 99.98156923 0.03992684 0.01296650 0.02589644 99.98703349 0.02589644 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 0.00366726 0.02822038 99.99633273 0.02822038 0.00269724 0.06046812 99.99730275 0.06046812 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 0.01169717 0.02057690 99.98830282 0.02057690 0.01452690 0.02540778 99.98547309 0.02540778 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