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Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 39526.17000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 15.82000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 16.96000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1042.85000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1003.33000000 88306.53000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 19506463.61000000 19506463.61000000 N 256942046.61846154 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Equity-common Short-term investment vehicle N State Street(R) SPDR(R) Global Dow ETF S000006975 549300PK19O19RLNLJ50 N 0 0 0 Exchange-Traded Fund N N 0.53000000 -0.10000000 1.19000000 1.19000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 18622859.45000000 220647.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N N UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas (Athens, Attica, GR, Branch) R0MUWSFPU8MPRO8K5P83 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Mumbai, Maharashtra, IN, Branch) 2HI3YI5320L3RW6NJ957 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) First Abu Dhabi Bank P.J.S.C. (Kuwait City, Al Asimah, KW, Branch) 2138002Y3WMK6RZS8H90 KW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB 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) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE 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) Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch) RILFO74KP1CM8P6PCT96 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Copenhagen, Hovedstaden, DK, Branch) F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) 7LTWFZYICNSX8D621K86 PK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA 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) BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE, GRUPO FINANCIERO CITI MEXICO 529900H31AYI6WA1J534 MX 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 (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N/A Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 897.45000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 180.04000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 502.26000000 Scotia Capital (USA) Inc. 8-3716 000002739 549300BLWPABP1VNME36 185.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 18444.69000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 126.84000000 Fidelity Brokerage Services LLC 8-23292 000007784 549300OQFQ4NFIOD5695 253.26000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 115.59000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 124.12000000 Itau International Securities Inc. 8-67674 000144769 54930086LDFU8Z86AH91 239.54000000 21678.92000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 80991575.86000000 80991575.86000000 N 505313950.24230769 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Short-term investment vehicle Derivative-equity Equity-common Equity-preferred N State Street(R) SPDR(R) Bloomberg 1-10 Year TIPS ETF S000040742 549300SS31WHLX0B1I97 N 0 0 0 Exchange-Traded Fund N N -0.02000000 -0.18000000 0.17000000 0.17000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 2567838.05000000 3881.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N London Stock Exchange Group PLC 213800QAUUUP6I445N30 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 N/A Y Y N 0.00000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 26245503.18000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 478664558.62000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 12585017.12000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 12755458.45000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 45489783.07000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 94598863.10000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 89729502.38000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 397064749.47000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 22613858.40000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 13156434.84000000 1215057349.10000000 N 1809501960.72153846 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Short-term investment vehicle Debt N State Street(R) SPDR(R) S&P(R) Oil & Gas Equipment & Services ETF S000012334 549300AODH2G148UDX39 N 0 0 0 Exchange-Traded Fund N N 0.01000000 -0.60000000 0.11000000 0.11000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 61184811.11000000 108733.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 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 N/A Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 105.80000000 Fidelity Brokerage Services LLC 8-23292 000007784 549300OQFQ4NFIOD5695 167.25000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 386.87000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 26129.92000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 1734.78000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 182.54000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 7354.32000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 28.21000000 Academy Securities, Inc. 8-35173 000017433 2549000QX6RLQOZ2XC11 89.90000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 440.22000000 36657.84000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 16413768.64000000 16413768.64000000 N 323676050.34076923 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Equity-common Short-term investment vehicle N State Street(R) SPDR(R) MSCI USA Gender Diversity ETF S000053058 549300ISGTO6085ZQC34 N 0 0 0 Exchange-Traded Fund N N -0.03000000 -0.28000000 0.05000000 0.05000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 141080.62000000 305.00000000 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. Y6X4K52KMJMZE7I7MY94 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N/A Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 40.92000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 6295.05000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 17.83000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 16781.98000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 3.41000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 70.59000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 24.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 19.93000000 Fidelity Brokerage Services LLC 8-23292 000007784 549300OQFQ4NFIOD5695 125.87000000 Bestex Research Securities, LLC 8-70584 000309569 549300OLXY43BEFLIK60 11.50000000 23394.71000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 13994822.57000000 13994822.57000000 N 291469874.44307692 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Equity-common Derivative-equity Short-term investment vehicle N State Street(R) SPDR(R) Portfolio Long Term Treasury ETF S000017329 549300GYQKAMF6JUVI06 N 0 0 0 Exchange-Traded Fund N N 0.01000000 -0.02000000 0.77000000 0.77000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 83565519.99000000 220790.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N/A Y Y N 0.00000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 23582812.49000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 27440234.38000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1515177521.81000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 40410200.63000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 106630058.59000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 84548613.28000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 216562655.82000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 78866141.52000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 31890234.39000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 121695820.32000000 2299754254.17000000 N 11093989001.29153846 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Debt Short-term investment vehicle N State Street(R) SPDR(R) S&P(R) 1500 Value Tilt ETF S000033831 549300DDGDTCN7DTIA86 N 0 0 0 Exchange-Traded Fund N N -0.02000000 -0.17000000 0.05000000 0.05000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 5475135.17000000 14385.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4 (17 CFR 270.18f-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 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 N/A Y Y N UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 72.50000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 264.08000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 47.12000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 37.67000000 Fidelity Brokerage Services LLC 8-23292 000007784 549300OQFQ4NFIOD5695 158.84000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 78.63000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 17819.71000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 106.47000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 492.18000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 35.00000000 19182.06000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 46086.04000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 38150.00000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 63.73000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 43465404.19000000 43565095.46000000 N 589950756.59230769 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Equity-common Short-term investment vehicle Derivative-equity N State Street(R) SPDR(R) Portfolio S&P 500(R) High Dividend ETF S000050968 549300PQC2CS3IA6B871 N 0 0 0 Exchange-Traded Fund N N -0.04000000 -0.13000000 0.10000000 0.09000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 64235166.50000000 196579.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N S&P Global Inc. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 44.96000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 71.34000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 184.62000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 33.04000000 86000.62000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 87385388.72000000 87385388.72000000 N 1141273967.67692308 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Derivative-equity Equity-common Short-term investment vehicle N State Street(R) SPDR(R) Portfolio Nasdaq(R) 100 ET S000105798 9845008508F4A24A7F53 Y 0 0 0 Exchange-Traded Fund N N 0.52000000 0.52000000 0.01000000 0.01000000 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) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N London Stock Exchange Group PLC 213800QAUUUP6I445N30 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 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2.19000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 0.03000000 2.22000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 12470.74000000 12470.74000000 N 24937576.82000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Short-term investment vehicle Equity-common N State Street(R) SPDR(R) S&P(R) Health Care Services ETF S000012331 549300JPXFHZOFFNSZ24 N 0 0 0 Exchange-Traded Fund N N 0.01000000 -0.45000000 0.05000000 0.06000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 9024650.16000000 22401.00000000 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. Y6X4K52KMJMZE7I7MY94 N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB 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 N/A Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 238.96000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 4698.11000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 18.67000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2.08000000 Fidelity Brokerage Services LLC 8-23292 000007784 549300OQFQ4NFIOD5695 24.23000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 5492.75000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 538.31000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 69.77000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 2.78000000 Bestex Research Securities, LLC 8-70584 000309569 549300OLXY43BEFLIK60 4.10000000 11093.70000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 510058.26000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 5091020.50000000 5601078.76000000 N 90198153.66076923 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Short-term investment vehicle Equity-common N State Street(R) SPDR(R) S&P(R) Telecom ETF S000012323 549300HDKY7AYIBLN989 N 0 0 0 Exchange-Traded Fund N N -0.06000000 -0.73000000 0.22000000 0.22000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 57758527.05000000 149735.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 N 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 N/A Y Y N BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 8551.03000000 Fidelity Brokerage Services LLC 8-23292 000007784 549300OQFQ4NFIOD5695 970.45000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 12172.75000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 939.31000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 279.92000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 191.56000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 51536.63000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 147.23000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 356.95000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1465.84000000 77039.98000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 63008737.87000000 63008737.87000000 N 347039426.03230769 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Equity-common Short-term investment vehicle N State Street(R) SPDR(R) Bloomberg Convertible Securities ETF S000022925 549300IXKU3G7R6DMX93 N 0 0 0 Exchange-Traded Fund N N -0.17000000 -0.70000000 0.62000000 0.62000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 277950827.57000000 1245814.00000000 Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-1 (17 CFR 270.12d1-1) 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 S&P Global Inc. 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Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 756643831.60000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1370516183.25000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 403032310.06000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 280068796.65000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 241121427.42000000 Goldman Sachs & Co. 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LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 64.82000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 69.37000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 86.47000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 7840.22000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 6170.61000000 Fidelity Brokerage Services LLC 8-23292 000007784 549300OQFQ4NFIOD5695 457.92000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 319.20000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 203.60000000 20407.98000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 36753830.39000000 36753830.39000000 N 513724523.27461538 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Equity-common Short-term investment vehicle N State Street(R) SPDR(R) Portfolio S&P 500(R) Value ETF S000006985 549300Q000TDS51V8H46 N 0 0 0 Exchange-Traded Fund N N -0.03000000 -0.08000000 0.05000000 0.05000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 78969164.51000000 176733.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N S&P Global Inc. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2249.97000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2578.31000000 Fidelity Brokerage Services LLC 8-23292 000007784 549300OQFQ4NFIOD5695 5194.59000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 16809.82000000 1002305.95000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 240122.90000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 2014912255.36000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 2347015.15000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 1165.22000000 2017500558.63000000 N 31253448598.57384615 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Short-term investment vehicle Equity-common Derivative-equity N State Street(R) SPDR(R) Portfolio High Yield Bond ETF S000036938 549300B3SM8J1H4W2052 N 0 0 0 Exchange-Traded Fund N N 2.27000000 2.22000000 0.48000000 0.48000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 622246581.67000000 6849433.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N S&P Global Inc. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1067.66000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 72396.88000000 498843.89000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1833424018.79000000 1833424018.79000000 N 20674319672.70307692 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Derivative-equity Short-term investment vehicle Equity-common N State Street(R) SPDR Nuveen ICE Municipal Bond ETF S000017333 54930090LRDSZWQ4P385 N 0 0 0 Exchange-Traded Fund N N 2.73000000 2.48000000 0.32000000 0.32000000 N N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4 (17 CFR 270.18f-4) 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 S&P Global Inc. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 5444.44000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 6573197.47000000 6582129.41000000 N 157336477.01923077 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Equity-common Short-term investment vehicle Derivative-equity N State Street(R) SPDR(R) Russell 1000 Yield Focus ETF S000051787 549300CI0TUJ2F2U6A41 N 0 0 0 Exchange-Traded Fund N N -0.02000000 -0.27000000 0.07000000 0.07000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 5877359.49000000 22530.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N S&P Global Inc. 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LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 410498.14000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 172.11000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 73898.87000000 659853.48000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 266366514.06000000 266366514.06000000 N 5111295277.58307692 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Equity-common Short-term investment vehicle N State Street(R) SPDR(R) Portfolio S&P 500(R) ETF S000006983 5493004K4F0RL72RIJ47 N 0 0 0 Exchange-Traded Fund N N -0.01000000 -0.04000000 0.04000000 0.04000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 343779977.82000000 704828.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 61.34000000 9819.82000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1989159.07000000 1989159.07000000 N 75253491.10076923 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Equity-common Short-term investment vehicle N State Street(R) SPDR(R) Portfolio TIPS ETF S000017330 5493005MJ79DAO7AOD07 N 0 0 0 Exchange-Traded Fund N N -0.43000000 -0.55000000 0.25000000 0.25000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 5872469.09000000 7403.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Y N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N S&P Global Inc. 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0.01974315 99.99434783 0.01974315 0.04093023 0.24461468 99.95906977 0.24461468 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 State Street(R) SPDR(R) Portfolio S&P 500(R) Value ETF S000006985 N 50000.00000000 0.05145897 0.04402609 99.94854103 0.04402609 0.04210000 0.11189544 99.95790000 0.11189544 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 State Street(R) SPDR(R) Portfolio High Yield Bond ETF S000036938 Y 400000.00000000 1.67045732 6.25372709 98.32954268 6.25372709 1.14048276 1.24581857 98.85951724 1.24581857 0.00000000 249.69512195 0.00433420 0.00000000 249.63235294 0.25030548 0.00000000 250.00000000 0.00177903 0.00000000 250.00000000 0.15035866 Y State Street(R) SPDR(R) ICE Preferred Securities ETF S000026152 N 50000.00000000 0.11666667 0.23911875 99.88333333 0.23911875 0.04787879 0.07413164 99.95212121 0.07413164 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 State Street(R) SPDR(R) Portfolio S&P 1500(R) Composite Stock Market ETF S000006973 N 50000.00000000 0.05142857 0.02557349 99.94857143 0.02557349 0.05510204 0.03258411 99.94489796 0.03258411 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 State Street(R) SPDR(R) S&P(R) Dividend ETF S000006981 N 50000.00000000 16.00120000 36.66008394 83.99880000 36.66008394 -0.00136691 0.08191241 100.00136691 0.08191241 0.00000000 232.00000000 0.00000000 0.00000000 209.09090909 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y State Street(R) SPDR Nuveen ICE Municipal Bond ETF S000017333 Y 100000.00000000 23.21891304 31.65736927 76.78108696 31.65736927 -1.36156863 1.95275107 101.36156863 1.95275107 0.00000000 250.00000000 0.04187312 0.00000000 250.00000000 0.16881364 0.00000000 250.00000000 0.00017981 0.00000000 250.00000000 0.09847102 Y State Street(R) SPDR(R) S&P(R) 1500 Momentum Tilt ETF S000033832 N 10000.00000000 0.24400000 0.04498889 99.75600000 0.04498889 0.37000000 0.57434913 99.63000000 0.57434913 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 State Street(R) SPDR(R) Russell 1000 Yield Focus ETF S000051787 N 10000.00000000 12.14030303 32.63029179 87.85969697 32.63029179 0.06736842 0.19643781 99.93263158 0.19643781 0.00000000 456.06060606 0.00000000 0.00000000 439.58333333 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y State Street(R) SPDR(R) US Small Cap Low Volatility Index ETF S000039795 N 10000.00000000 36.42818182 48.05587540 63.57181818 48.05587540 0.09642857 0.16355895 99.90357143 0.16355895 0.00000000 240.90909091 0.00000000 0.00000000 235.00000000 0.00000000 0.00000000 300.00000000 0.00000000 0.00000000 300.00000000 0.00000000 Y State Street(R) SPDR(R) Portfolio Short Term Corporate Bond ETF S000019666 Y 100000.00000000 0.42909449 1.09431547 99.57090551 1.09431547 0.55174603 0.66844178 99.44825397 0.66844178 0.00000000 500.00000000 0.00066141 0.00000000 500.00000000 0.14993445 0.00000000 500.00000000 0.00055433 0.00000000 500.00000000 0.09996050 Y State Street(R) SPDR(R) S&P Kensho Smart Mobility ETF S000059701 N 10000.00000000 0.01000000 0.00000000 99.99000000 0.00000000 0.73200000 0.73435414 99.26800000 0.73435414 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 State Street(R) SPDR(R) S&P(R) Aerospace & Defense ETF S000012318 N 25000.00000000 0.00509960 0.01475868 99.99490040 0.01475868 -0.01753247 0.32207185 100.01753247 0.32207185 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 State Street(R) SPDR(R) Portfolio S&P 500(R) ETF S000006983 N 50000.00000000 0.70120567 7.65660893 99.29879433 7.65660893 0.10916129 0.03949610 99.89083871 0.03949610 0.00000000 497.93144208 0.00000000 0.00000000 497.93144208 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y State Street(R) SPDR(R) S & P 600(TM) Small Cap Value ETF S000006974 N 50000.00000000 0.03095238 0.05756196 99.96904762 0.05756196 0.14780000 0.55568801 99.85220000 0.55568801 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 State Street(R) SPDR(R) Portfolio S&P Sector Neutral Dividend ETF S000081587 N 10000.00000000 0.15800000 0.09620811 99.84200000 0.09620811 2.19750000 2.43095017 97.80250000 2.43095017 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 State Street(R) SPDR(R) MSCI USA StrategicFactors(SM) ETF S000048346 N 10000.00000000 0.05500000 0.10082162 99.94500000 0.10082162 0.04102564 0.32502304 99.95897436 0.32502304 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 State Street(R) SPDR(R) S&P(R) Insurance ETF S000006979 N 50000.00000000 0.02715415 0.11524765 99.97284585 0.11524765 0.03368056 0.15183025 99.96631944 0.15183025 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 State Street(R) SPDR(R) Russell 1000 Momentum Focus ETF S000051788 N 10000.00000000 0.34666667 0.28522895 99.65333333 0.28522895 1.10333333 1.51753455 98.89666667 1.51753455 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 State Street(R) SPDR(R) S&P Kensho Future Security ETF S000059702 N 10000.00000000 0.03926829 0.23199443 99.96073171 0.23199443 -0.43583333 1.17233000 100.43583333 1.17233000 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 State Street(R) SPDR(R) Russell 1000 Low Volatility Focus ETF S000051789 N 10000.00000000 0.20000000 0.07000000 99.80000000 0.07000000 0.24901961 0.38131997 99.75098039 0.38131997 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 State Street(R) SPDR(R) FactSet Innovative Technology ETF S000051577 Y 10000.00000000 -0.02000000 0.05000000 100.02000000 0.05000000 0.23714286 0.51586860 99.76285714 0.51586860 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 State Street(R) SPDR(R) Portfolio TIPS ETF S000017330 Y 100000.00000000 -1.84256410 1.40434804 101.84256410 1.40434804 -2.40820513 0.35623294 102.40820513 0.35623294 0.00000000 250.00000000 0.00035016 0.00000000 250.00000000 0.21641847 0.00000000 250.00000000 0.00007848 0.00000000 0.00000000 0.00000000 Y State Street(R) SPDR(R) Bloomberg Emerging Markets USD Bond ETF S000068660 Y 100000.00000000 1.88739130 2.62047327 98.11260870 2.62047327 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 700.00000000 0.00564892 0.00000000 700.00000000 0.24988507 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y State Street(R) SPDR(R) Portfolio S&P 500(R) Growth ETF S000006984 N 50000.00000000 0.03924157 0.06717609 99.96075843 0.06717609 0.03992248 0.06823916 99.96007752 0.06823916 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 State Street(R) SPDR Bloomberg Short Term High Yield Bond ETF S000036414 Y 300000.00000000 0.02454023 0.93676048 99.97545977 0.93676048 0.11375887 1.04710038 99.88624113 1.04710038 0.00000000 500.00000000 0.00064871 0.00000000 500.00000000 0.24596012 0.00000000 500.00000000 0.00051618 0.00000000 500.00000000 0.15042647 Y State Street(R) SPDR(R) Portfolio S&P 600(TM) Small Cap ETF S000041317 N 50000.00000000 0.07271357 0.24886814 99.92728643 0.24886814 0.10621359 0.28367257 99.89378641 0.28367257 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 State Street(R) SPDR(R) Portfolio Mortgage Backed Bond ETF S000022922 N 100000.00000000 91.48676190 27.80633760 8.51323810 27.80633760 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 250.00000000 0.04479910 0.00000000 250.00000000 0.04904106 0.00000000 250.00000000 0.05000000 0.00000000 250.00000000 0.05000000 N State Street(R) SPDR(R) S&P(R) Homebuilders ETF S000010019 N 50000.00000000 0.04910864 0.31693569 99.95089136 0.31693569 0.00932153 0.12070520 99.99067847 0.12070520 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 State Street(R) SPDR(R) Bloomberg High Yield Bond ETF S000019669 Y 200000.00000000 2.42298039 14.19425785 97.57701961 14.19425785 2.19367347 1.85716230 97.80632653 1.85716230 0.00000000 493.13725490 0.00000000 0.00000000 488.48684211 0.00000000 0.00000000 500.00000000 0.00340608 0.00000000 500.00000000 0.15007037 Y State Street(R) SPDR(R) S&P(R) Metals & Mining ETF S000012333 N 50000.00000000 0.00610738 0.10153219 99.99389262 0.10153219 0.00025937 0.05162145 99.99974063 0.05162145 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 State Street(R) SPDR(R) S&P(R) Semiconductor ETF S000010020 N 25000.00000000 -0.00096154 0.00766099 100.00096154 0.00766099 -0.01296296 0.12422048 100.01296296 0.12422048 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 State Street SPDR Portfolio Ultra Short T-Bill ETF S000095498 Y 10000.00000000 0.30285714 0.20069268 99.69714286 0.20069268 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y State Street(R) SPDR(R) S&P(R) Retail ETF S000012322 N 50000.00000000 0.00572864 0.16996998 99.99427136 0.16996998 -0.00253472 0.13051247 100.00253472 0.13051247 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 State Street(R) SPDR Nuveen ICE High Yield Municipal Bond ETF S000028870 Y 200000.00000000 100.00000000 0.00000000 0.00000000 0.00000000 -0.00500000 2.23385877 100.00500000 2.23385877 0.00000000 250.00000000 0.40000000 0.00000000 250.00000000 0.40000000 0.00000000 250.00000000 0.00074345 0.00000000 250.00000000 0.10152090 Y State Street(R) SPDR(R) Portfolio Intermediate Term Treasury ETF S000017328 Y 100000.00000000 0.55549020 0.72764096 99.44450980 0.72764096 0.40893617 0.56902767 99.59106383 0.56902767 0.00000000 500.00000000 0.00027465 0.00000000 500.00000000 0.02670103 0.00000000 500.00000000 0.00012721 0.00000000 500.00000000 0.01893467 Y State Street(R) SPDR(R) S&P 500(R) ESG ETF S000069051 N 25000.00000000 0.19642857 0.10219779 99.80357143 0.10219779 0.22531250 0.27699260 99.77468750 0.27699260 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 State Street(R) SPDR(R) S & P 400(TM) Mid Cap Value ETF S000006988 N 50000.00000000 0.00304348 0.02030951 99.99695652 0.02030951 0.05823529 0.12379942 99.94176471 0.12379942 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 State Street(R) SPDR(R) Portfolio S&P 400(TM) Mid Cap ETF S000006986 N 50000.00000000 0.04043478 0.12073641 99.95956522 0.12073641 0.04317073 0.66912188 99.95682927 0.66912188 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 State Street(R) SPDR(R) S&P(R) Bank ETF S000006977 N 50000.00000000 0.01667910 0.08462261 99.98332090 0.08462261 0.04408638 0.22483271 99.95591362 0.22483271 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 State Street(R) SPDR(R) NYSE Technology ETF S000006980 N 10000.00000000 -0.04472727 0.03652419 100.04472727 0.03652419 -0.11718750 0.44711739 100.11718750 0.44711739 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 State Street(R) SPDR Nuveen ICE Short Term Municipal Bond ETF S000017327 Y 100000.00000000 81.19863636 36.50883869 18.80136364 36.50883869 -0.09000000 0.47721414 100.09000000 0.47721414 0.00000000 250.00000000 0.06891075 0.00000000 250.00000000 0.08421041 0.00000000 250.00000000 0.00005416 0.00000000 250.00000000 0.04651873 Y State Street(R) SPDR(R) S&P Kensho Intelligent Structures ETF S000059700 N 10000.00000000 0.07000000 0.00000000 99.93000000 0.00000000 -1.72250000 3.00110292 101.72250000 3.00110292 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 State Street(R) SPDR(R) S&P(R) Biotech ETF S000010018 N 25000.00000000 0.04884529 0.25250874 99.95115471 0.25250874 0.11199485 0.37027731 99.88800515 0.37027731 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 State Street(R) SPDR(R) S&P Kensho Clean Power ETF S000063360 N 10000.00000000 0.00807692 0.11737577 99.99192308 0.11737577 -0.15187500 1.09227526 100.15187500 1.09227526 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 State Street(R) SPDR(R) S&P(R) Health Care Equipment ETF S000012330 N 25000.00000000 0.00200000 0.01469694 99.99800000 0.01469694 0.04615385 0.25229831 99.95384615 0.25229831 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 State Street(R) SPDR(R) Portfolio Aggregate Bond ETF S000017334 Y 100000.00000000 24.30416000 5.69071344 75.69584000 5.69071344 25.54476744 0.75267851 74.45523256 0.75267851 0.00000000 500.00000000 0.01215192 0.00000000 500.00000000 0.04999224 0.00000000 500.00000000 0.01277250 0.00000000 500.00000000 0.05000042 N State Street(R) SPDR(R) S&P(R) Oil & Gas Exploration & Production ETF S000012319 N 50000.00000000 0.13912451 0.58776551 99.86087549 0.58776551 0.08779043 0.46257710 99.91220957 0.46257710 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 State Street(R) SPDR(R) Bloomberg Investment Grade Floating Rate ETF S000034874 Y 100000.00000000 0.50748663 7.31209346 99.49251337 7.31209346 0.02657143 0.58746157 99.97342857 0.58746157 0.00000000 199.73262032 0.00067966 0.00000000 199.35897436 0.10011509 0.00000000 200.00000000 0.00007469 0.00000000 200.00000000 0.05077005 Y State Street(R) SPDR(R) S & P 400(TM) Mid Cap Growth ETF S000006987 N 50000.00000000 0.02205882 0.08453260 99.97794118 0.08453260 -0.03107143 0.13885602 100.03107143 0.13885602 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 State Street(R) SPDR(R) Portfolio Short Term Treasury ETF S000019665 Y 100000.00000000 0.76860465 1.31919299 99.23139535 1.31919299 0.87305085 1.50376055 99.12694915 1.50376055 0.00000000 250.00000000 0.00032834 0.00000000 250.00000000 0.03008576 0.00000000 250.00000000 0.00036353 0.00000000 250.00000000 0.03018583 Y State Street(R) SPDR(R) S&P(R) Regional Banking ETF S000012325 N 50000.00000000 0.03051724 0.14771404 99.96948276 0.14771404 0.02405096 0.10424443 99.97594904 0.10424443 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 State Street(R) SPDR(R) Portfolio Intermediate Term Corporate Bond ETF S000022923 Y 200000.00000000 0.76205882 1.14823892 99.23794118 1.14823892 0.39646694 0.88771093 99.60353306 0.88771093 0.00000000 500.00000000 0.00154070 0.00000000 500.00000000 0.20043237 0.00000000 500.00000000 0.00049498 0.00000000 500.00000000 0.09953484 Y State Street(R) SPDR(R) S&P(R) Transportation ETF S000012324 N 10000.00000000 0.00400000 0.02445988 99.99600000 0.02445988 0.04727273 0.30438734 99.95272727 0.30438734 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 State Street(R) SPDR(R) S & P 600(TM) Small Cap Growth ETF S000006990 N 50000.00000000 0.08527778 0.30935853 99.91472222 0.30935853 0.24379310 0.91412447 99.75620690 0.91412447 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 State Street(R) SPDR(R) S&P(R) Software & Services ETF S000012329 N 10000.00000000 0.02233766 0.10657472 99.97766234 0.10657472 0.02851852 0.16986640 99.97148148 0.16986640 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 State Street(R) SPDR(R) S&P(R) 500 Fossil Fuel Reserves Free ETF S000051701 N 30000.00000000 5.23948718 22.03140357 94.76051282 22.03140357 -0.02225806 0.85271751 100.02225806 0.85271751 0.00000000 482.05128205 0.00000000 0.00000000 482.05128205 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y true