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Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1902.97000000 43874.56000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 11126204.05000000 11126204.05000000 N 337929516.53076923 N N N SPDR MSCI USA Gender Diversity ETF S000053058 549300ISGTO6085ZQC34 N 0 0 0 Exchange-Traded Fund N N -0.04000000 -0.24000000 0.34000000 0.34000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 168007.54000000 3603.00000000 Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4 (17 CFR 270.18f-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N S&P Global Inc. 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LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 90.30000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 151.70000000 10410.71000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 61514718.47000000 61514718.47000000 N 753125277.35538461 N N N SPDR(R) S&P(R) Health Care Services ETF S000012331 549300JPXFHZOFFNSZ24 N 0 0 0 Exchange-Traded Fund N N 0.16000000 -0.19000000 1.09000000 1.09000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 5199888.84000000 50988.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N S&P Global Inc. 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99.75200000 0.14837789 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR FactSet Innovative Technology ETF S000051577 N 10000.00000000 0.03923076 0.03941134 99.96076923 0.03941134 0.02230769 0.01927686 99.97769230 0.01927686 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Portfolio TIPS ETF S000017330 Y 100000.00000000 -1.48545454 1.17183640 101.48545454 1.17183640 -1.86864077 0.97966811 101.86864077 0.97966811 0.00000000 250.00000000 0.00022991 0.00000000 250.00000000 0.11554563 0.00000000 250.00000000 0.00017113 0.00000000 250.00000000 0.69661840 Y SPDR Bloomberg Emerging Markets USD Bond ETF S000068660 N 100000.00000000 3.31250000 1.79460127 96.68750000 1.79460127 0.58000000 0.00000000 99.42000000 0.00000000 0.00000000 700.00000000 0.01471066 0.00000000 700.00000000 0.47126341 0.00000000 700.00000000 0.00086447 0.00000000 700.00000000 0.14904780 Y SPDR Portfolio S&P 500 Growth ETF S000006984 N 50000.00000000 0.07783197 0.08284025 99.92216802 0.08284025 0.09604938 0.07418160 99.90395061 0.07418160 0.00000000 350.00000000 0.00000000 0.00000000 350.00000000 0.00000000 0.00000000 350.00000000 0.00000000 0.00000000 350.00000000 0.00000000 Y SPDR Bloomberg Short Term High Yield Bond ETF S000036414 Y 300000.00000000 0.39037783 0.96580247 99.60962216 0.96580247 0.45060200 0.92945715 99.54939799 0.92945715 0.00000000 500.00000000 0.00108085 0.00000000 500.00000000 0.24860619 0.00000000 500.00000000 0.00071672 0.00000000 500.00000000 0.15025277 Y SPDR(R) Portfolio S&P 600 Small Cap ETF S000041317 N 50000.00000000 0.06512534 0.15772202 99.93487465 0.15772202 0.09183673 0.44124903 99.90816326 0.44124903 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) Portfolio Mortgage Backed Bond ETF S000022922 N 100000.00000000 68.84669354 47.15054232 31.15330645 47.15054232 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 250.00000000 0.03490988 0.00000000 250.00000000 0.05000075 0.00000000 250.00000000 0.04999997 0.00000000 250.00000000 0.04999997 N SPDR(R) S&P(R) Homebuilders ETF S000010019 N 50000.00000000 0.05917452 0.12721259 99.94082547 0.12721259 0.05390476 0.06321535 99.94609523 0.06321535 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Bloomberg High Yield Bond ETF S000019669 Y 200000.00000000 6.72577123 18.64294022 93.27422876 18.64294022 1.70542857 1.30992131 98.29457142 1.30992131 0.00000000 488.47487001 0.00000000 0.00000000 487.47645951 0.00000000 0.00000000 500.00000000 0.00256482 0.00000000 500.00000000 0.15005773 Y SPDR(R) S&P(R) Metals & Mining ETF S000012333 N 50000.00000000 0.03354304 0.34671642 99.96645695 0.34671642 0.03689189 0.35044730 99.96310810 0.35044730 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Semiconductor ETF S000010020 N 25000.00000000 -0.00650000 0.00852936 100.00650000 0.00852936 -0.04965517 0.33656974 100.04965517 0.33656974 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 0.02245283 0.09295964 99.97754716 0.09295964 0.02484375 0.09080452 99.97515625 0.09080452 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Nuveen Bloomberg High Yield Municipal Bond ETF S000028870 Y 200000.00000000 100.00000000 0.00000000 0.00000000 0.00000000 7.33411764 15.18484269 92.66588235 15.18484269 0.00000000 250.00000000 0.40000001 0.00000000 250.00000000 0.40000001 0.00000000 250.00000000 0.00857959 0.00000000 250.00000000 0.09998732 Y SPDR(R) Portfolio Intermediate Term Treasury ETF S000017328 Y 100000.00000000 0.51598901 0.65202715 99.48401098 0.65202715 0.28925000 0.29975521 99.71075000 0.29975521 0.00000000 500.00000000 0.00027398 0.00000000 500.00000000 0.03797382 0.00000000 500.00000000 0.00007553 0.00000000 500.00000000 0.02287641 Y SPDR S&P 500 ESG ETF S000069051 N 25000.00000000 0.08394736 0.09949978 99.91605263 0.09949978 0.09736842 0.19699965 99.90263157 0.19699965 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR MSCI USA Climate Paris Aligned ETF S000076007 N 40000.00000000 0.33500000 0.31500000 99.66500000 0.31500000 0.05000000 0.05000000 99.95000000 0.05000000 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 N 50000.00000000 0.03022222 0.08318624 99.96977777 0.08318624 0.04680000 0.09366835 99.95320000 0.09366835 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) Portfolio S&P 400 Mid Cap ETF S000006986 N 50000.00000000 0.01765895 0.13910535 99.98234104 0.13910535 0.10722222 0.59853808 99.89277777 0.59853808 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 Bank ETF S000006977 N 50000.00000000 0.02285106 0.03759752 99.97714893 0.03759752 0.01344117 0.03426856 99.98655882 0.03426856 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) NYSE Technology ETF S000006980 N 10000.00000000 -0.08509803 0.04662628 100.08509803 0.04662628 -0.15571428 0.18093859 100.15571428 0.18093859 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y SPDR(R) Nuveen Bloomberg Short Term Municipal Bond ETF S000017327 Y 100000.00000000 80.04307692 38.52019817 19.95692307 38.52019817 -3.23037037 3.22014317 103.23037037 3.22014317 0.00000000 250.00000000 0.04846756 0.00000000 250.00000000 0.06000004 0.00000000 250.00000000 0.00002492 0.00000000 250.00000000 0.02008925 Y SPDR S&P Kensho Intelligent Structures ETF S000059700 N 10000.00000000 -0.01000000 0.00816496 100.01000000 0.00816496 -0.03272727 0.05940476 100.03272727 0.05940476 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) Biotech ETF S000010018 N 25000.00000000 0.05509971 0.25494858 99.94490028 0.25494858 0.03729344 0.20348760 99.96270655 0.20348760 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR S&P Kensho Clean Power ETF S000063360 N 10000.00000000 0.04444444 0.10573668 99.95555555 0.10573668 0.00155844 0.04731944 99.99844155 0.04731944 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Health Care Equipment ETF S000012330 N 25000.00000000 -0.01777777 0.01474055 100.01777777 0.01474055 0.00000000 0.01788854 100.00000000 0.01788854 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 29.56191616 2.96729900 70.43808383 2.96729900 29.77711864 2.62525740 70.22288135 2.62525740 0.00000000 500.00000000 0.01478100 0.00000000 500.00000000 0.04999977 0.00000000 500.00000000 0.01488863 0.00000000 500.00000000 0.05000021 N SPDR(R) S&P(R) Oil & Gas Exploration & Production ETF S000012319 N 50000.00000000 0.07087403 0.37695881 99.92912596 0.37695881 0.08664302 0.41616404 99.91335697 0.41616404 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR Bloomberg Investment Grade Floating Rate ETF S000034874 Y 100000.00000000 0.23413793 1.80142507 99.76586206 1.80142507 0.11172413 0.42345922 99.88827586 0.42345922 0.00000000 200.00000000 0.00046431 0.00000000 200.00000000 0.10063503 0.00000000 200.00000000 0.00010195 0.00000000 200.00000000 0.05049790 Y SPDR(R) S & P 400 Mid Cap Growth ETF S000006987 N 50000.00000000 0.02506024 0.08066550 99.97493975 0.08066550 0.09971428 0.80215241 99.90028571 0.80215241 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) Portfolio Short Term Treasury ETF S000019665 Y 100000.00000000 0.52563106 0.86612368 99.47436893 0.86612368 0.70847826 1.26383167 99.29152173 1.26383167 0.00000000 250.00000000 0.00022849 0.00000000 250.00000000 0.03981592 0.00000000 250.00000000 0.00027409 0.00000000 250.00000000 0.02505921 Y SPDR(R) S&P Regional Banking(SM) ETF S000012325 N 50000.00000000 0.02743670 0.24063289 99.97256329 0.24063289 0.01890066 0.11322244 99.98109933 0.11322244 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR Portfolio Intermediate Term Corporate Bond ETF S000022923 Y 200000.00000000 0.65743440 0.91400273 99.34256559 0.91400273 0.64309090 1.50569435 99.35690909 1.50569435 0.00000000 500.00000000 0.00134860 0.00000000 500.00000000 0.20012240 0.00000000 500.00000000 0.00083234 0.00000000 500.00000000 0.09975148 Y SPDR(R) S&P(R) Transportation ETF S000012324 N 10000.00000000 -0.01000000 0.02891995 100.01000000 0.02891995 -0.00809523 0.03898950 100.00809523 0.03898950 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S & P 600 Small Cap Growth ETF S000006990 N 50000.00000000 0.12295774 0.32680008 99.87704225 0.32680008 0.44000000 1.05001428 99.56000000 1.05001428 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 Y SPDR(R) S&P(R) Software & Services ETF S000012329 N 10000.00000000 0.28212121 0.35637703 99.71787878 0.35637703 0.34096774 0.46601505 99.65903225 0.46601505 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR S&P 500 Fossil Fuel Reserves Free ETF S000051701 N 30000.00000000 6.57600000 24.96871779 93.42400000 24.96871779 -0.11862068 0.06574371 100.11862068 0.06574371 0.00000000 476.66666666 0.00000000 0.00000000 150.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y true