X0201 N-CEN LIVE 0001064642 XXXXXXXX 811-08839 false false false N-1A S000033832 C000104493 S000012331 C000033547 S000010019 C000027707 S000040742 C000126354 S000022922 C000066453 S000006973 C000019026 S000039795 C000123373 S000017333 C000047970 S000059700 C000195381 S000012330 C000033546 S000012322 C000033538 S000054130 C000170118 S000006987 C000019040 S000051577 C000162275 S000036938 C000113018 S000006990 C000019043 S000063362 C000205415 S000033831 C000104492 S000006989 C000019042 S000017326 C000047963 S000051701 C000162693 S000006986 C000019039 S000019665 C000055009 S000053058 C000166946 S000012333 C000033549 S000059702 C000195383 S000022925 C000066456 S000017334 C000047971 S000031836 C000099139 S000034874 C000107256 S000017330 C000047967 S000026152 C000078463 S000053038 C000166861 S000022923 C000066454 S000017328 C000047965 S000006979 C000019032 S000039794 C000123372 S000006981 C000019034 S000006975 C000019028 S000022924 C000066455 S000006988 C000019041 S000012318 C000033534 S000006984 C000019037 S000006985 C000019038 S000012324 C000033540 S000051788 C000162941 S000028870 C000088522 S000059701 C000195382 S000010018 C000027706 S000012334 C000033550 S000051789 C000162942 S000063361 C000205414 S000012325 C000033541 S000006976 C000019029 S000051787 C000162940 S000012323 C000033539 S000006980 C000019033 S000017327 C000047964 S000019669 C000055013 S000012321 C000033537 S000012319 C000033535 S000041317 C000128125 S000006977 C000019030 S000063360 C000205413 S000010020 C000027708 S000017329 C000047966 S000019666 C000055010 S000050968 C000160602 S000006974 C000019027 S000006983 C000019036 S000048346 C000152674 S000006978 C000019031 S000036414 C000111386 S000012329 C000033545 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 Lincoln Street Boston 02111 617-786-3000 Records related to its functions as custodian, sub-administrator, accounting agent and transfer agent N N N-1A 79 Y Dwight D. Churchill 000000000 N Clare S. Richer 000000000 N Carl G. Verboncoeur 000000000 N James E. Ross 004309272 Y Frank Nesvet 000000000 N Sandra G. Sponem 000000000 N Bonny E. Boatman 000000000 N Brian Harris 005599152 One Iron Street Boston 02210 XXXXXX N N N N N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 Y N Ernst & Young LLP 42 00000000000000000000 N N N N N N SPDR Portfolio Corporate Bond ETF S000031836 549300TAUX1W391UBA63 N 1 0 0 Exchange-Traded Fund N N 0.44660000 0.38540000 0.43660000 0.43660000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 3287500.07000000 11982.00000000 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 Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 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 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 5919832.86000000 Jane Street Capital, LLC 8-52275 000103782 549300ZM16HMPEPNV857 2674617.06000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 7680548.02000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 7146627.58000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 3882862.87000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 2574568.75000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4597874.68000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 34509775.21000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 6076540.56000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 2236987.47000000 90452125.95000000 N 114077092.86000000 Committed 200000000.00000000 N N N SPDR(R) Bloomberg Barclays High Yield Bond ETF S000019669 549300NCLW2248PN7J24 N 1 0 0 Exchange-Traded Fund N N -0.77750000 -1.17890000 0.47040000 0.47040000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 1041887973.07000000 5626087.00000000 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 Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID 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) 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) 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 Itg LLC 8-44218 000029299 549300S41SMIODVIT266 1500.00000000 1500.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1473473695.25000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 819280010.09000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1126701064.10000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 496250130.54000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 903433023.37000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 5366059717.54000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 752239091.98000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1477127810.38000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 496801424.06000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 300890450.99000000 15055935632.29000000 N 9913953156.85000000 Committed 200000000.00000000 N N N SPDR(R) Portfolio S&P 400 Mid Cap ETF S000006986 549300TKUU0ZLRVSLJ96 N 1 0 0 Exchange-Traded Fund N N -0.01590000 -0.06740000 0.99770000 0.99770000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 151321593.18000000 584405.00000000 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. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 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) 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 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1840.63000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 9467.48000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1528.15000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 339.74000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 29632.85000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 759.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 3288.36000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 332.32000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 19916.37000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 178450.36000000 246328.30000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 190836990.90000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 33737.50000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 79448.27000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 334322.87000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 789.11000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 41714.49000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 615567.84000000 196511830.98000000 N 1807722158.75000000 N N N SPDR(R) Nuveen Bloomberg Barclays Short Term Municipal Bond ETF S000017327 549300YOXXYNLG9ZCS82 N 1 0 0 Exchange-Traded Fund N N -0.02690000 -0.22830000 0.87130000 0.87130000 N 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) 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 Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 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 Siebert Williams Shank & Co., LLC 8-49877 000042568 254900VTARX8RAY9QK77 308075178.35000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 119685020.70000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 86658480.40000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 127549957.35000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 288169145.85000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 186822831.00000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 117778185.10000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1507260810.95000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 321703879.90000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 175947676.10000000 3494079869.65000000 N 3751288504.19000000 Committed 200000000.00000000 N N N SPDR(R) S&P(R) Retail ETF S000012322 549300HHG63HQV071458 N 1 0 0 Exchange-Traded Fund N N 0.73500000 0.38360000 0.29010000 0.29020000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 37383144.94000000 1203730.00000000 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 IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 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 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 19997.26000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 814.89000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 12650.08000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 152.23000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 101.75000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 55.02000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 112.96000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 59.05000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 225.02000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 135.07000000 34360.83000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 6467.60000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1391.48000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 130449512.94000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3023.38000000 130460395.40000000 N 280258930.86000000 N N N SPDR S&P 1500 Value Tilt ETF S000033831 549300DDGDTCN7DTIA86 N 1 0 0 Exchange-Traded Fund N N -0.24890000 -0.37050000 0.26070000 0.26080000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 359906.35000000 2272.00000000 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. 13-3668779 Tax ID 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 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 Itg LLC 8-44218 000029299 549300S41SMIODVIT266 6.30000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 13.45000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 47.61000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 295.86000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 17.71000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 14.60000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 9.57000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 4.22000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 13.31000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 17.22000000 448.67000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 239.85000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 2166623.71000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3300.24000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 75.18000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 69.67000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 6890.49000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 858.24000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 3077.08000000 2190478.46000000 N 19380880.73000000 N N N SPDR(R) S&P(R) Biotech ETF S000010018 549300Y3ODFMPD5XXL58 N 1 0 0 Exchange-Traded Fund N N 0.23930000 -0.11210000 0.11540000 0.11550000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 1193275723.27000000 6364800.00000000 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. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB 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 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 7730.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 227004.61000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 23010.75000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 399.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 397718.92000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 7791.73000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 307197.40000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 3937.50000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 406.50000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 3187.36000000 978457.02000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 702567047.17000000 933410084.17000000 N 4135459309.76000000 N N N SPDR(R) S & P 600 Small Cap Growth ETF S000006990 549300LKXS11U5S11F10 N 1 0 0 Exchange-Traded Fund N N 0.02520000 -0.12640000 0.08030000 0.08040000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 179396373.52000000 677824.00000000 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 Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID 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 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 7662.36000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 42651.90000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 7119.80000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 6346.32000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 1038.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1114.95000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 40081.61000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2168.50000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 1033.50000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 472021.71000000 582720.85000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 161020146.46000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 79412.42000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 104020.09000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 48299.50000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 33622.11000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 421874.43000000 193103440.01000000 N 1780286137.22000000 N N N SPDR(R) S&P(R) Dividend ETF S000006981 5493004N0SIW5NZBWC90 N 1 0 0 Exchange-Traded Fund N N 0.10440000 -0.24720000 0.12130000 0.12160000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 766804429.92000000 3535428.00000000 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 Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 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 637847.83000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 5703.65000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 3186.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 10778.00000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 6804.09000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 4798.55000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 14116.54000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1073595.02000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 299649.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 7568.31000000 2067640.39000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1858461846.30000000 1858461846.30000000 N 18124480813.21000000 N N N SPDR(R) S&P Capital Markets ETF S000006978 549300BBJPWNKDPREW36 N 1 0 0 Exchange-Traded Fund N N 0.17330000 -0.17780000 0.31810000 0.31830000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 1483060.48000000 2676.00000000 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 Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 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 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 28.08000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 21.38000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 36.75000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 11.24000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 11.37000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 691.23000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 436.36000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 3.59000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 8.41000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 17.34000000 1267.61000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 3215176.27000000 3215176.27000000 N 33344117.33000000 N N N SPDR(R) S&P(R) Metals & Mining ETF S000012333 5493008LMBT3IECLIE27 N 1 0 0 Exchange-Traded Fund N N 0.13440000 -0.21700000 0.13260000 0.13290000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 59705623.11000000 482760.00000000 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 Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 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 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 178.70000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 33767.25000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 10.05000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1916.41000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 554.14000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 18926.95000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 55874.14000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 1592.67000000 112820.31000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 22213.50000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 30465.24000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 52841213.62000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 227570.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 8791800.63000000 61913262.99000000 N 417066526.99000000 N N N SPDR(R) S&P(R) Oil & Gas Equipment & Services ETF S000012334 549300AODH2G148UDX39 N 1 0 0 Exchange-Traded Fund N N 0.36080000 0.00930000 0.33850000 0.33900000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 23436712.90000000 386253.00000000 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 Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 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 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 194.81000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 854.81000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 19409.29000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 192.74000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 514.36000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 1160.00000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 200.15000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 311.77000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 30709.50000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 317.48000000 54152.24000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 5454.62000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 2980.26000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1752586.60000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3829.22000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 976.35000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1730.59000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 14827911.05000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 2642.76000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 820.71000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 341560.61000000 16940492.77000000 N 128986132.51000000 N N N SPDR Portfolio S&P 500 Value ETF S000006985 549300Q000TDS51V8H46 N 1 0 0 Exchange-Traded Fund N N -0.00330000 -0.04470000 0.18730000 0.18730000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 18690035.78000000 108713.00000000 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. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 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) 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) 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 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 4949.73000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1030.80000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 522.10000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 419.98000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 5558.12000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 2905.27000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 463.75000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1696.36000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 320617.78000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1535.70000000 340147.02000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 403365985.53000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 42000.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1608345.00000000 405693050.53000000 N 3917567451.09000000 N N N SPDR S&P Kensho Future Security ETF S000059702 549300JWGKY4W7H1XS73 N 1 0 0 Exchange-Traded Fund N N -0.00700000 -0.45850000 0.21020000 0.21020000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 495760.71000000 2021.00000000 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 Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 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 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 15.94000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 2.32000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2619.72000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 0.10000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 14.79000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 1.13000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 31.23000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 5.16000000 2690.39000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1351140.12000000 1351140.12000000 N 17613777.88000000 N N N SPDR(R) S&P(R) Software & Services ETF S000012329 5493005QE6PTF3R7AJ47 N 1 0 0 Exchange-Traded Fund N N -0.06870000 -0.42030000 0.08020000 0.08040000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 35058244.76000000 159358.00000000 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 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. 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 559.87000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 125.14000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 9672.13000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 10.73000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 770.18000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 15001.05000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 11654.48000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 183.21000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 138.48000000 38115.27000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 15816737.79000000 17108573.79000000 N 225360807.95000000 N N N SPDR Portfolio Short Term Corporate Bond ETF S000019666 549300D2BO7L1J2SO973 N 1 0 0 Exchange-Traded Fund N N 0.12830000 0.05690000 0.34120000 0.34120000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 117415599.40000000 480213.00000000 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 Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID 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 Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y 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 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 3379362406.90000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 249441575.41000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 242042288.09000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 835067980.14000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 371377891.05000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 782256564.88000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 252095637.65000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 542757025.09000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 627452647.86000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 364674531.58000000 9536370657.91000000 N 6134529977.90000000 Committed 200000000.00000000 N N N SPDR SSGA US Small Cap Low Volatility Index ETF S000039795 5493000HR5YXNE4QNM46 N 1 0 0 Exchange-Traded Fund Y Y -0.30300000 -0.42450000 0.37390000 0.37400000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 15981672.64000000 90410.00000000 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 ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 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 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 Itg LLC 8-44218 000029299 549300S41SMIODVIT266 11356.85000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 193.18000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 481.70000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 251.83000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 23556.46000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 22278.53000000 Cantor Fitzgerald & Co. 8-201 000000134 5493004J7H4GCPG6OB62 1206.27000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 9417.46000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 572.11000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 320.12000000 70004.80000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 77259.82000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 36150842.11000000 36228101.93000000 N 272423712.56000000 N N N SPDR Russell 1000 Low Volatility Focus ETF S000051789 5493005YZNGCM47APO52 N 1 0 0 Exchange-Traded Fund N N -0.03710000 -0.23860000 0.12360000 0.12360000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 9036773.74000000 30098.00000000 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 Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID 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 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 48.35000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 57.18000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 97.90000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 238.79000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 50097.56000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 83.02000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 109.67000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 180.22000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 263.91000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 53.15000000 51330.33000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 42416803.50000000 42618323.50000000 N 532311234.46000000 N N N SPDR S&P Kensho Smart Mobility ETF S000059701 549300J3VO1AH60DFH79 N 1 0 0 Exchange-Traded Fund N N 1.19850000 0.74690000 0.19190000 0.19220000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 679482.71000000 62251.00000000 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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 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 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 3.64000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 0.53000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 33.08000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1712.30000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 5.76000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3.64000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1.18000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 5.32000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 19.89000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 3.26000000 1789.00000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1068.19000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1418.24000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 638742.25000000 641228.68000000 N 6358081.20000000 N N N SPDR(R) S&P Bank ETF S000006977 549300WRV3OCU6OV1X49 N 1 0 0 Exchange-Traded Fund N N 0.18050000 -0.17100000 0.16910000 0.16950000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 74134044.44000000 153591.00000000 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 ICE Data Services, Inc. 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 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 1580.13000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1117.45000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 3545.58000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1639.01000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 774.01000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2120.22000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 770.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 33298.30000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 282.26000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 35178.14000000 80313.80000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 150448784.34000000 150448784.34000000 N 1522808019.92000000 N N N SPDR Portfolio Intermediate Term Corporate Bond ETF S000022923 549300V0LZHF2UQ4WK69 N 1 0 0 Exchange-Traded Fund N N 0.22830000 0.15690000 0.27550000 0.27550000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 221509229.90000000 864278.00000000 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. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 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) Deutsche Bank Aktiengesellschaft (Frankfurt am Main, Hessen, DE, Branch) 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 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 552038103.27000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 390365043.84000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 223251641.86000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 231983165.09000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 129313143.01000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 223593632.01000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 413150218.79000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 174734500.91000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 215591006.59000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1456981761.45000000 5058440922.03000000 N 5241064409.11000000 Committed 200000000.00000000 N N N SPDR S&P Kensho Final Frontiers ETF S000063361 549300WYR6KJ2B9XI778 N 1 0 0 Exchange-Traded Fund N N 0.06300000 -0.39030000 0.11390000 0.11430000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 126181.99000000 1126.00000000 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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID 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 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 1.10000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1.41000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 0.11000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 229.19000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 0.05000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 0.27000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 434.03000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 0.17000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 2.86000000 669.19000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 300737.19000000 300737.19000000 N 5392488.05000000 N N N SPDR(R) Bloomberg Barclays Convertible Securities ETF S000022925 549300IXKU3G7R6DMX93 N 1 0 0 Exchange-Traded Fund N N -0.16200000 -0.56340000 1.76650000 1.76640000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 262351105.76000000 1556561.00000000 Rule 17e-1 (17 CFR 270.17e-1) 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 ICE Data Services, Inc. 13-3668779 Tax ID 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 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 809832039.08000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1020769645.66000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 243904389.38000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 95822259.25000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 460898157.12000000 Oppenheimer & Co. Inc. 8-4077 000000249 254900VH02JQR2L8XD64 96269921.92000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 457221186.64000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 364868011.36000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 537796725.76000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 349230067.58000000 4642691326.80000000 N 4167566683.02000000 Committed 200000000.00000000 N N N SPDR Bloomberg Barclays Short Term High Yield Bond ETF S000036414 549300YI2V5ELVW58659 N 1 0 0 Exchange-Traded Fund N N 0.94490000 0.54350000 0.56450000 0.56450000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 310196624.88000000 2368839.00000000 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. 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 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 (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES 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 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 239139801.82000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 378497026.78000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 539125650.24000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 2445946871.98000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 167268027.67000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 701435123.25000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 323255772.26000000 Jane Street Capital, LLC 8-52275 000103782 549300ZM16HMPEPNV857 246328572.74000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 722847540.05000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 229484815.04000000 6933382256.25000000 N 3116091720.80000000 Committed 200000000.00000000 N N N SPDR S&P Kensho Clean Power ETF S000063360 549300I57QWRCY86R962 N 1 0 0 Exchange-Traded Fund N N 0.76270000 0.31160000 0.26410000 0.26450000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 3190440.29000000 201504.00000000 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. 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 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 209.38000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 55.86000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 59.95000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 7.66000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 65.11000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 41.44000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 25.14000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 42.63000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 5961.89000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 12.49000000 6481.55000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 2943679.44000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 431436.84000000 3375116.28000000 N 15389398.99000000 N N N SPDR Russell 1000 Momentum Focus ETF S000051788 5493006G2KQ346T5MK30 N 1 0 0 Exchange-Traded Fund N N -0.02440000 -0.22580000 0.11310000 0.11320000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 8836706.47000000 47319.00000000 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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID 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 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 83.08000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 142.85000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 175.48000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 73.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 27547.23000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 106.65000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 76.52000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 28355.13000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 184.65000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 93.06000000 57008.53000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 30943740.23000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 11513.14000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 845.72000000 30995699.09000000 N 374404706.21000000 N N N SPDR SSGA US Large Cap Low Volatility Index ETF S000039794 549300MJKU3HR8WPP084 N 1 0 0 Exchange-Traded Fund Y Y 0.13420000 0.01280000 0.14310000 0.14320000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 9382037.89000000 24690.00000000 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. 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 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 276.40000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 69.84000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 63.75000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 39.50000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 43.50000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 117.70000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 318.41000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 16266.93000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 76.50000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 66.00000000 17391.61000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 61576921.56000000 61576921.56000000 N 817930731.45000000 N N N SPDR(R) Portfolio S&P 500 ETF S000006983 5493004K4F0RL72RIJ47 N 1 0 0 Exchange-Traded Fund Y Y -0.08850000 -0.11990000 0.41180000 0.41180000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 21305263.90000000 75782.00000000 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. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 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 (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL 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) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 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 3999.21000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 774.26000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 48873.19000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 853.77000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 14250.18000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1073.51000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 1076.03000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1037.94000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1931.74000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 696.31000000 74961.86000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 126000.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2222740.00000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 304090210.91000000 306666149.21000000 N 3657399851.57000000 N N N SPDR(R) S&P(R) Telecom ETF S000012323 549300HDKY7AYIBLN989 N 1 0 0 Exchange-Traded Fund N N 0.01950000 -0.33220000 0.09190000 0.09210000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 5142421.42000000 10188.00000000 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 Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID 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 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 21.68000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 6.33000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 194.10000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2851.70000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3095.48000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 70.25000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 12.75000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 7.50000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 0.75000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 0.75000000 6261.29000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 6015.83000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 3388495.30000000 3394511.13000000 N 49916071.14000000 N N N SPDR S&P Kensho New Economies Composite ETF S000063362 549300KEUQ5Q8PC88Y95 N 1 0 0 Exchange-Traded Fund N N 0.13250000 -0.06810000 0.13090000 0.13100000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 36195389.25000000 890682.00000000 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. 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 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 193139.29000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1398.85000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 46.64000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 86.13000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 45.51000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 437.57000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 318.17000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 160.62000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 301.09000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 198.61000000 196174.55000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 233658.48000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 31302797.31000000 31821180.79000000 N 297786485.79000000 N N N SPDR(R) S&P(R) Semiconductor ETF S000010020 549300BYZ3JA8JJMEJ82 N 1 0 0 Exchange-Traded Fund N N -0.11870000 -0.47000000 0.06390000 0.06420000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 44050792.36000000 94401.00000000 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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 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 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 12.26000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 32.93000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 43.54000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 3.68000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 8.75000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 46.02000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 27022.65000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 34.13000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 7333.90000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 5.15000000 34543.01000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 55559572.03000000 55559572.03000000 N 407482614.04000000 N N N SPDR(R) S&P Regional Banking(SM) ETF S000012325 549300EFWJBKUN6WJX52 N 1 0 0 Exchange-Traded Fund N N 0.23310000 -0.11840000 0.22520000 0.22550000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 44336224.71000000 55788.00000000 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. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 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 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 61062.68000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 657.75000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 28851.45000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 774.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 3061.25000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 1298.26000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1297.00000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 3322.72000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 804.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 43211.28000000 146106.09000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 212770718.20000000 212770718.20000000 N 1666179349.59000000 N N N SPDR Dorsey Wright Fixed Income Allocation ETF S000053038 549300XL7BCUKWK3TU09 N 1 0 0 Exchange-Traded Fund Fund of Funds N N 0.02250000 -0.28880000 0.05450000 0.05460000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 17669257.58000000 200701.00000000 Rule 32a-4 (17 CFR 270.32a-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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 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 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 2525.50000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 110260.25000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 15.75000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 16841.57000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 9.75000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 143.25000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 14.25000000 Broadcort Capital Corp. 8-29204 000013456 0000000000 152.39000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 10.75000000 129973.46000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 7444700.72000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 258539.40000000 7703240.12000000 N 127519583.48000000 N N N SPDR(R) S&P(R) Health Care Services ETF S000012331 549300JPXFHZOFFNSZ24 N 1 0 0 Exchange-Traded Fund N N 0.02620000 -0.32530000 0.06100000 0.06130000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 9688456.90000000 35695.00000000 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 Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID 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 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 4362.71000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 4.05000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 231.37000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 13.09000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4578.82000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 17.03000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 5.35000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 4.81000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 13.97000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 71.94000000 9305.59000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 12755110.11000000 12755110.11000000 N 86920001.05000000 N N N SPDR(R) Portfolio Short Term Treasury ETF S000019665 549300CVHDNMTIUMZ693 N 1 0 0 Exchange-Traded Fund N N 0.04540000 -0.01580000 0.11230000 0.11230000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 121580902.35000000 580250.00000000 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 Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 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 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 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 70441040.27000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 58946326.48000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 340686442.63000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 279659230.63000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 197776780.65000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 190641623.53000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 223972375.02000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 919720005.62000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 163188621.89000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 202926761.46000000 2758010573.11000000 N 2132834471.05000000 N N N SPDR Portfolio S&P 500 Growth ETF S000006984 549300VUPJJVH7HVPB06 N 1 0 0 Exchange-Traded Fund N N -0.03860000 -0.08000000 0.09250000 0.09250000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 20932630.66000000 33681.00000000 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 Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 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) 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) 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 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 6288.50000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 236.45000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 236.90000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 518.99000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1477.34000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 330.32000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1009.72000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3465.26000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 489.75000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 217497.69000000 231737.37000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1988930.00000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 331359379.09000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 84000.00000000 333432309.09000000 N 6002199540.35000000 N N N SPDR(R) Portfolio Intermediate Term Treasury ETF S000017328 54930015OAED5PVKCK44 N 1 0 0 Exchange-Traded Fund N N 0.03870000 -0.02260000 0.12060000 0.12060000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 84071536.69000000 412505.00000000 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. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 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 0.00000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 56586726.56000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 96957427.35000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 66122686.24000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 53230914.95000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 65817813.29000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 152990938.50000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 30040410.15000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 117857892.08000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 56221827.36000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 139009420.88000000 883111777.93000000 N 1676774717.46000000 N N N SPDR(R) S & P 400 Mid Cap Growth ETF S000006987 549300EEEDESCGSS7N72 N 1 0 0 Exchange-Traded Fund N N -0.05240000 -0.20390000 0.06940000 0.06950000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 119254868.22000000 263141.00000000 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. 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 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 3327.78000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 192.39000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 9037.91000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 159.42000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 73.00000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 326.50000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1135.92000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 11282.38000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 238263.02000000 Cantor Fitzgerald & Co. 8-201 000000134 5493004J7H4GCPG6OB62 201.50000000 264059.82000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 165432805.67000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1156206.12000000 166589011.79000000 N 1684687299.45000000 N N N SPDR MSCI USA StrategicFactors ETF S000048346 5493000KV6EWZ4X3E691 N 1 0 0 Exchange-Traded Fund N N -0.04920000 -0.20050000 0.09900000 0.09910000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 3587106.41000000 14520.00000000 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. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 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 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 128.85000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 10370.73000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 208.14000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 119.84000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 19623.53000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 224.38000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 176.08000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 143.19000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 384.15000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 330.25000000 31869.23000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 60754567.80000000 60937960.80000000 N 594989305.68000000 N N N SPDR(R) S & P 600 Small Cap ETF S000006989 5493007OO1K0YLD9NV09 N 1 0 0 Exchange-Traded Fund N N 0.14060000 0.02780000 0.11120000 0.11130000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 107466178.49000000 780501.00000000 Rule 32a-4 (17 CFR 270.32a-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 ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 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 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 5166.50000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 1714.76000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 6481.07000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 6098.71000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 40882.55000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 21891.86000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2105.20000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 37156.22000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 1395.47000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 820.81000000 125236.78000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 225935.26000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 270091.59000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 118137.31000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 114314.63000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 208772.25000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 116324890.44000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 246969.06000000 129560785.54000000 N 1190433437.68000000 N N N SPDR SSGA Gender Diversity Index ETF S000053058 549300ISGTO6085ZQC34 N 1 0 0 Exchange-Traded Fund Y Y 0.00750000 -0.19410000 0.12100000 0.12110000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 2646320.88000000 5719.00000000 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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 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 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 132.57000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 91.22000000 Broadcort Capital Corp. 8-29204 000013456 0000000000 31.51000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 187.78000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 159.66000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 296.25000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 127.95000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 31007.94000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 69.30000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 100.06000000 32213.99000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 15866842.60000000 15866842.60000000 N 179667362.31000000 N N N SPDR S&P 1500 Momentum Tilt ETF S000033832 549300NWI9BNQYU67S03 N 1 0 0 Exchange-Traded Fund N N 0.00070000 -0.12080000 0.14050000 0.14050000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 350627.16000000 1145.00000000 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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 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 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 15.18000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2240.88000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 35.78000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 15.11000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 616.80000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 23.46000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 43.05000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 16.16000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 44.44000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2031.25000000 5109.81000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 73.03000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 15.37000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 5244887.83000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 11865.14000000 5283768.37000000 N 55159146.56000000 N N N SPDR S&P 500 Fossil Fuel Reserves Free ETF S000051701 5493001QDWGM6BYIVG20 N 1 0 0 Exchange-Traded Fund N N -0.11190000 -0.31320000 0.09820000 0.09830000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 2102664.91000000 9760.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) 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 Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 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 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1338.80000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 798.92000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 69.21000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 71.26000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 136.51000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 34.28000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 39.47000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 147.01000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 45.56000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 82.26000000 2827.83000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 31997066.67000000 32038426.67000000 N 444741954.22000000 N N N SPDR(R) S&P(R) Aerospace & Defense ETF S000012318 5493006TZ0473G1GOE68 N 1 0 0 Exchange-Traded Fund N N -0.01550000 -0.36700000 0.15470000 0.15480000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 66524168.69000000 205988.00000000 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 ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 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 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 512.67000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 114287.51000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 461.08000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 2105.73000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 382.47000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 101035.93000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 64.88000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 1800.39000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 600.49000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 45.20000000 221346.55000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 316199900.68000000 316199900.68000000 N 1662907228.56000000 N N N SPDR(R) S&P Insurance ETF S000006979 5493000JPXJASDQETJ56 N 1 0 0 Exchange-Traded Fund N N 0.03010000 -0.32150000 0.16000000 0.16030000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 5678965.43000000 9314.00000000 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 Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 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 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 344.46000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 9507.22000000 Broadcort Capital Corp. 8-29204 000013456 0000000000 46.20000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 4680.06000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 228.43000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 24.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 42.20000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 315.45000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 19671.83000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1083.30000000 36011.40000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 56580238.93000000 56580238.93000000 N 812345685.05000000 N N N SPDR(R) Wells Fargo Preferred Stock ETF S000026152 549300DLQEVIC6XUR013 N 1 0 0 Exchange-Traded Fund N N 0.21300000 -0.23840000 0.32810000 0.32830000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 29225774.26000000 1534351.00000000 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 Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 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 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 Itg LLC 8-44218 000029299 549300S41SMIODVIT266 214.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1244.50000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 255.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1441.22000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 24574.42000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 515.75000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 873.00000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 149010.97000000 Cantor Fitzgerald & Co. 8-201 000000134 5493004J7H4GCPG6OB62 117.00000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 25686.51000000 204064.87000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 317598427.80000000 317598427.80000000 N 1022014183.51000000 N N N SPDR(R) Portfolio S&P 600 Small Cap ETF S000041317 549300NYZX301TBLUJ08 N 1 0 0 Exchange-Traded Fund Y Y 0.00420000 -0.04710000 1.88060000 1.88070000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 116397226.47000000 1506207.00000000 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. 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 (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 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 4847.22000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 17763.77000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 6465.39000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1448.96000000 Scotia Capital (USA) Inc. 8-3716 000002739 549300BLWPABP1VNME36 3132.61000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 8411.72000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 4760.72000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 102469.11000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 639687.98000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 4925.40000000 796207.22000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 196697207.26000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 22170.01000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 202259.16000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 470334.92000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 5091.43000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 339647.28000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1883900.71000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 762792.58000000 Scotia Capital (USA) Inc. 8-3716 000002739 549300BLWPABP1VNME36 140090.32000000 214829832.67000000 N 1606257588.12000000 N N N SPDR Portfolio Long Term Corporate Bond ETF S000022924 5493005PBSB4DEK8L973 N 1 0 0 Exchange-Traded Fund N N -0.20920000 -0.28060000 0.44110000 0.44110000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 9052525.22000000 34986.00000000 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 Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 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 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 16148900.46000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 34066901.41000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 31389517.98000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 22262213.42000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 13139306.21000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 146465715.24000000 Jane Street Capital, LLC 8-52275 000103782 549300ZM16HMPEPNV857 16881253.56000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 31793904.72000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 32171093.40000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 18526677.45000000 441247817.62000000 N 659330451.59000000 Committed 200000000.00000000 N N N SPDR(R) NYSE Technology ETF S000006980 549300PS44ZVKSLTMI64 N 1 0 0 Exchange-Traded Fund N N -0.22520000 -0.57660000 0.08510000 0.08540000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 5931394.92000000 10775.00000000 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 Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 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 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 11.40000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 13817.51000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4.25000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 8.65000000 13841.81000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 9552079.48000000 9552079.48000000 N 365752319.83000000 N N N SPDR S&P Internet ETF S000054130 549300EWA1PPL2GSL870 N 1 0 0 Exchange-Traded Fund N N 0.36200000 0.00990000 0.11970000 0.11990000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 5194376.19000000 80803.00000000 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. 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 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 80.07000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 154.15000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1.71000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2941.19000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1998.64000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 27.75000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 3.43000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 4.23000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 0.63000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 0.32000000 5212.12000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 3029201.02000000 3381791.02000000 N 21904189.70000000 N N N SPDR Portfolio Long Term Treasury ETF S000017329 549300GYQKAMF6JUVI06 N 1 0 0 Exchange-Traded Fund N N 0.02720000 -0.03430000 0.26110000 0.26110000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 152807669.12000000 700461.00000000 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. 13-3668779 Tax ID 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 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 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 29693928.38000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 7944296.32000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 163027444.11000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 19824990.93000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 157181648.99000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 9695832.03000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 34497119.14000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 137303686.30000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 28477153.22000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 112163002.61000000 710453298.88000000 N 2181125916.45000000 N N N SPDR(R) S&P(R) Homebuilders ETF S000010019 549300MSE80LL1UJS132 N 1 0 0 Exchange-Traded Fund N N 0.32370000 -0.02770000 0.41630000 0.41630000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 45151208.61000000 84808.00000000 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. 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 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 Broadcort Capital Corp. 8-29204 000013456 0000000000 102.20000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 120.60000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 96.15000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 8843.32000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 9829.70000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 35.25000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 135.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 21.75000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 641.88000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 74.48000000 19902.58000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 49036885.01000000 49036885.01000000 N 718546888.97000000 N N N SPDR S&P Kensho Intelligent Structures ETF S000059700 549300NU6BFND7H5CN84 N 1 0 0 Exchange-Traded Fund N N 0.38100000 -0.07060000 0.15240000 0.15270000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 593331.64000000 14024.00000000 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 ICE Data Services, Inc. 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 2.59000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1258.01000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 16.78000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 0.38000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 5.84000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 7.92000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 0.90000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 0.33000000 1292.75000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 759904.23000000 759904.23000000 N 8154698.14000000 N N N SPDR Bloomberg Barclays Investment Grade Floating Rate ETF S000034874 549300QJ0FR0L0XRBI28 N 1 0 0 Exchange-Traded Fund N N -0.34900000 -0.50060000 0.26430000 0.26430000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 41974589.45000000 127554.00000000 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 Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 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) 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 0.00000000 Mizuho Securities USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 215262771.20000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 65350141.60000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 67036007.30000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 56961756.83000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1718186367.59000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 51272022.50000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 70819785.41000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 66439410.08000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 70237955.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 104804607.84000000 2867799453.61000000 N 3354110567.31000000 Committed 200000000.00000000 N N N SPDR Russell 1000 Yield Focus ETF S000051787 549300CI0TUJ2F2U6A41 N 1 0 0 Exchange-Traded Fund N N -0.06100000 -0.26250000 0.25410000 0.25420000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 7054695.17000000 36663.00000000 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 Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 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 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 854.72000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 465.75000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 502.35000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 240.45000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 66072.86000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 177.86000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 557.17000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 484.60000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 375.32000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 326.96000000 70064.31000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 57078214.17000000 57078214.17000000 N 413129531.04000000 N N N SPDR(R) Portfolio S&P 1500 Composite Stock Market ETF S000006973 549300JAJ4RW35D8TD75 N 1 0 0 Exchange-Traded Fund Y Y -0.15090000 -0.18250000 0.43710000 0.43710000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 67103829.97000000 378795.00000000 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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 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) 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 Rosenblatt Securities Inc. 8-24255 000018377 549300KXQP6H4QO07E91 857.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1880.34000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 376.06000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 88163.83000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2644.24000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 4084.84000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 931.55000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 2125.36000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 402.50000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 27841.57000000 129775.86000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 324875029.93000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 87407.45000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 10957.58000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 875942.50000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2846.59000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 106934.39000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 16.60000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 9342.05000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 4011.37000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 98609.67000000 329317132.13000000 N 3602672581.20000000 N N N SPDR Portfolio High Yield Bond ETF S000036938 549300B3SM8J1H4W2052 N 1 0 0 Exchange-Traded Fund N N 0.46930000 0.31790000 1.77370000 1.77360000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 6954197.76000000 52373.00000000 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 Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID 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 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 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 2876469.11000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 4908665.06000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 7428695.94000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 12327253.85000000 Jane Street Capital, LLC 8-52275 000103782 549300ZM16HMPEPNV857 7441309.18000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 10001141.70000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 7067976.51000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 5730599.51000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 10344914.42000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 57135963.19000000 143502737.82000000 N 86752613.91000000 Committed 200000000.00000000 N N N SPDR Portfolio Aggregate Bond ETF S000017334 549300E2D1JKWI3P9D54 N 1 0 0 Exchange-Traded Fund N N -0.16700000 -0.20840000 0.27600000 0.27600000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 228699374.65000000 1058534.00000000 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 Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 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) 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 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 3189430874.46000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 574193850.87000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1095556868.97000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1779445137.80000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1308124153.62000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1062214326.09000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 167039344.80000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 466504652.46000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 807316399.54000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1647068812.86000000 12729868776.91000000 N 4802863662.61000000 Committed 200000000.00000000 N N N SPDR(R) Bloomberg Barclays 1-3 Month T-Bill ETF S000017326 549300GQCVCME1YJ6B50 N 1 0 0 Exchange-Traded Fund N N -0.02220000 -0.15790000 0.08440000 0.08440000 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 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 ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 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) 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 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 45707630400.90000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 26036604098.74000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 20343450680.29000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 2433434717.20000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 22727001656.20000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 15247940158.67000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 38074844238.68000000 170570905950.68000000 N 11719336301.14000000 N N N SPDR(R) Global Dow ETF S000006975 549300PK19O19RLNLJ50 N 1 0 0 Exchange-Traded Fund N N 0.69430000 0.19280000 0.90360000 0.90340000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 1605742.09000000 8567.00000000 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 Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Societa per Azioni 529900SS7ZWCX82U3W60 IT 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) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE 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) 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) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL 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) 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) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y 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) 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) The Standard Bank of South Africa Limited QFC8ZCW3Q5PRXU1XTM60 ZA 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) 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 A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch) 25490016G0WR60ANOK04 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch) 7LTWFZYICNSX8D621K86 IN 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) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y 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 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 62.56000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 127.83000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 21.39000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 30.95000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2383.71000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 51.81000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 19.90000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 43.26000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 47.25000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 70.91000000 2947.07000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 163140.83000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 8095607.18000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 76203.48000000 8334951.49000000 N 85549108.17000000 N N N SPDR Bloomberg Barclays 1-10 Year TIPS ETF S000040742 549300SS31WHLX0B1I97 N 1 0 0 Exchange-Traded Fund N N 0.02730000 -0.12410000 0.04190000 0.04190000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 14090864.16000000 57933.00000000 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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID 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 0.00000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 45881057.60000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 42901638.29000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 296659.71000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 55204302.48000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 4341458.17000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 7707197.30000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 5875194.55000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 4358281.68000000 166565789.78000000 N 343815594.27000000 N N N SPDR(R) S&P(R) Pharmaceuticals ETF S000012321 549300YVZ2R8N1KQH698 N 1 0 0 Exchange-Traded Fund N N 0.25720000 -0.09410000 0.16550000 0.16560000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 36468266.54000000 296001.00000000 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 Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 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 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 72.23000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 9339.31000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 7666.56000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 24.73000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1192.70000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 53.80000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 13930.31000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 136.54000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 104.48000000 32520.66000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 24795610.09000000 24795610.09000000 N 207402901.62000000 N N N SPDR FactSet Innovative Technology ETF S000051577 549300QKQUSG5PA4JL78 N 1 0 0 Exchange-Traded Fund N N -0.15950000 -0.61110000 0.12680000 0.12680000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 15548349.89000000 61947.00000000 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 Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 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 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 77.50000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1.63000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 19424.46000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 71.24000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 146.36000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 95.18000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2.31000000 Weeden & Co. L.P. 8-37267 000016835 549300OYBLKSN8M8EW67 13.71000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 89.91000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 65.70000000 19988.59000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 5188467.98000000 5875202.98000000 N 74646008.12000000 N N N SPDR(R) S&P(R) Oil & Gas Exploration & Production ETF S000012319 5493001H1FSSB667C124 N 1 0 0 Exchange-Traded Fund N N 0.39570000 0.04430000 0.20760000 0.20810000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 266168240.76000000 6885524.00000000 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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID 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 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 3736.10000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 4766.25000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 208854.39000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 9357.05000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 3106.25000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 3292.60000000 Weeden & Co. L.P. 8-37267 000016835 549300OYBLKSN8M8EW67 2425.50000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 4178.33000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 236566.88000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 165581.05000000 645567.60000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 630969914.54000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 78783.96000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 16722092.92000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 120318.14000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 162273.22000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 37581083.91000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 68553.51000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 16534399.38000000 Weeden & Co. L.P. 8-37267 000016835 549300OYBLKSN8M8EW67 100460.50000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 94736.28000000 702578490.90000000 N 2047505137.83000000 N N N SPDR(R) S&P(R) Transportation ETF S000012324 549300NEBH6N1XRC0E14 N 1 0 0 Exchange-Traded Fund N N 0.17240000 -0.17900000 0.17780000 0.17800000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 9458678.70000000 84311.00000000 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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID 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) 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 696.77000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 4.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1665.60000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 17.20000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 49.50000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2791.50000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 33.60000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 964.30000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 53.25000000 6276.22000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 17062070.90000000 17062070.90000000 N 129175327.27000000 N N N SPDR Portfolio S&P 500 High Dividend ETF S000050968 549300PQC2CS3IA6B871 N 1 0 0 Exchange-Traded Fund N N 0.08330000 0.01180000 0.23900000 0.23910000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 95962633.89000000 206181.00000000 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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID 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 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 2238.95000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 8324.96000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 60151.17000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 11837.84000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 8401.47000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 7448.43000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 155383.37000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 14076.50000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 35161.67000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 117838.31000000 427320.50000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 349217988.45000000 351310628.45000000 N 1916544720.23000000 N N N SPDR(R) S & P 600 Small Cap Value ETF S000006974 54930083GEURQVBVY896 N 1 0 0 Exchange-Traded Fund N N 0.24480000 0.09330000 0.20540000 0.20550000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 215773830.30000000 2057902.00000000 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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID 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 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 4305.45000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 705108.19000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 23924.31000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 29993.98000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2868.40000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 13179.47000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 22634.01000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 3932.24000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 34541.40000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 9944.15000000 856105.47000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 79388.57000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1089821.65000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 386655.94000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1454213.83000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 424467.70000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 283626794.25000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 433706.92000000 290429416.86000000 N 2141153375.54000000 N N N SPDR(R) S & P 400 Mid Cap Value ETF S000006988 5493007LRKIGGN363454 N 1 0 0 Exchange-Traded Fund N N 0.05330000 -0.09830000 0.15790000 0.15800000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 95250574.77000000 434171.00000000 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. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 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 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 377.94000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 3653.05000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 1212.94000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1741.92000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 254653.94000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1777.56000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 13671.53000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 986.56000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 525.38000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 10307.46000000 289624.05000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1164317.62000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 154939648.80000000 156103966.42000000 N 1362840555.41000000 N N N SPDR(R) Dow Jones REIT ETF S000006976 54930077YVRJPO64VF50 N 1 0 0 Exchange-Traded Fund N N -0.07800000 -0.32960000 0.17440000 0.17450000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 87398004.30000000 308555.00000000 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 Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 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 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 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 19939.70000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 113492.34000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1771.50000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 2263.10000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 1397.25000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1915.85000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 902.25000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 1452.34000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 6699.95000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2628.77000000 153401.25000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 321246890.81000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 344657.70000000 321591548.51000000 N 2212000708.35000000 N N N SPDR(R) Portfolio Mortgage Backed Bond ETF S000022922 549300RAN9OO0VDPBS19 N 1 0 0 Exchange-Traded Fund N N 0.06010000 0.01910000 0.74110000 0.74110000 N 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) 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 Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID 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 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 751.50000000 751.50000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 2392513515.61000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 820214386.65000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1461630318.83000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 704448091.45000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 636055675.94000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 980244050.36000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1172489598.19000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 315394259.72000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 122772615.25000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 679808243.65000000 9639519904.55000000 N 1104095203.04000000 Committed 200000000.00000000 N N N SPDR(R) S&P(R) Health Care Equipment ETF S000012330 549300PX2BGUPCPWDG61 N 1 0 0 Exchange-Traded Fund N N -0.04060000 -0.39220000 0.02410000 0.02420000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 53991265.48000000 133156.00000000 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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID 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) 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 199.80000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 3.11000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 0.67000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 36908.83000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 32155.14000000 Virtu Itg LLC 8-44218 000029299 549300S41SMIODVIT266 17.56000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 13490.43000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2.60000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 10.08000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2.89000000 82791.24000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 10165818.90000000 10165818.90000000 N 545516581.40000000 N N N SPDR(R) Nuveen Bloomberg Barclays Municipal Bond ETF S000017333 54930090LRDSZWQ4P385 N 1 0 0 Exchange-Traded Fund N N -0.31680000 -0.54680000 1.31830000 1.31830000 N 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) Y Y 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 ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 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 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 52301052.80000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 43350357.90000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 47313224.35000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 43895695.20000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 67617394.75000000 Siebert Williams Shank & Co., LLC 8-49877 000042568 254900VTARX8RAY9QK77 213674697.80000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 738710300.17000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 124091099.80000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 172819777.35000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 20189336.15000000 1709012805.96000000 N 3076384450.56000000 Committed 200000000.00000000 N N N SPDR(R) Nuveen Bloomberg Barclays High Yield Municipal Bond ETF S000028870 54930036TY0W1EQHEK50 N 1 0 0 Exchange-Traded Fund N N -1.02840000 -1.37980000 1.95080000 1.95080000 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 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 Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 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 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 65754783.38000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 7504964.95000000 B. C. Ziegler And Company 8-94 000000061 549300NLEOFP92P38Q71 7867274.85000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 74993993.73000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 24423673.25000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 37893710.75000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 12766636.85000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 30967184.80000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 326794893.19000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 14226672.30000000 678221982.25000000 N 980279757.32000000 Committed 200000000.00000000 N N N SPDR(R) Portfolio TIPS ETF S000017330 5493005MJ79DAO7AOD07 N 1 0 0 Exchange-Traded Fund N N 0.05490000 -0.07320000 0.04620000 0.04610000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 176022576.14000000 713055.00000000 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 IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 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 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 21229936.11000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 13070817.31000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 197428710.06000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 6124901.79000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 43131386.44000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 12679855.44000000 Bofa Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 396852.52000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 208252432.75000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 231889189.84000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 17673993.83000000 751878076.09000000 N 1713544701.82000000 N N N SPDR(R) S & P 600 Small Cap Growth ETF S000006990 Y 50000.00000000 3.30147058 17.10061723 96.69852941 17.10061723 0.58044776 1.74923224 99.41955223 1.74923224 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 S&P Kensho Clean Power ETF S000063360 N 10000.00000000 0.04363636 0.03430986 99.95636363 0.03430986 -2.00666666 3.90985762 102.00666666 3.90985762 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 10000.00000000 1.56964912 13.27053125 98.43035087 13.27053125 -0.73111111 2.42613089 100.73111111 2.42613089 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) Oil & Gas Exploration & Production ETF S000012319 Y 50000.00000000 0.01799117 0.10115562 99.98200883 0.10115562 0.01613034 0.06757380 99.98386965 0.06757380 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 Barclays Short Term Municipal Bond ETF S000017327 Y 100000.00000000 42.28432432 49.99715504 57.71567567 49.99715504 -1.21083333 4.48856417 101.21083333 4.48856417 0.00000000 250.00000000 0.02190426 0.00000000 250.00000000 0.05005293 0.00000000 250.00000000 0.00022603 0.00000000 250.00000000 0.02001922 Y SPDR(R) Portfolio Short Term Treasury ETF S000019665 Y 100000.00000000 0.89966887 8.15916257 99.10033112 8.15916257 0.10727272 0.07212275 99.89272727 0.07212275 0.00000000 250.00000000 0.00038423 0.00000000 250.00000000 0.03001160 0.00000000 250.00000000 0.00005092 0.00000000 250.00000000 0.04477892 Y SPDR(R) Portfolio Mortgage Backed Bond ETF S000022922 N 100000.00000000 85.55920454 35.01035916 14.44079545 35.01035916 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 250.00000000 0.05020489 0.00000000 250.00000000 0.05793738 0.00000000 250.00000000 0.34249998 0.00000000 250.00000000 0.34249998 N SPDR S&P Kensho Final Frontiers ETF S000063361 N 10000.00000000 -0.03500000 0.17773831 100.03500000 0.17773831 -2.66500000 5.59014907 102.66500000 5.59014907 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) Dividend ETF S000006981 Y 50000.00000000 3.04040404 17.22743640 96.95959595 17.22743640 0.00692622 0.09871175 99.99307377 0.09871175 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 30.90198924 7.51102906 69.09801075 7.51102906 32.14360465 7.81781538 67.85639534 7.81781538 0.00000000 500.00000000 0.01597132 0.00000000 500.00000000 0.05027109 0.00000000 500.00000000 0.02130411 0.00000000 500.00000000 0.05523178 N SPDR(R) Global Dow ETF S000006975 Y 25000.00000000 1.29000000 0.00000000 98.71000000 0.00000000 -0.90666666 4.42816365 100.90666666 4.42816365 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 Bloomberg Barclays 1-10 Year TIPS ETF S000040742 Y 100000.00000000 -0.29062500 1.25164142 100.29062500 1.25164142 -0.28666666 0.18770544 100.28666666 0.18770544 0.00000000 50.00000000 0.00040285 0.00000000 50.00000000 0.05005636 0.00000000 50.00000000 0.00003712 0.00000000 0.00000000 0.00000000 Y SPDR(R) Bloomberg Barclays Convertible Securities ETF S000022925 Y 100000.00000000 -1.81655172 68.52879891 101.81655172 68.52879891 0.33402597 2.12495960 99.66597402 2.12495960 0.00000000 500.00000000 0.01467975 0.00000000 500.00000000 0.25535935 0.00000000 500.00000000 0.00136168 0.00000000 500.00000000 0.14980022 Y SPDR(R) Nuveen Bloomberg Barclays Municipal Bond ETF S000017333 Y 100000.00000000 7.50840909 29.82328690 92.49159090 29.82328690 -2.68888888 3.16718076 102.68888888 3.16718076 0.00000000 250.00000000 0.00955243 0.00000000 250.00000000 0.09985840 0.00000000 250.00000000 0.00005713 0.00000000 250.00000000 0.04930443 Y SPDR Portfolio Short Term Corporate Bond ETF S000019666 Y 100000.00000000 0.06807843 6.81340542 99.93192156 6.81340542 3.83347368 14.29091183 96.16652631 14.29091183 0.00000000 500.00000000 0.00198052 0.00000000 500.00000000 0.20002696 0.00000000 500.00000000 0.00384508 0.00000000 500.00000000 0.10023512 Y SPDR SSGA US Large Cap Low Volatility Index ETF S000039794 N 10000.00000000 2.16795620 14.69226237 97.83204379 14.69226237 0.01366336 0.10954198 99.98633663 0.10954198 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 Small Cap Low Volatility Index ETF S000039795 N 10000.00000000 3.31883333 18.10492798 96.68116666 18.10492798 -0.00545454 0.08010274 100.00545454 0.08010274 0.00000000 300.00000000 0.00000000 0.00000000 300.00000000 0.00000000 0.00000000 300.00000000 0.00000000 0.00000000 300.00000000 0.00000000 Y SPDR S&P 1500 Momentum Tilt ETF S000033832 N 25000.00000000 -0.03375000 0.06412877 100.03375000 0.06412877 -0.08400000 0.30574499 100.08400000 0.30574499 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 Y SPDR Portfolio Long Term Treasury ETF S000017329 Y 100000.00000000 0.10564356 0.17969093 99.89435643 0.17969093 0.14914285 0.37919725 99.85085714 0.37919725 0.00000000 500.00000000 0.00006637 0.00000000 500.00000000 0.05671494 0.00000000 500.00000000 0.00012043 0.00000000 500.00000000 0.05800856 Y SPDR(R) Dow Jones REIT ETF S000006976 Y 25000.00000000 0.14035714 0.18033881 99.85964285 0.18033881 0.05918604 0.35953962 99.94081395 0.35953962 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(R) S&P(R) Telecom ETF S000012323 N 25000.00000000 0.77750000 1.55502143 99.22250000 1.55502143 0.70000000 1.38906443 99.30000000 1.38906443 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) Metals & Mining ETF S000012333 N 50000.00000000 0.00856382 0.05288026 99.99143617 0.05288026 0.01162303 0.05629793 99.98837696 0.05629793 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 Services ETF S000012331 N 10000.00000000 0.03250000 0.11071051 99.96750000 0.11071051 -0.07666666 0.47568196 100.07666666 0.47568196 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 0.03747619 0.16030344 99.96252380 0.16030344 0.03518907 0.14273333 99.96481092 0.14273333 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) Homebuilders ETF S000010019 N 50000.00000000 0.02641025 0.05093902 99.97358974 0.05093902 0.02860465 0.05750178 99.97139534 0.05750178 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) Transportation ETF S000012324 N 10000.00000000 -0.00257142 0.02660637 100.00257142 0.02660637 -0.01700000 0.03064254 100.01700000 0.03064254 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 Capital Markets ETF S000006978 N 25000.00000000 0.01000000 0.02828427 99.99000000 0.02828427 0.01666666 0.03472838 99.98333333 0.03472838 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 High Dividend ETF S000050968 Y 50000.00000000 1.39926605 11.67406434 98.60073394 11.67406434 0.02358208 0.12487207 99.97641791 0.12487207 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 Intermediate Term Treasury ETF S000017328 Y 100000.00000000 0.15040650 0.23912545 99.84959349 0.23912545 0.13526315 0.20970683 99.86473684 0.20970683 0.00000000 500.00000000 0.00005303 0.00000000 500.00000000 0.04493162 0.00000000 500.00000000 0.00004699 0.00000000 500.00000000 0.04183224 Y SPDR(R) Portfolio TIPS ETF S000017330 Y 100000.00000000 -0.55712121 0.58451496 100.55712121 0.58451496 3.37451612 18.11083981 96.62548387 18.11083981 0.00000000 500.00000000 0.00029075 0.00000000 500.00000000 0.08298414 0.00000000 500.00000000 0.00245866 0.00000000 250.00000000 0.06714971 Y SPDR Portfolio S&P 500 Growth ETF S000006984 Y 50000.00000000 -0.00933333 0.36545965 100.00933333 0.36545965 0.02696428 0.18275094 99.97303571 0.18275094 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 S&P Kensho Smart Mobility ETF S000059701 N 10000.00000000 -0.00666666 0.17156145 100.00666666 0.17156145 -1.72857142 3.24152447 101.72857142 3.24152447 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 25000.00000000 -0.02230769 0.01363442 100.02230769 0.01363442 -0.03297297 0.02119550 100.03297297 0.02119550 0.00000000 500.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) S&P(R) Software & Services ETF S000012329 N 10000.00000000 0.13476190 0.27363174 99.86523809 0.27363174 -0.01438596 0.83972788 100.01438596 0.83972788 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 Long Term Corporate Bond ETF S000022924 Y 100000.00000000 0.44448559 3.62881569 99.55551440 3.62881569 -0.17286245 2.87603381 100.17286245 2.87603381 0.00000000 500.00000000 0.01047886 0.00000000 500.00000000 0.79979952 0.00000000 500.00000000 0.00218310 0.00000000 500.00000000 0.23541550 Y SPDR(R) S&P Regional Banking(SM) ETF S000012325 N 50000.00000000 0.03073221 0.15616099 99.96926778 0.15616099 0.02396917 0.11671024 99.97603082 0.11671024 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 ETF S000006989 Y 25000.00000000 2.38666666 14.88569722 97.61333333 14.88569722 0.33307692 2.26025292 99.66692307 2.26025292 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 Y SPDR S&P Internet ETF S000054130 N 10000.00000000 -0.10000000 0.01414213 100.10000000 0.01414213 -0.65368421 2.69294388 100.65368421 2.69294388 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 Intelligent Structures ETF S000059700 N 10000.00000000 -0.02500000 0.04949747 100.02500000 0.04949747 -2.04666666 4.79339406 102.04666666 4.79339406 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 Corporate Bond ETF S000031836 Y 50000.00000000 1.37482758 1.67919755 98.62517241 1.67919755 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 500.00000000 0.00254743 0.00000000 500.00000000 0.21759490 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y SPDR(R) Nuveen Bloomberg Barclays High Yield Municipal Bond ETF S000028870 Y 100000.00000000 2.36898550 14.50235215 97.63101449 14.50235215 5.13454545 9.89913063 94.86545454 9.89913063 0.00000000 250.00000000 0.01036950 0.00000000 250.00000000 0.29680371 0.00000000 250.00000000 0.00621696 0.00000000 250.00000000 0.10006118 Y SPDR(R) S&P Insurance ETF S000006979 Y 50000.00000000 0.04676056 0.02698013 99.95323943 0.02698013 0.06077519 0.16184778 99.93922480 0.16184778 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 Barclays High Yield Bond ETF S000019669 Y 200000.00000000 4.73785299 13.38114991 95.26214700 13.38114991 1.79087452 1.49823955 98.20912547 1.49823955 0.00000000 500.00000000 0.00915666 0.00000000 500.00000000 0.24702226 0.00000000 500.00000000 0.00268691 0.00000000 500.00000000 0.14980594 Y SPDR(R) S&P(R) Health Care Equipment ETF S000012330 N 25000.00000000 -0.00130434 0.01099766 100.00130434 0.01099766 -0.03942307 0.94386234 100.03942307 0.94386234 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 0.21347826 0.05572731 99.78652173 0.05572731 0.16062500 0.23617701 99.83937500 0.23617701 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) Semiconductor ETF S000010020 Y 25000.00000000 0.00316455 0.00981159 99.99683544 0.00981159 -0.05028571 0.36198315 100.05028571 0.36198315 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 100000.00000000 1.83469344 11.77512920 98.16530655 11.77512920 1.94080385 2.37152183 98.05919614 2.37152183 0.00000000 500.00000000 0.00474274 0.00000000 500.00000000 0.19866207 0.00000000 500.00000000 0.00116523 0.00000000 500.00000000 0.05714818 Y SPDR S&P 1500 Value Tilt ETF S000033831 N 10000.00000000 0.27400000 0.14842506 99.72600000 0.14842506 0.84000000 0.00000000 99.16000000 0.00000000 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 Y SPDR(R) S & P 600 Small Cap Value ETF S000006974 Y 50000.00000000 2.29552083 14.33243967 97.70447916 14.33243967 1.22212121 3.02592006 98.77787878 3.02592006 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 S&P Kensho New Economies Composite ETF S000063362 Y 10000.00000000 0.10942528 0.13279951 99.89057471 0.13279951 -0.01000000 0.64500880 100.01000000 0.64500880 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 500 ETF S000006983 Y 50000.00000000 0.14211678 0.12949284 99.85788321 0.12949284 0.12621212 0.16655574 99.87378787 0.16655574 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) Oil & Gas Equipment & Services ETF S000012334 N 50000.00000000 0.01888888 0.06509645 99.98111111 0.06509645 0.01318181 0.07730437 99.98681818 0.07730437 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 High Yield Bond ETF S000036938 Y 100000.00000000 12.12095238 24.75240915 87.87904761 24.75240915 1.92000000 3.64824615 98.08000000 3.64824615 0.00000000 250.00000000 0.01944585 0.00000000 250.00000000 0.24221618 0.00000000 250.00000000 0.00328273 0.00000000 250.00000000 0.15004777 Y SPDR(R) S&P Bank ETF S000006977 N 50000.00000000 0.02590000 0.09063256 99.97410000 0.09063256 0.04031128 0.17631177 99.95968871 0.17631177 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 Barclays 1-3 Month T-Bill ETF S000017326 Y 50000.00000000 0.06476595 0.83777702 99.93523404 0.83777702 -0.01737179 0.04848827 100.01737179 0.04848827 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 400 Mid Cap Value ETF S000006988 Y 50000.00000000 0.04282051 0.14171397 99.95717948 0.14171397 -0.05510204 0.94646958 100.05510204 0.94646958 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(R) S & P 400 Mid Cap Growth ETF S000006987 Y 50000.00000000 0.01454545 0.02936476 99.98545454 0.02936476 0.05068965 0.83203800 99.94931034 0.83203800 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(R) Portfolio S&P 400 Mid Cap ETF S000006986 Y 50000.00000000 0.61259259 7.26903906 99.38740740 7.26903906 -0.03638297 1.46630328 100.03638297 1.46630328 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) Biotech ETF S000010018 Y 25000.00000000 0.76534709 0.89972788 99.23465290 0.89972788 0.85057142 0.95756456 99.14942857 0.95756456 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 Gender Diversity Index ETF S000053058 N 25000.00000000 5.89235294 24.25099831 94.10764705 24.25099831 0.02187500 0.08886084 99.97812500 0.08886084 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 S&P Kensho Future Security ETF S000059702 N 10000.00000000 -0.06333333 0.10181682 100.06333333 0.10181682 -1.98285714 4.14748805 101.98285714 4.14748805 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 Y 50000.00000000 0.04277142 0.10953158 99.95722857 0.10953158 0.02112903 0.63944418 99.97887096 0.63944418 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) Pharmaceuticals ETF S000012321 Y 50000.00000000 0.15370967 0.82274477 99.84629032 0.82274477 -0.19839285 1.48465211 100.19839285 1.48465211 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 600 Small Cap ETF S000041317 Y 50000.00000000 0.57005291 7.27216520 99.42994708 7.27216520 0.00608695 0.43517480 99.99391304 0.43517480 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 StrategicFactors ETF S000048346 Y 10000.00000000 1.95493975 10.92089509 98.04506024 10.92089509 0.89772727 0.17432678 99.10227272 0.17432678 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 Momentum Focus ETF S000051788 N 10000.00000000 -0.09400000 0.14117365 100.09400000 0.14117365 -0.12428571 0.52175527 100.12428571 0.52175527 0.00000000 2000.00000000 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 2000.00000000 0.00000000 Y SPDR FactSet Innovative Technology ETF S000051577 N 10000.00000000 -0.05777777 0.00760116 100.05777777 0.00760116 -0.04400000 0.84142566 100.04400000 0.84142566 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(R) Aerospace & Defense ETF S000012318 Y 25000.00000000 0.00176000 0.01566092 99.99824000 0.01566092 0.02159420 0.25695080 99.97840579 0.25695080 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 Dorsey Wright Fixed Income Allocation ETF S000053038 N 25000.00000000 -0.01111111 0.18602269 100.01111111 0.18602269 -0.03875000 0.19941899 100.03875000 0.19941899 0.00000000 75.00000000 0.00000000 0.00000000 75.00000000 0.00000000 0.00000000 75.00000000 0.00000000 0.00000000 75.00000000 0.00000000 Y SPDR(R) Wells Fargo Preferred Stock ETF S000026152 N 50000.00000000 0.32000000 0.30746776 99.68000000 0.30746776 0.33225000 0.12141236 99.66775000 0.12141236 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 Y 50000.00000000 0.33009433 0.24759604 99.66990566 0.24759604 0.09189655 0.23995947 99.90810344 0.23995947 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 Russell 1000 Yield Focus ETF S000051787 N 10000.00000000 14.30642857 36.30490931 85.69357142 36.30490931 -0.19625000 0.54759050 100.19625000 0.54759050 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 Bloomberg Barclays Short Term High Yield Bond ETF S000036414 Y 300000.00000000 0.88431168 3.93033827 99.11568831 3.93033827 0.56783783 1.82651719 99.43216216 1.82651719 0.00000000 500.00000000 0.00286245 0.00000000 500.00000000 0.24951297 0.00000000 500.00000000 0.00119908 0.00000000 500.00000000 0.14990387 Y SPDR Bloomberg Barclays Investment Grade Floating Rate ETF S000034874 Y 100000.00000000 0.12297297 1.05257379 99.87702702 1.05257379 2.56137681 12.17836331 97.43862318 12.17836331 0.00000000 200.00000000 0.00035028 0.00000000 200.00000000 0.09979830 0.00000000 200.00000000 0.00133937 0.00000000 200.00000000 0.04983666 Y true true