0001752724-19-031679.txt : 20190503
0001752724-19-031679.hdr.sgml : 20190503
20190503145526
ACCESSION NUMBER: 0001752724-19-031679
CONFORMED SUBMISSION TYPE: N-CEN/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20180930
FILED AS OF DATE: 20190503
DATE AS OF CHANGE: 20190503
EFFECTIVENESS DATE: 20190503
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SPDR INDEX SHARES FUNDS (Formerly streetTRACKS Index Shares Funds)
CENTRAL INDEX KEY: 0001168164
IRS NUMBER: 421537593
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: N-CEN/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21145
FILM NUMBER: 19795702
BUSINESS ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
BUSINESS PHONE: 617-664-7037
MAIL ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
FORMER COMPANY:
FORMER CONFORMED NAME: STREETTRACKS INDEX SHARES FUNDS (Formerly Fresco Index Shares Funds)
DATE OF NAME CHANGE: 20041202
FORMER COMPANY:
FORMER CONFORMED NAME: FRESCO INDEX SHARES FUNDS
DATE OF NAME CHANGE: 20020225
0001168164
S000006391
SPDR(R) STOXX Europe 50(R) ETF
C000017549
SPDR(R) STOXX Europe 50(R) ETF
FEU
0001168164
S000006392
SPDR(R) EURO STOXX 50(R) ETF
C000017550
SPDR(R) EURO STOXX 50(R) ETF
FEZ
0001168164
S000014037
SPDR(R) S&P(R) EMERGING MIDDLE EAST & AFRICA ETF
C000038336
SPDR(R) S&P(R) EMERGING MIDDLE EAST & AFRICA ETF
GAF
0001168164
S000014038
SPDR(R) Portfolio Developed World ex-US ETF
C000038337
SPDR(R) Portfolio Developed World ex-US ETF
SPDW
0001168164
S000014039
SPDR(R) S&P(R) International Small Cap ETF
C000038338
SPDR(R) S&P(R) International Small Cap ETF
GWX
0001168164
S000014040
SPDR(R) Dow Jones International Real Estate ETF
C000038339
SPDR(R) Dow Jones International Real Estate ETF
RWX
0001168164
S000014041
SPDR(R) S&P GLOBAL INFRASTRUCTURE ETF
C000038340
SPDR(R) S&P GLOBAL INFRASTRUCTURE ETF
GII
0001168164
S000014042
SPDR(R) MSCI ACWI EX-US ETF
C000038341
SPDR(R) MSCI ACWI EX-US ETF
CWI
0001168164
S000014043
SPDR(R) RUSSELL/NOMURA PRIME(TM) JAPAN ETF
C000038342
SPDR(R) RUSSELL/NOMURA PRIME(TM) JAPAN ETF
JPP
0001168164
S000014044
SPDR(R) RUSSELL/NOMURA SMALL CAP(TM) JAPAN ETF
C000038343
SPDR(R) RUSSELL/NOMURA SMALL CAP(TM) JAPAN ETF
JSC
0001168164
S000014045
SPDR(R) S&P(R) ASIA PACIFIC ETF
C000038344
SPDR(R) S&P(R) ASIA PACIFIC ETF
0001168164
S000014046
SPDR(R) S&P(R) EMERGING ASIA PACIFIC ETF
C000038345
SPDR(R) S&P(R) EMERGING ASIA PACIFIC ETF
GMF
0001168164
S000014047
SPDR(R) S&P(R) CHINA ETF
C000038346
SPDR(R) S&P(R) CHINA ETF
GXC
0001168164
S000014048
SPDR(R) Portfolio Emerging Markets ETF
C000038347
SPDR(R) Portfolio Emerging Markets ETF
SPEM
0001168164
S000014049
SPDR(R) S&P(R) BRIC 40 ETF
C000038348
SPDR(R) S&P(R) BRIC 40 ETF
BIK
0001168164
S000014050
SPDR(R) S&P(R) EUROPE ETF
C000038349
SPDR(R) S&P(R) EUROPE ETF
0001168164
S000014051
SPDR(R) S&P(R) EMERGING EUROPE ETF
C000038350
SPDR(R) S&P(R) EMERGING EUROPE ETF
GUR
0001168164
S000014052
SPDR(R) S&P(R) EMERGING LATIN AMERICA ETF
C000038351
SPDR(R) S&P(R) EMERGING LATIN AMERICA ETF
GML
0001168164
S000020665
SPDR (R) S&P (R) International Dividend ETF
C000057694
SPDR (R) S&P (R) International Dividend ETF
DWX
0001168164
S000021246
SPDR(R) S&P(R) INTERNATIONAL MID CAP ETF
C000060581
SPDR(R) S&P(R) INTERNATIONAL MID CAP ETF
MDD
0001168164
S000021247
SPDR(R) S&P(R) EMERGING MARKETS SMALL CAP ETF
C000060582
SPDR(R) S&P(R) EMERGING MARKETS SMALL CAP ETF
EWX
0001168164
S000021764
SPDR(R) Dow Jones Global Real Estate ETF
C000062489
SPDR(R) Dow Jones Global Real Estate ETF
RWO
0001168164
S000022741
SPDR(R) S&P(R) International Consumer Discretionary Sector ETF
C000065794
SPDR(R) S&P(R) International Consumer Discretionary Sector ETF
IPD
0001168164
S000022742
SPDR(R) S&P(R) International Utilities Sector ETF
C000065795
SPDR(R) S&P(R) International Utilities Sector ETF
IPU
0001168164
S000022743
SPDR(R) S&P(R) International Consumer Staples Sector ETF
C000065796
SPDR(R) S&P(R) International Consumer Staples Sector ETF
IPS
0001168164
S000022744
SPDR(R) S&P(R) International Energy Sector ETF
C000065797
SPDR(R) S&P(R) International Energy Sector ETF
IPW
0001168164
S000022745
SPDR(R) S&P(R) International Financial Sector ETF
C000065798
SPDR(R) S&P(R) International Financial Sector ETF
IPF
0001168164
S000022746
SPDR(R) S&P(R) International Health Care Sector ETF
C000065799
SPDR(R) S&P(R) International Health Care Sector ETF
IRY
0001168164
S000022747
SPDR(R) S&P(R) International Industrial Sector ETF
C000065800
SPDR(R) S&P(R) International Industrial Sector ETF
IPN
0001168164
S000022748
SPDR(R) S&P(R) International Materials Sector ETF
C000065801
SPDR(R) S&P(R) International Materials Sector ETF
IRV
0001168164
S000022749
SPDR(R) S&P(R) International Technology Sector ETF
C000065802
SPDR(R) S&P(R) International Technology Sector ETF
IPK
0001168164
S000022750
SPDR(R) S&P(R) International Telecommunications Sector ETF
C000065803
SPDR(R) S&P(R) International Telecommunications Sector ETF
IST
0001168164
S000022918
SPDR S&P Ireland ETF
C000066449
SPDR S&P Ireland ETF
0001168164
S000022919
SPDR S&P Emerging South East Asia ETF
C000066450
SPDR S&P Emerging South East Asia ETF
0001168164
S000022920
SPDR S&P Emerging GCC-Middle East ETF
C000066451
SPDR S&P Emerging GCC-Middle East ETF
0001168164
S000022921
SPDR S&P Emerging Africa ETF
C000066452
SPDR S&P Emerging Africa ETF
0001168164
S000023444
SPDR(R) S&P(R) Brazil ETF
C000068829
SPDR(R) S&P(R) Brazil ETF
0001168164
S000023445
SPDR(R) S&P(R) India ETF
C000068830
SPDR(R) S&P(R) India ETF
0001168164
S000023446
SPDR(R) S&P(R) Russia ETF
C000068831
SPDR(R) S&P(R) Russia ETF
RBL
0001168164
S000030037
SPDR(R) S&P(R) Global Natural Resources ETF
C000092104
SPDR(R) S&P(R) Global Natural Resources ETF
GNR
0001168164
S000031174
SPDR(R) S&P(R) Emerging Markets Dividend ETF
C000096745
SPDR(R) S&P(R) Emerging Markets Dividend ETF
EDIV
0001168164
S000033834
SPDR S&P Small Cap Emerging Asia Pacific ETF
C000104495
SPDR S&P Small Cap Emerging Asia Pacific ETF
GMFS
0001168164
S000033835
SPDR S&P Small Cap Emerging Europe ETF
C000104496
SPDR S&P Small Cap Emerging Europe ETF
0001168164
S000033836
SPDR S&P Small Cap Emerging Latin America ETF
C000104497
SPDR S&P Small Cap Emerging Latin America ETF
0001168164
S000033837
SPDR S&P Small Cap Emerging Middle East & Africa ETF
C000104498
SPDR S&P Small Cap Emerging Middle East & Africa ETF
0001168164
S000036081
SPDR(R) MSCI EM 50 ETF
C000110423
SPDR(R) MSCI EM 50 ETF
EMFT
0001168164
S000036082
SPDR(R) MSCI ACWI IMI ETF
C000110424
SPDR(R) MSCI ACWI IMI ETF
ACIM
0001168164
S000036415
SPDR S&P(R) MILA 40 ETF
C000111387
SPDR S&P(R) MILA 40 ETF
0001168164
S000040740
SPDR S&P Global Dividend ETF
C000126352
SPDR S&P Global Dividend ETF
WDIV
0001168164
S000042890
SPDR MSCI EM Beyond BRIC ETF
C000132935
SPDR MSCI EM Beyond BRIC ETF
EMBB
0001168164
S000045386
SPDR MSCI EAFE StrategicFactors ETF
C000141272
SPDR MSCI EAFE StrategicFactors ETF
QEFA
0001168164
S000045387
SPDR MSCI Emerging Markets StrategicFactors ETF
C000141273
SPDR MSCI Emerging Markets StrategicFactors ETF
QEMM
0001168164
S000045388
SPDR MSCI World StrategicFactors ETF
C000141274
SPDR MSCI World StrategicFactors ETF
QWLD
0001168164
S000045444
SPDR STOXX Europe Small Cap 200 ETF
C000141514
SPDR STOXX Europe Small Cap 200 ETF
0001168164
S000045445
SPDR EURO STOXX Small Cap ETF
C000141515
SPDR EURO STOXX Small Cap ETF
SMEZ
0001168164
S000045592
SPDR MSCI Australia StrategicFactors ETF
C000141852
SPDR MSCI Australia StrategicFactors ETF
QAUS
0001168164
S000045593
SPDR MSCI Spain StrategicFactors ETF
C000141853
SPDR MSCI Spain StrategicFactors ETF
QESP
0001168164
S000045594
SPDR MSCI Sweden Quality Mix ETF
C000141854
SPDR MSCI Sweden Quality Mix ETF
0001168164
S000045595
SPDR MSCI Switzerland StrategicFactors ETF
C000141855
SPDR MSCI Switzerland StrategicFactors ETF
0001168164
S000045596
SPDR Solactive United Kingdom ETF
C000141856
SPDR Solactive United Kingdom ETF
ZGBR
0001168164
S000045597
SPDR Solactive Canada ETF
C000141857
SPDR Solactive Canada ETF
ZCAN
0001168164
S000045598
SPDR MSCI China Quality Mix ETF
C000141858
SPDR MSCI China Quality Mix ETF
0001168164
S000045599
SPDR MSCI France StrategicFactors ETF
C000141859
SPDR MSCI France StrategicFactors ETF
0001168164
S000045600
SPDR Solactive Germany ETF
C000141860
SPDR Solactive Germany ETF
ZDEU
0001168164
S000045601
SPDR Solactive Japan ETF
C000141861
SPDR Solactive Japan ETF
ZJPN
0001168164
S000045602
SPDR MSCI Mexico StrategicFactors ETF
C000141862
SPDR MSCI Mexico StrategicFactors ETF
QMEX
0001168164
S000045603
SPDR MSCI Netherlands Quality Mix ETF
C000141863
SPDR MSCI Netherlands Quality Mix ETF
0001168164
S000045604
SPDR MSCI South Korea StrategicFactors ETF
C000141864
SPDR MSCI South Korea StrategicFactors ETF
QKOR
0001168164
S000046160
SPDR MSCI China A Shares IMI ETF
C000144420
SPDR MSCI China A Shares IMI ETF
XINA
0001168164
S000046631
SPDR Solactive Hong Kong ETF
C000145465
SPDR Solactive Hong Kong ETF
ZHOK
0001168164
S000046632
SPDR MSCI Turkey Quality Mix ETF
C000145466
SPDR MSCI Turkey Quality Mix ETF
0001168164
S000046633
SPDR MSCI Indonesia Quality Mix ETF
C000145467
SPDR MSCI Indonesia Quality Mix ETF
0001168164
S000046634
SPDR MSCI Italy StrategicFactors ETF
C000145468
SPDR MSCI Italy StrategicFactors ETF
0001168164
S000046635
SPDR MSCI Malaysia Quality Mix ETF
C000145469
SPDR MSCI Malaysia Quality Mix ETF
0001168164
S000046636
SPDR MSCI Philippines Quality Mix ETF
C000145470
SPDR MSCI Philippines Quality Mix ETF
0001168164
S000046637
SPDR MSCI Singapore Quality Mix ETF
C000145471
SPDR MSCI Singapore Quality Mix ETF
0001168164
S000046638
SPDR MSCI South Africa Quality Mix ETF
C000145472
SPDR MSCI South Africa Quality Mix ETF
0001168164
S000046639
SPDR MSCI Taiwan StrategicFactors ETF
C000145473
SPDR MSCI Taiwan StrategicFactors ETF
QTWN
0001168164
S000046640
SPDR MSCI Thailand Quality Mix ETF
C000145474
SPDR MSCI Thailand Quality Mix ETF
0001168164
S000047509
SPDR MSCI ACWI Low Carbon Target ETF
C000149166
SPDR MSCI ACWI Low Carbon Target ETF
LOWC
0001168164
S000049560
SPDR EURO STOXX 50 Currency Hedged ETF
C000156496
SPDR EURO STOXX 50 Currency Hedged ETF
HFEZ
0001168164
S000050312
SPDR STOXX(R) Europe 50 Currency Hedged ETF
C000158857
SPDR STOXX(R) Europe 50 Currency Hedged ETF
HFEU
0001168164
S000050313
SPDR S&P International Dividend Currency Hedged ETF
C000158858
SPDR S&P International Dividend Currency Hedged ETF
HDWX
0001168164
S000050626
SPDR MSCI International Real Estate Currency Hedged ETF
C000159804
SPDR MSCI International Real Estate Currency Hedged ETF
HREX
0001168164
S000052050
SPDR S&P North American Natural Resources ETF
C000163789
SPDR S&P North American Natural Resources ETF
NANR
0001168164
S000053083
SPDR MSCI EAFE Fossil Fuel Reserves Free ETF
C000167041
SPDR MSCI EAFE Fossil Fuel Reserves Free ETF
EFAX
0001168164
S000053084
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF
C000167042
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF
EEMX
0001168164
S000054259
SPDR MSCI EAFE StrategicFactors Currency Hedged ETF
C000170413
SPDR MSCI EAFE StrategicFactors Currency Hedged ETF
0001168164
S000054260
SPDR MSCI Emerging Markets StrategicFactors Currency Hedged ETF
C000170414
SPDR MSCI Emerging Markets StrategicFactors Currency Hedged ETF
0001168164
S000054261
SPDR MSCI Australia StrategicFactors Currency Hedged ETF
C000170415
SPDR MSCI Australia StrategicFactors Currency Hedged ETF
0001168164
S000054262
SPDR MSCI Canada StrategicFactors Currency Hedged ETF
C000170416
SPDR MSCI Canada StrategicFactors Currency Hedged ETF
0001168164
S000054263
SPDR MSCI Japan StrategicFactors Currency Hedged ETF
C000170417
SPDR MSCI Japan StrategicFactors Currency Hedged ETF
0001168164
S000054264
SPDR MSCI Switzerland StrategicFactors Currency Hedged ETF
C000170418
SPDR MSCI Switzerland StrategicFactors Currency Hedged ETF
0001168164
S000054265
SPDR MSCI United Kingdom StrategicFactors Currency Hedged ETF
C000170419
SPDR MSCI United Kingdom StrategicFactors Currency Hedged ETF
N-CEN/A
1
primary_doc.xml
X0201
N-CEN/A
0001752724-18-002807
LIVE
0001168164
XXXXXXXX
811-21145
false
false
false
N-1A
true
SPDR INDEX SHARES FUNDS (Formerly streetTRACKS Index Shares Funds)
811-21145
0001168164
5493001XGU6MOBRXUU78
One Iron Street
Boston
02210
US-MA
US
617-664-7037
State Street Bank and Trust Company
1 Lincoln Street
Boston
02111
617-786-3000
Records related to its functions as custodian, accounting agent and transfer agent
Y
N
N-1A
31
Y
Frank Nesvet
N/A
N
Clare S. Richer
N/A
N
Sandra G. Sponem
N/A
N
Bonny E. Boatman
N/A
N
James E. Ross
004309272
Y
Dwight D. Churchill
N/A
N
Carl G. Verboncoeur
N/A
N
Brian Harris
005599152
One Iron Street
Boston
02110
XXXXXX
N
N
N
N
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
Y
N
PricewaterhouseCoopers LLP
238
5493002GVO7EO8RNNS37
N
N
N
N
N
N
N
SPDR(R) Dow Jones International Real Estate ETF
S000014040
549300L6MO7H2RBO8F96
Y
1
0
0
Exchange-Traded Fund
N
N
0.33000000
-0.26000000
0.2827
0.2827
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
119543312.10000000
1011875.00000000
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
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
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)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
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)
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)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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)
Citibank Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
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)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
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
Self - rule 17f-2 (17 CFR 270.17f-2)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
The Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
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)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
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)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
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
19010.25000000
CLSA Singapore Pte Ltd
N/A
N/A
2138007HCL683ZPDD829
SG
107298.17000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
25555.57000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
14486.23000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
14728.87000000
Societe Generale
8-49963
000042731
O2RNE8IBXP4R0TD8PU41
FR
40463.78000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
18346.96000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
42739.45000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
26968.80000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
14297.02000000
462964.75000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
510394939.90000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
7675573.61000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
197137079.70000000
SG Americas Securities, LLC
8-66125
000128351
549300F35UE0BOM1WJ55
19629184.45000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
217385838.30000000
952222615.96000000
N
3515025091.76000000
N
SPDR(R) Dow Jones Global Real Estate ETF
S000021764
549300NEMKJTY73KOC44
Y
1
0
0
Exchange-Traded Fund
N
N
0.86870000
0.36870000
0.1546
0.1546
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
55248275.08000000
353541.00000000
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
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
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)
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)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
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)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
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)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
7LTWFZYICNSX8D621K86
TW
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)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
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 International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
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
Self - rule 17f-2 (17 CFR 270.17f-2)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
The Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
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)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
6139.81000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
7598.89000000
CLSA Singapore Pte Ltd
N/A
N/A
2138007HCL683ZPDD829
SG
33926.42000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
4925.40000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
8702.89000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
5650.89000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
14181.23000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
11064.38000000
Societe Generale
8-49963
000042731
O2RNE8IBXP4R0TD8PU41
FR
10286.72000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
6566.43000000
151491.42000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
14398461.50000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
62687279.47000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
255346696.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
42268481.10000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
122056036.80000000
496756954.87000000
N
2579866021.32000000
N
SPDR (R) S&P (R) International Dividend ETF
S000020665
549300ZZCTLBRXQKF293
Y
1
0
0
Exchange-Traded Fund
N
N
-0.03680000
-0.48680000
0.4047
0.4047
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
44649012.39000000
583018.00000000
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
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Bloomberg L.P.
549300B56MD0ZC402L06
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)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
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)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
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)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
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)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
7LTWFZYICNSX8D621K86
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
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)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
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)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
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
Self - rule 17f-2 (17 CFR 270.17f-2)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
9375.66000000
Credit Agricole SA
8-13753
000000190
969500TJ5KRTCJQWXH05
FR
9365.83000000
Scotia Capital (USA) Inc.
8-3716
000002739
549300BLWPABP1VNME36
9964.36000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
9806.77000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
37340.40000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
159376.95000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
9198.45000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
12359.18000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
17515.67000000
The Toronto-Dominion Bank
8-36747
000018476
PT3QB789TSUIDF371261
CA
9888.25000000
345836.77000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
3612047.32000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
11354140.73000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
217276430.20000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
111277178.60000000
SG Americas Securities, LLC
8-66125
000128351
549300F35UE0BOM1WJ55
1780230.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
40463898.39000000
385763925.24000000
N
1153100442.05000000
N
SPDR(R) S&P(R) CHINA ETF
S000014047
549300B1I89QUAK0X692
Y
1
0
0
Exchange-Traded Fund
N
N
0.46110000
-0.12890000
0.4043
0.4043
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
120711009.00000000
1681154.00000000
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
Bloomberg L.P.
549300B56MD0ZC402L06
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
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
Self - rule 17f-2 (17 CFR 270.17f-2)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
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)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
China CITIC Bank Corporation Limited
N/A
N/A
300300C1030211000384
CN
6279.65000000
China International Capital Corporation Limited
N/A
N/A
529900OS3SVVTT56QN67
CN
6896.54000000
ITG Australia Limited
N/A
N/A
26170011XBMUX0N8HI42
AU
2134.92000000
Credit Agricole SA
8-13753
000000190
969500TJ5KRTCJQWXH05
FR
1901.87000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
2632.03000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
2733.28000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
2962.25000000
Instinet Pacific Limited
N/A
N/A
549300RI6VZUNIR81J81
HK
2571.19000000
SG Securities (HK) Limited
N/A
N/A
549300X7ULDGXKFTX656
HK
2030.49000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2016.24000000
40899.58000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
20842.77000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
11919223.11000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
9784713.00000000
21724778.88000000
N
1126413458.55000000
N
SPDR(R) S&P(R) Emerging Markets Dividend ETF
S000031174
5493000CJCE3FTDXMN84
Y
1
0
0
Exchange-Traded Fund
N
N
-0.79420000
-1.28420000
0.823
0.823
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
19574167.50000000
128271.00000000
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
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
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)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
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)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)
7LTWFZYICNSX8D621K86
IN
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)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
7LTWFZYICNSX8D621K86
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
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 Saudi British Bank
558600TQS0WENZUC5190
SA
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
Self - rule 17f-2 (17 CFR 270.17f-2)
The Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
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)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
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
9535.69000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
53328.69000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
89261.97000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
13542.79000000
Banco Santander, S.A.
N/A
N/A
5493006QMFDDMYWIAM13
ES
10132.38000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
13152.02000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
12585.11000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
12306.28000000
Cl Securities Taiwan Company Limited
N/A
N/A
213800ADSXO8W8ECIP07
TW
18861.34000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
17506.03000000
293624.62000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
61860656.71000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
15795101.16000000
77655757.87000000
N
450615924.94000000
N
SPDR Solactive Hong Kong ETF
S000046631
5493000C8FTI6AN5WT58
Y
1
0
0
Exchange-Traded Fund
N
N
0.26500000
0.11230000
0.9220
0.9216
Y
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
N/A
N/A
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
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
102.12000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
40.21000000
Instinet Pacific Limited
N/A
N/A
549300RI6VZUNIR81J81
HK
112.16000000
UBS Securities Asia Limited
N/A
N/A
549300Y35FCB6270R069
HK
102.95000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
201.29000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
310.30000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
96.41000000
SG Securities (HK) Limited
N/A
N/A
549300X7ULDGXKFTX656
HK
151.84000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
1.06000000
1118.34000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
494074.22000000
494074.22000000
N
6080627.64000000
N
SPDR Portfolio Emerging Markets ETF
S000014048
5493005Z5SCOTBZOLJ04
Y
1
0
0
Exchange-Traded Fund
N
N
0.34290000
0.23290000
1.2762
1.2762
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
79802979.23000000
683133.00000000
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
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
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)
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)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
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)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
7LTWFZYICNSX8D621K86
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)
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)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
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)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
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)
Stanbic IBTC Bank PLC
549300NIVXF92ZIOVW61
NG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
ATTIJARIWAFA Bank S.A.
213800NKX83414QQZ664
MA
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 Saudi British Bank
558600TQS0WENZUC5190
SA
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
27355.92000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
323.42000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
34677.81000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
22670.48000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
18460.19000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
13373.77000000
ITG Australia Limited
N/A
N/A
26170011XBMUX0N8HI42
AU
10262.25000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
24254.21000000
The Bank of Nova Scotia
8-3716
000002739
L3I9ZG2KFGXZ61BMYR72
CA
15738.33000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
39140.28000000
341581.47000000
Exane
8-49569
000041784
969500UP76J52A9OXU27
FR
16.94000000
Dsp Merrill Lynch Limited
N/A
N/A
549300A5QXDCAXLKH833
IN
11.41000000
Credit Lyonnais Asset Management
N/A
N/A
N/A
FR
64905.45000000
ICICI Securities Limited
8-52746
000104285
335800RT5NJ3UPWK7351
IN
15.91000000
ITG Australia Limited
N/A
N/A
26170011XBMUX0N8HI42
AU
56.91000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
454260719.80000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
0.36000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
519726558.30000000
974052285.08000000
N
1350200270.67000000
N
SPDR Portfolio Developed World ex- US ETF
S000014038
549300NVXJXJCDK35U34
Y
1
0
0
Exchange-Traded Fund
N
N
0.29320000
0.25320000
0.3663
0.3663
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
84189743.24000000
1327031.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
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)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
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)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
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)
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)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
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)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
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 Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
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
Self - rule 17f-2 (17 CFR 270.17f-2)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
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)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank of Ireland UK Holdings
635400JY2YPJNLSZDD30
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
7520.78000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
7127.75000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
6992.70000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
11866.77000000
SG Securities (HK) Limited
N/A
N/A
549300X7ULDGXKFTX656
HK
6160.85000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
9691.19000000
CLSA Securities Korea Ltd.
N/A
N/A
213800B1PHY5T6364353
KR
5940.09000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
5933.05000000
ITG Australia Limited
N/A
N/A
26170011XBMUX0N8HI42
AU
4816.38000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
5715.14000000
110165.32000000
UBS Warburg Finance Asia Limited
N/A
N/A
54930046C4LIH72FNN96
HK
281607.63000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
426636991.30000000
SG Americas Securities, LLC
8-66125
000128351
549300F35UE0BOM1WJ55
33296495.19000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
64270695.10000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
419946337.40000000
UBS AG
N/A
N/A
BFM8T61CT2L1QCEMIK50
CH
7406175.04000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
541715.15000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
1006617540.00000000
Societe Generale
8-49963
000042731
O2RNE8IBXP4R0TD8PU41
FR
1023060.05000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
274247657.40000000
2234630858.99000000
N
2332319556.16000000
N
SPDR MSCI World StrategicFactors ETF
S000045388
549300L6NXGVZIUJB982
Y
1
0
0
Exchange-Traded Fund
N
N
0.62070000
0.32070000
0.1817
0.1817
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
531412.62000000
3170.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
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)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
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)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
Y
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)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
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
Self - rule 17f-2 (17 CFR 270.17f-2)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
34.13000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
85.04000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
35.77000000
UBS Limited
N/A
N/A
REYPIEJN7XZHSUI0N355
GB
27.64000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
186.04000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
23.34000000
Instinet Europe Limited
N/A
N/A
213800MXAKR2LA1VBM44
GB
20.10000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
679.70000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
634.22000000
Exane
8-49569
000041784
969500UP76J52A9OXU27
FR
19.83000000
1841.35000000
UBS Limited
N/A
N/A
REYPIEJN7XZHSUI0N355
GB
56.78000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
270.50000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
22199810.90000000
UBS Warburg Finance Asia Limited
N/A
N/A
54930046C4LIH72FNN96
HK
640.47000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
16154.08000000
22216932.73000000
N
28504083.84000000
N
SPDR MSCI ACWI Low Carbon Target ETF
S000047509
5493002MYQ9QUL9F9T82
Y
1
0
0
Exchange-Traded Fund
N
N
0.45260000
0.25260000
0.1173
0.1173
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
3960662.12000000
22564.00000000
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
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Bloomberg L.P.
549300B56MD0ZC402L06
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)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
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)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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)
Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)
7LTWFZYICNSX8D621K86
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
7LTWFZYICNSX8D621K86
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
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)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
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)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
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)
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 AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
I7
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
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)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
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)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
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)
The Saudi British Bank
558600TQS0WENZUC5190
SA
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)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
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)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
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)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
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
384.89000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
483.90000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
889.84000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
943.97000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
1496.86000000
UBS Limited
N/A
N/A
REYPIEJN7XZHSUI0N355
GB
1117.27000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
2073.68000000
Instinet Europe Limited
N/A
N/A
213800MXAKR2LA1VBM44
GB
994.97000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
862.95000000
UBS AG
N/A
N/A
BFM8T61CT2L1QCEMIK50
CH
404.25000000
12283.75000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
4798.95000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
11555.32000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
8364961.50000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
5.63000000
8381321.40000000
N
156012248.66000000
N
SPDR(R) S&P(R) EMERGING ASIA PACIFIC ETF
S000014046
549300EIUBUJ3UVV3B27
Y
1
0
0
Exchange-Traded Fund
N
N
1.33970000
0.84970000
1.3934
1.3934
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
35222783.18000000
358225.00000000
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
Bloomberg L.P.
549300B56MD0ZC402L06
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
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)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
7LTWFZYICNSX8D621K86
TW
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)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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 Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
1815.11000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
3090.90000000
Cl Securities Taiwan Company Limited
N/A
N/A
213800ADSXO8W8ECIP07
TW
1378.94000000
China CITIC Bank Corporation Limited
N/A
N/A
300300C1030211000384
CN
1490.88000000
Dsp Merrill Lynch Limited
N/A
N/A
549300A5QXDCAXLKH833
IN
1848.88000000
Credit Agricole SA
8-13753
000000190
969500TJ5KRTCJQWXH05
FR
1960.07000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
1949.80000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
2628.72000000
China International Capital Corporation Limited
N/A
N/A
529900OS3SVVTT56QN67
CN
3054.11000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2459.73000000
29589.40000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
7283782.20000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
25679101.26000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
40203603.76000000
73166487.22000000
N
482207569.60000000
N
SPDR Solactive United Kingdom ETF
S000045596
549300IMSRVMOKZ9F828
Y
1
0
0
Exchange-Traded Fund
N
N
-0.55070000
-0.69070000
0.1943
0.1943
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
56773.45
356.00000000
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
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
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
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Jefferies India Private Limited
N/A
N/A
549300RYCNYHUWYKP329
IN
13.16000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
9.78000000
UBS Limited
N/A
N/A
REYPIEJN7XZHSUI0N355
GB
328.95000000
ITG Inc.
8-44218
000029299
549300S41SMIODVIT266
14.29000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
59.73000000
Instinet Europe Limited
N/A
N/A
213800MXAKR2LA1VBM44
GB
593.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
23.15000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
11.99000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
27.77000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1298.68000000
2400.58000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
8004715.19000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1.91000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
10836263.32000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
13296785.89000000
32137766.31000000
N
11918946.50000000
N
SPDR MSCI EAFE StrategicFactors ETF
S000045386
549300X0X2GE1FR3LY53
Y
1
0
0
Exchange-Traded Fund
N
N
0.45540000
0.15540000
0.255
0.255
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
5350019.45000000
63542.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
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)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
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)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
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)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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
Self - rule 17f-2 (17 CFR 270.17f-2)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
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)
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 International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
2695.86000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
271.61000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
409.08000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
344.61000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
364.98000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
320.81000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
1804.23000000
UBS Limited
N/A
N/A
REYPIEJN7XZHSUI0N355
GB
1133.37000000
SG Securities (HK) Limited
N/A
N/A
549300X7ULDGXKFTX656
HK
378.38000000
Instinet Europe Limited
N/A
N/A
213800MXAKR2LA1VBM44
GB
1113.79000000
10124.39000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
24488.57000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
42530944.25000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
16361085.14000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
35076.38000000
UBS Warburg Finance Asia Limited
N/A
N/A
54930046C4LIH72FNN96
HK
15712.79000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
15984749.95000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
100374504.30000000
HSBC Holdings PLC
8-80518
000172486
MLU0ZO3ML4LN2LL2TL39
GB
68634.82000000
175395196.20000000
N
240695232.01000000
N
SPDR(R) S&P(R) EMERGING MARKETS SMALL CAP ETF
S000021247
549300KXEWO8WPVG8S70
Y
1
0
0
Exchange-Traded Fund
N
N
1.30190000
0.65190000
0.8386
0.8386
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
38179713.50000000
1355271.00000000
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
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
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)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
7LTWFZYICNSX8D621K86
TW
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)
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)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
N
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)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
Stanbic IBTC Bank PLC
549300NIVXF92ZIOVW61
NG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
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
Self - rule 17f-2 (17 CFR 270.17f-2)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
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)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Saudi British Bank
558600TQS0WENZUC5190
SA
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)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
8712.62000000
Credit Agricole SA
8-13753
000000190
969500TJ5KRTCJQWXH05
FR
12217.13000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
5987.17000000
China CITIC Bank Corporation Limited
N/A
N/A
300300C1030211000384
CN
5680.81000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
9754.23000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
44995.59000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
131.81000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
5734.60000000
Banco Santander, S.A.
N/A
N/A
5493006QMFDDMYWIAM13
ES
11558.40000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
6522.19000000
159671.98000000
ITG Inc.
8-44218
000029299
549300S41SMIODVIT266
64481.19000000
Dsp Merrill Lynch Limited
N/A
N/A
549300A5QXDCAXLKH833
IN
2.88000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
17170121.93000000
Virtu Americas LLC
8-68193
000149823
549300RA02N3BNSWBV74
118186.53000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
12536023.99000000
29888816.52000000
N
516681669.47000000
N
SPDR EURO STOXX Small Cap ETF
S000045445
54930064I767V4C2N030
Y
1
0
0
Exchange-Traded Fund
N
N
0.36930000
-0.08070000
0.4069
0.4069
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
1369247.12
17512.00000000
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
Bloomberg L.P.
549300B56MD0ZC402L06
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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)
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 (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
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)
Euroclear Limited
54930045L3MXWBD27H71
CH
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
Self - rule 17f-2 (17 CFR 270.17f-2)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
268.77000000
Societe Generale
8-49963
000042731
O2RNE8IBXP4R0TD8PU41
FR
2365.15000000
Exane
8-49569
000041784
969500UP76J52A9OXU27
FR
233.80000000
Jefferies India Private Limited
N/A
N/A
549300RYCNYHUWYKP329
IN
278.25000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
1721.87000000
Pershing Securities Limited
008-17574
000007560
549300NC3GURN0AEZU06
GB
1124.70000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
364.88000000
ITG Inc.
8-44218
000029299
549300S41SMIODVIT266
277.17000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
518.39000000
Instinet Europe Limited
N/A
N/A
213800MXAKR2LA1VBM44
GB
1131.28000000
9296.14000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
8753356.74000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
6284766.39000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
6215688.11000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
9814791.29000000
31068602.53000000
N
34082851.13000000
N
SPDR(R) S&P(R) Global Natural Resources ETF
S000030037
549300TY1RVQ2C1UO359
Y
1
0
0
Exchange-Traded Fund
N
N
0.11740000
-0.28260000
0.3969
0.3969
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
46702342.84000000
545414.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17e-1 (17 CFR 270.17e-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
Bloomberg L.P.
549300B56MD0ZC402L06
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
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)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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 International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
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)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
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
Self - rule 17f-2 (17 CFR 270.17f-2)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
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)
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 AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
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)
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)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
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
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Societe Generale
8-49963
000042731
O2RNE8IBXP4R0TD8PU41
FR
4236.97000000
Credit Suisse (Australia) Limited
N/A
N/A
549300JBVX7WY1MK3V11
AU
4534.92000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
5114.90000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
42496.98000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
17881.31000000
Investec Bank PLC
N/A
N/A
84S0VF8TSMH0T6D4K848
GB
1225.28000000
Instinet Europe Limited
N/A
N/A
213800MXAKR2LA1VBM44
GB
3306.82000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
17500.86000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
4495.83000000
UBS Limited
N/A
N/A
REYPIEJN7XZHSUI0N355
GB
5334.16000000
118454.40000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
123922193.00000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
131205087.70000000
UBS Warburg Finance Asia Limited
N/A
N/A
54930046C4LIH72FNN96
HK
771698.79000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
128660046.70000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
112579153.10000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
258629171.70000000
ITG Inc.
8-44218
000029299
549300S41SMIODVIT266
90669.88000000
SG Americas Securities, LLC
8-66125
000128351
549300F35UE0BOM1WJ55
24145590.24000000
780003611.11000000
N
1474873721.15000000
N
SPDR Solactive Canada ETF
S000045597
5493008Z0VI7N5C0T005
Y
1
0
0
Exchange-Traded Fund
N
N
0.12830000
-0.01170000
0.0512
0.0512
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
1947157.77
8827.00000000
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
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Bloomberg L.P.
549300B56MD0ZC402L06
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)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
The Toronto-Dominion Bank
8-36747
000018476
PT3QB789TSUIDF371261
CA
5.82000000
ITG Canada Corp.
N/A
N/A
5HPLP7FVD3SPX7MNDL06
CA
31.91000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
854.75000000
Scotia Capital (USA) Inc.
8-3716
000002739
549300BLWPABP1VNME36
17.25000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
4351.69000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
97.41000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
12.14000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
25.08000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
15.52000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
75.19000000
5486.76000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
17715560.25000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
21110731.85000000
38826292.10000000
N
38221558.94000000
N
SPDR(R) MSCI ACWI IMI ETF
S000036082
549300VYOHBSQ8J75492
Y
1
0
0
Exchange-Traded Fund
N
N
0.79440000
0.54440000
0.8156
0.8156
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
3517493.90000000
29023.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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)
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)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
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)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
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)
Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)
7LTWFZYICNSX8D621K86
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
7LTWFZYICNSX8D621K86
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
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)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
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)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
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)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
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 Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
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
Self - rule 17f-2 (17 CFR 270.17f-2)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
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 Saudi British Bank
558600TQS0WENZUC5190
SA
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)
The Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Cl Securities Taiwan Company Limited
N/A
N/A
213800ADSXO8W8ECIP07
TW
147.68000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
771.37000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
175.53000000
ITG Inc.
8-44218
000029299
549300S41SMIODVIT266
153.94000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
142.30000000
Wells Fargo Brokerage Services, LLC
8-33283
000016100
N/A
113.51000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
329.37000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
330.56000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
173.69000000
Scotia Capital (USA) Inc.
8-3716
000002739
549300BLWPABP1VNME36
400.39000000
3687.48000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
7.02000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
14260.48000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
10638.30000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
7471597.13000000
UBS Warburg Finance Asia Limited
N/A
N/A
54930046C4LIH72FNN96
HK
3842.80000000
7500345.73000000
N
98198337.91000000
N
SPDR MSCI EAFE Fossil Fuel Reserves Free ETF
S000053083
549300Z5IW9CX849F707
Y
1
0
0
Exchange-Traded Fund
N
N
0.28630000
0.08630000
0.1128
0.1128
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
1771001.77000000
19737.00000000
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
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
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)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
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)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
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)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
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)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
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
Self - rule 17f-2 (17 CFR 270.17f-2)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
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)
The Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
115.66000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
678.91000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
119.86000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
131.75000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
79.01000000
Instinet Europe Limited
N/A
N/A
213800MXAKR2LA1VBM44
GB
259.05000000
UBS Limited
N/A
N/A
REYPIEJN7XZHSUI0N355
GB
64.10000000
ITG Australia Limited
N/A
N/A
26170011XBMUX0N8HI42
AU
113.69000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
115.42000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
66.45000000
2131.42000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
17308991.95000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
1497.03000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
13820176.86000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
6840653.13000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
2925.37000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
22168.13000000
37996412.47000000
N
63478050.30000000
N
SPDR MSCI China A Shares IMI ETF
S000046160
54930074EWMSPVUXPF60
Y
1
0
0
Exchange-Traded Fund
N
N
7.35700000
6.70700000
4.1331
4.1331
Y
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
N/A
N/A
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Global Advisors Asia Limited
801-80267
000172364
5493006K34F4FOPHOQ22
Y
HK
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Bloomberg L.P.
549300B56MD0ZC402L06
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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)
China Construction Bank Corporation
5493001KQW6DM7KEDR62
CN
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
6427.63000000
6427.63000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
151.52000000
151.52000000
N
2613299.65000000
N
SPDR(R) MSCI ACWI EX-US ETF
S000014042
549300G7MRCS4D0PAR74
Y
1
0
0
Exchange-Traded Fund
N
N
0.30000000
0.00002
0.6295
0.6295
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
57483517.79000000
560243.00000000
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
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
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)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
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)
Citibank Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
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)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
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 (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
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)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
7LTWFZYICNSX8D621K86
TW
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)
Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)
7LTWFZYICNSX8D621K86
IN
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)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
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)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
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
Self - rule 17f-2 (17 CFR 270.17f-2)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
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)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
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)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Saudi British Bank
558600TQS0WENZUC5190
SA
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 Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
3605.60000000
Instinet Europe Limited
N/A
N/A
213800MXAKR2LA1VBM44
GB
2251.09000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
1401.03000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
1819.67000000
ITG Australia Limited
N/A
N/A
26170011XBMUX0N8HI42
AU
2063.35000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
3651.25000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
2308.41000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
2577.16000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2620.27000000
Instinet Pacific Limited
N/A
N/A
549300RI6VZUNIR81J81
HK
1410.09000000
37911.11000000
UBS Warburg Finance Asia Limited
N/A
N/A
54930046C4LIH72FNN96
HK
144809.61000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
155771728.20000000
UBS AG (London, GB, Branch)
8-22651
000007654
N/A
GB
49711.22000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
324675.86000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
43783006.61000000
UBS AG
N/A
N/A
BFM8T61CT2L1QCEMIK50
CH
508193.37000000
Samsung Securities Co.,Ltd
8-50272
000043432
988400RBTJTHNUOHE716
KR
210192.76000000
Credit Suisse Securities (Europe) Limited
8-000
N/A
DL6FFRRLF74S01HE2M14
GB
79518536.50000000
280310854.13000000
N
1567767643.56000000
N
SPDR(R) EURO STOXX 50(R) ETF
S000006392
549300FS6B2JRJXYB418
Y
1
0
0
Exchange-Traded Fund
N
N
0.50620000
0.21620000
0.4111
0.4111
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
103360232.45
2813194.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
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)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
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
Self - rule 17f-2 (17 CFR 270.17f-2)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
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)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
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)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Jefferies India Private Limited
N/A
N/A
549300RYCNYHUWYKP329
IN
2457.47000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
17515.11000000
Instinet Europe Limited
N/A
N/A
213800MXAKR2LA1VBM44
GB
14443.37000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
60572.87000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
2404.85000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
2017.09000000
Exane
8-49569
000041784
969500UP76J52A9OXU27
FR
2078.56000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2068.38000000
Societe Generale
8-49963
000042731
O2RNE8IBXP4R0TD8PU41
FR
9663.10000000
Pershing Securities Limited
008-17574
000007560
549300NC3GURN0AEZU06
GB
6820.75000000
128070.20000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
211110238.90000000
SG Americas Securities, LLC
8-66125
000128351
549300F35UE0BOM1WJ55
826674832.20000000
ABN AMRO Clearing Bank N.V.
N/A
N/A
G8ZTNESVNKW4NN761W05
NL
248609119.80000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
24792864.49000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
330598908.50000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
28282471.25000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
116303098.20000000
1786371533.34000000
N
4078770592.95000000
N
SPDR(R) STOXX Europe 50(R) ETF
S000006391
549300HCVLHOFBIZF566
Y
1
0
0
Exchange-Traded Fund
N
N
0.44610000
0.15610000
0.3247
0.3247
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
2950400.66
92897.00000000
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
Bloomberg L.P.
549300B56MD0ZC402L06
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
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)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
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)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
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)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Exane
8-49569
000041784
969500UP76J52A9OXU27
FR
214.93000000
Instinet Europe Limited
N/A
N/A
213800MXAKR2LA1VBM44
GB
876.46000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
188.13000000
Pershing Securities Limited
008-17574
000007560
549300NC3GURN0AEZU06
GB
173.50000000
Societe Generale
8-49963
000042731
O2RNE8IBXP4R0TD8PU41
FR
1112.21000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
270.29000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
198.24000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
1494.80000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
200.08000000
ITG Inc.
8-44218
000029299
549300S41SMIODVIT266
265.59000000
5694.58000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
68979722.24000000
SG Americas Securities, LLC
8-66125
000128351
549300F35UE0BOM1WJ55
8779897.74000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
34726487.21000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
3741667.36000000
116227774.55000000
N
255377917.71000000
N
SPDR S&P North American Natural Resources ETF
S000052050
549300B4G9E956VT3O74
Y
1
0
0
Exchange-Traded Fund
N
N
0.41890000
0.06890000
0.1376
0.1376
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
41262039.60000000
55984.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
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)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
18129.44000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
25538.49000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
4237.73000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
567.52000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
315.70000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
649.50000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
8908.19000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
228.33000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
5905.25000000
The Toronto-Dominion Bank
8-36747
000018476
PT3QB789TSUIDF371261
CA
14519.62000000
79641.10000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
48693427.74000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
102965099.50000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
73746479.00000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
376954334.10000000
602359340.34000000
N
848443242.98000000
N
SPDR Solactive Germany ETF
S000045600
549300BI0X10L4DIK344
Y
1
0
0
Exchange-Traded Fund
N
N
0.19130000
0.05130000
0.2282
0.2282
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
4387.43
28.00000000
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
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
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)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
Euroclear Limited
54930045L3MXWBD27H71
CH
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
3.59000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
4.29000000
ITG Inc.
8-44218
000029299
549300S41SMIODVIT266
34.10000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
31.32000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
1173.87000000
Jefferies India Private Limited
N/A
N/A
549300RYCNYHUWYKP329
IN
18.18000000
UBS Limited
N/A
N/A
REYPIEJN7XZHSUI0N355
GB
534.67000000
Exane
8-49569
000041784
969500UP76J52A9OXU27
FR
3.21000000
Instinet Europe Limited
N/A
N/A
213800MXAKR2LA1VBM44
GB
225.69000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
6.77000000
2039.83000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
10100610.52000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
12393126.99000000
22493737.51000000
N
13579245.90000000
N
SPDR S&P Global Dividend ETF
S000040740
549300467Z0Q11ETZB77
Y
1
0
0
Exchange-Traded Fund
N
N
0.76270000
0.36270000
0.2203
0.2203
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
23581643.30000000
294353.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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)
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)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
7LTWFZYICNSX8D621K86
TW
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 (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
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)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
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)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
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)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
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 AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
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)
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 (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
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)
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)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
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)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
The Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
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
Self - rule 17f-2 (17 CFR 270.17f-2)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
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)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
238.53000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
27886.24000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
470.18000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
130.91000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
418.75000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
405.21000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
182.49000000
ITG Inc.
8-44218
000029299
549300S41SMIODVIT266
185.71000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
164.33000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
570.64000000
32031.26000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
136339048.10000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
130815.10000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
3374554.38000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
36676245.93000000
176520663.51000000
N
193125082.75000000
N
SPDR Solactive Japan ETF
S000045601
549300MAIT1ZK2GG7K48
Y
1
0
0
Exchange-Traded Fund
N
N
-0.06850000
-0.20850000
0.1968
0.1968
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
748075.80
2581.00000000
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
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
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)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
ITG Australia Limited
N/A
N/A
26170011XBMUX0N8HI42
AU
122.85000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
345.79000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
361.38000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
82.07000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
100.22000000
Instinet Europe Limited
N/A
N/A
213800MXAKR2LA1VBM44
GB
135.41000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
710.79000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
549.50000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
760.23000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
87.45000000
3378.40000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
7995507.62000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
30859087.35000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
7638566.27000000
46493161.24000000
N
18851437.34000000
N
SPDR MSCI Emerging Markets StrategicFactors ETF
S000045387
549300EW0BNZNIOG0F80
Y
1
0
0
Exchange-Traded Fund
N
N
-0.36820000
-0.66820000
0.7229
0.7229
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
7619050.22000000
47188.00000000
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
Bloomberg L.P.
549300B56MD0ZC402L06
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
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)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
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)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
7LTWFZYICNSX8D621K86
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
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)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
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)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
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)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Saudi British Bank
558600TQS0WENZUC5190
SA
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)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
7382.41000000
Instinet Pacific Limited
N/A
N/A
549300RI6VZUNIR81J81
HK
3260.41000000
Banco Santander, S.A.
N/A
N/A
5493006QMFDDMYWIAM13
ES
4071.92000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
3012.05000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
3372.30000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
9998.88000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
9066.36000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
5841.20000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
23.01000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
5244.44000000
79172.52000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
635867.28000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
1743380.64000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
29065004.39000000
31444252.31000000
N
270311483.21000000
N
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF
S000053084
549300ZMZI3KBHHB5H77
Y
1
0
0
Exchange-Traded Fund
N
N
0.71380000
0.41380000
0.7537
0.7537
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
1032506.40000000
5471.00000000
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
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
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)
Citibank Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
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)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
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)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
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)
HSBC Bank Egypt S.A.E
2138001Q77JDLESS4Y50
EG
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 Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
7LTWFZYICNSX8D621K86
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Saudi British Bank
558600TQS0WENZUC5190
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
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
Self - rule 17f-2 (17 CFR 270.17f-2)
The Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
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)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
691.01000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
443.36000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
1051.68000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1681.74000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
450.95000000
SG Securities (HK) Limited
N/A
N/A
549300X7ULDGXKFTX656
HK
265.69000000
Instinet Pacific Limited
N/A
N/A
549300RI6VZUNIR81J81
HK
280.13000000
The Bank of Nova Scotia
8-3716
000002739
L3I9ZG2KFGXZ61BMYR72
CA
758.87000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
364.55000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
1021.52000000
8857.20000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
7101665.05000000
7101665.05000000
N
23840536.78000000
N
SPDR(R) S&P GLOBAL INFRASTRUCTURE ETF
S000014041
5493001CZU6BWAPKPM88
Y
1
0
0
Exchange-Traded Fund
N
N
0.75010000
0.35010000
0.1438
0.1438
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
10270152.21000000
64419.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
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)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
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)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
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)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
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
Self - rule 17f-2 (17 CFR 270.17f-2)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
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)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
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)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
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
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1257.36000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1394.09000000
Credit Agricole SA
8-13753
000000190
969500TJ5KRTCJQWXH05
FR
989.43000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
1674.15000000
Instinet Australia Pty Limited
N/A
N/A
5493000V6EFTSRJ06G76
AU
695.96000000
Societe Generale
8-49963
000042731
O2RNE8IBXP4R0TD8PU41
FR
3781.98000000
SG Securities (HK) Limited
N/A
N/A
549300X7ULDGXKFTX656
HK
574.83000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
623.75000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
1002.50000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
856.58000000
17794.41000000
SG Americas Securities, LLC
8-66125
000128351
549300F35UE0BOM1WJ55
5306994.03000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
28725574.08000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
2648992.48000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
10091972.43000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
29306426.34000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
20381935.67000000
96461895.03000000
N
210282691.90000000
N
SPDR(R) S&P(R) International Small Cap ETF
S000014039
5493002VC63NJO18II02
Y
1
0
0
Exchange-Traded Fund
N
N
0.53230000
0.13230000
0.4925
0.4925
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
92847480.43000000
3744720.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Ice Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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)
Citibank Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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 A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Limited
54930045L3MXWBD27H71
CH
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
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)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
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)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
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)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
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
Self - rule 17f-2 (17 CFR 270.17f-2)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Self - rule 17f-2 (17 CFR 270.17f-2)
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
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)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
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
11141.84000000
SG Securities (HK) Limited
N/A
N/A
549300X7ULDGXKFTX656
HK
9121.54000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
21332.26000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
14509.60000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
19100.89000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
6284.83000000
The Toronto-Dominion Bank
8-36747
000018476
PT3QB789TSUIDF371261
CA
20306.52000000
J.P. Morgan Securities Plc
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
9498.45000000
ITG Canada Corp.
N/A
N/A
5HPLP7FVD3SPX7MNDL06
CA
9485.21000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
7207.65000000
184142.00
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
9037842.28000000
Credit Suisse Securities (Europe) Limited
8-000
N/A
DL6FFRRLF74S01HE2M14
GB
34682280.30000000
UBS Warburg Finance Asia Limited
N/A
N/A
54930046C4LIH72FNN96
HK
233189.71000000
UBS AG
N/A
N/A
BFM8T61CT2L1QCEMIK50
CH
1173291.34000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
257436.45000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
36720645.47000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
545031.70000000
Bank of America Merrill Lynch International Limited
N/A
N/A
EYKN6V0ZCB8VD9IULB80
GB
53791102.02000000
The Toronto-Dominion Bank
8-36747
000018476
PT3QB789TSUIDF371261
CA
402677.57000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
67179929.24000000
204989357.03000000
N
899242131.92000000
N
SPDR(R) S&P(R) CHINA ETF
S000014047
Y
100000.00000000
75.18750000
49.62500000
24.81250000
49.62500000
0.63000000
0.00000000
99.37000000
0.00000000
0.00000000
1300.00000000
0.00000000
0.00000000
1300.00000000
0.00000000
0.00000000
1300.00000000
0.00000000
0.00000000
1300.00000000
0.00000000
SPDR MSCI EAFE Fossil Fuel Reserves Free ETF
S000053083
Y
50000.00000000
4.17333333
0.32500256
95.82666666
0.32500256
3.36
0.00000000
96.64
0.00000000
0.00000000
5000.00000000
0.00000000
0.00000000
5000.00000000
0.00000000
0.00000000
5000
0.00000000
0.00000000
5000.00000000
0.00000000
SPDR(R) Dow Jones International Real Estate ETF
S000014040
Y
100000.00000000
0.73333333
0.08381527
99.26666666
0.08381527
0.6363461
0.3575100
99.36365
0.35751
0.00000000
3000.00000000
0.00000000
0.00000000
3000.00000000
0.00000000
0.00000000
3000.00000000
0.00000000
0.00000000
3000.00000000
0.00000000
SPDR(R) S&P(R) EMERGING ASIA PACIFIC ETF
S000014046
Y
100000.00000000
34.82428571
1.79316161
65.17571428
1.79316161
36.47666666
1.99289571
63.52333333
1.99289571
0.00000000
8000.00000000
0.00000000
0.00000000
8000.00000000
0.00000000
0.00000000
8000.00000000
0.00000000
0.00000000
8000.00000000
0.00000000
SPDR Portfolio Developed World ex- US ETF
S000014038
Y
200000.00000000
6.5458015
0.4828584
93.45419847
0.4828584
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1465.648855
0.00000000
0.00000000
1465.648855
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
SPDR Solactive United Kingdom ETF
S000045596
Y
50000.00000000
0.00000000
0.00816496
100.00000000
0.00816496
-0.316667
0.55734
100.3167
0.55734
0.00000000
1750.00000000
0.00000000
0.00000000
1750.00000000
0.00000000
0.00000000
1750.00000000
0.00000000
0.00000000
1750.00000000
0.00000000
SPDR(R) S&P(R) Emerging Markets Dividend ETF
S000031174
Y
50000.00000000
34.93333333
1.40008035
65.06666666
1.40008035
33.21181818
2.93181451
66.78818181
2.93181451
0.00000000
1000.00000000
0.00000000
0.00000000
1000.00000000
0.00000000
0.00000000
1000.00000000
0.1000000
0.00000000
1000.00000000
0.2700000
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF
S000053084
Y
50000.00000000
53.80750000
12.51654738
46.19250000
12.51654738
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2000.00000000
0.00000000
0.00000000
2000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
SPDR Portfolio Emerging Markets ETF
S000014048
Y
100000.00000000
30.8240367
0.6204600
69.1759600
0.6204555
31.39125000
0.69900822
68.60875000
0.69900822
0.00000000
330.2752294
0.00000000
0.00000000
330.2752294
0.00000000
0.00000000
4500.00000000
0.00000000
0.00000000
4500.00000000
0.00000000
SPDR(R) S&P(R) International Small Cap ETF
S000014039
Y
100000.00000000
20.62100000
1.91404429
79.37900000
1.91404429
20.01700000
1.61486187
79.98300000
1.61486187
0.00000000
5500.00000000
0.00000000
0.00000000
5500.00000000
0.00000000
0.00000000
5500.00000000
0.00000000
0.00000000
5500.00000000
0.00000000
SPDR Solactive Japan ETF
S000045601
Y
100000.00000000
1.89000000
0.07000000
98.11000000
0.07000000
1.51
0.46701
98.4900000
0.4670100
0.00000000
3500.00000000
0.00000000
0.00000000
3500.00000000
0.00000000
0.00000000
3500.00000000
0.00000000
0.00000000
3500.00000000
0.00000000
SPDR(R) Dow Jones Global Real Estate ETF
S000021764
Y
100000.00000000
0.48000000
0.00000000
99.52000000
0.00000000
0.3295000
0.0769500
99.6705
0.07695
0.00000000
3000.00000000
0.00000000
0.00000000
3000.00000000
0.00000000
0.00000000
2850.00000000
0.00000000
0.00000000
2850.00000000
0.00000000
SPDR MSCI EAFE StrategicFactors ETF
S000045386
Y
50000.00000000
1.91789473
1.82139622
98.08210526
1.82139622
-0.585
3.86787
100.585
3.86787
0.00000000
2842.10526315
0.00000000
0.00000000
2842.10526315
0.00000000
0.00000000
3000.00000000
0.00000000
0.00000000
3000.00000000
0.00000000
SPDR(R) S&P(R) Global Natural Resources ETF
S000030037
Y
50000.00000000
3.3200000
13.8442337
96.6800000
13.8442337
1.119375
0.80229
98.88063
0.80229
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
SPDR MSCI ACWI Low Carbon Target ETF
S000047509
Y
100000.00000000
6.39000000
0.00000000
93.61000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
5250.00000000
0.00000000
0.00000000
5250.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
SPDR EURO STOXX Small Cap ETF
S000045445
Y
50000.00000000
0.45750000
0.57702541
99.54250000
0.57702541
4.04000000
0.00000000
95.96000000
0.00000000
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
SPDR S&P North American Natural Resources ETF
S000052050
Y
50000.00000000
0.3263636
1.0228324
99.6736363
1.0228324
-0.5425
2.27897
100.5425
2.27897
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
SPDR(R) S&P GLOBAL INFRASTRUCTURE ETF
S000014041
Y
100000.00000000
0.5708333
1.69126
99.4291700
1.6912580
-0.01000000
0.00000000
100.01000000
0.00000000
0.00000000
2000.00000000
0.000000
0.00000000
2000.00000000
0.1800000
0.00000000
2000.00000000
0
0.00000000
0.00000000
0.00000000
SPDR Solactive Hong Kong ETF
S000046631
Y
50000.00000000
45.34500000
65.65486463
54.65500000
65.65486463
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
500.00000000
0.14
0.00000000
1000.00000000
0.1500000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
SPDR Solactive Canada ETF
S000045597
Y
50000.00000000
0.04000000
0.03605551
99.96000000
0.0360555
-0.4600000
1.22282
100.46
1.22282
0.00000000
1250.00000000
0.00000000
0.00000000
1250.00000000
0.00000000
0.00000000
1250.00000000
0.00000000
0.00000000
1250.00000000
0.00000000
SPDR Solactive Germany ETF
S000045600
Y
50000.00000000
0.06500000
0.06363961
99.93500000
0.06363961
-1.2800000
1.99610
101.28
1.99610
0.00000000
1250.00000000
0.00000000
0.00000000
1250.00000000
0.00000000
0.00000000
1250.00000000
0.00000000
0.00000000
0.00000000
0.00000000
SPDR(R) S&P(R) EMERGING MARKETS SMALL CAP ETF
S000021247
Y
100000.00000000
59.52750000
0.67213412
40.47250000
0.67213412
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
5000.00000000
0.00000000
0.00000000
5000.00000000
0.00000000
0.00000000
1000.0000000
0.1600000
0.00000000
1000.00000000
0.2700000
SPDR(R) MSCI ACWI EX-US ETF
S000014042
Y
200000.00000000
7.78777777
0.35088380
92.21222222
0.35088380
7.88000000
0.41448763
92.12000000
0.41448763
0.00000000
12000.00000000
0.00000000
0.00000000
12000.00000000
0.00000000
0.00000000
12000.00000000
0.00000000
0.00000000
12000.00000000
0.00000000
SPDR (R) S&P (R) International Dividend ETF
S000020665
Y
50000.00000000
8.14200000
0.02167948
91.85800000
0.02167948
5.78625000
0.87875807
94.21375000
0.87875807
0.00000000
2000.00000000
0.00000000
0.00000000
2000.00000000
0.00000000
0.00000000
2000.00000000
0.00000000
0.00000000
2000.00000000
0.00000000
SPDR(R) STOXX Europe 50(R) ETF
S000006391
Y
50000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.76312500
0.78711895
99.23687500
0.78711895
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
SPDR(R) EURO STOXX 50(R) ETF
S000006392
Y
50000.00000000
0.01545454
0.03984059
99.98454545
0.03984059
0.06976744
0.2534768
99.9277272
0.2534768
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
SPDR MSCI China A Shares IMI ETF
S000046160
Y
50000.00000000
100.00000000
0.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
50.00000000
0.00000000
0.00000000
50.00000000
0.00000000
0.00000000
50.00000000
0.00000000
0.00000000
50.00000000
0.00000000
SPDR(R) MSCI ACWI IMI ETF
S000036082
Y
100000.00000000
3.6800000
0.00000000
96.32000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
6000.00000000
0.00000000
0.00000000
6000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
SPDR MSCI World StrategicFactors ETF
S000045388
Y
100000.00000000
3.36500000
0.04950
96.63500000
0.04949747
-0.96
0.00000000
100.96
0.00000000
0.00000000
7500.00000000
0.00000000
0.00000000
7500.00000000
0.00000000
0.00000000
7500.00000000
0.00000000
0.00000000
0.00000000
0.00000000
SPDR S&P Global Dividend ETF
S000040740
Y
50000.00000000
1.56500000
1.82645527
98.43500000
1.82645527
-0.82
0.00000000
100.82
0.00000000
0.00000000
1000.00000000
0.00000000
0.00000000
1000.00000000
0.00000000
0.00000000
1000.00000000
0.00000000
0.00000000
1000.00000000
0.00000000
SPDR MSCI Emerging Markets StrategicFactors ETF
S000045387
Y
25000.00000000
48.41857142
7.99879400
51.58142857
7.99879400
48.14333333
0.034856
51.85666666
0.3485600
0.00000000
5000.00000000
0.00000000
0.00000000
5000.00000000
0.00000000
0.00000000
5000.00000000
0.00000000
0.00000000
5000.00000000
0.00000000
true
INTERNAL CONTROL RPT
2
NCEN_2065691390249895.txt
Report of Independent Registered Public
Accounting Firm
To the Board of Trustees of the SPDR Index Shares
Funds and Shareholders of the funds listed in Appendix
A:
In planning and performing our audits of the financial
statements of the funds listed in Appendix A, (hereafter
collectively referred to as the "Trust") as of and for the
periods ended September 30, 2018, in accordance with
the standards of the Public Company Accounting
Oversight Board (United States) ("PCAOB"), we
considered the Trust's internal control over financial
reporting, including controls over safeguarding
securities, as a basis for designing our auditing
procedures for the purpose of expressing our opinion on
the financial statements and to comply with the
requirements of Form N-CEN, but not for the purpose of
expressing an opinion on the effectiveness of the Trust's
internal control over financial reporting. Accordingly, we
do not express an opinion on the effectiveness of the
Trust's internal control over financial reporting.
The management of the Trust is responsible for
establishing and maintaining effective internal control
over financial reporting. In fulfilling this responsibility,
estimates and judgments by management are required to
assess the expected benefits and related costs of controls.
A company's internal control over financial reporting is a
process designed to provide reasonable assurance
regarding the reliability of financial reporting and the
preparation of financial statements for external purposes
in accordance with generally accepted accounting
principles. A company's internal control over financial
reporting includes those policies and procedures that (1)
pertain to the maintenance of records that, in reasonable
detail, accurately and fairly reflect the transactions and
dispositions of the assets of the company; (2) provide
reasonable assurance that transactions are recorded as
necessary to permit preparation of financial statements
in accordance with generally accepted accounting
principles, and that receipts and expenditures of the
company are being made only in accordance with
authorizations of management and trustees of the
company; and (3) provide reasonable assurance
regarding prevention or timely detection of unauthorized
acquisition, use or disposition of a company's assets that
could have a material effect on the financial statements.
Because of its inherent limitations, internal control over
financial reporting may not prevent or detect
misstatements. Also, projections of any evaluation of
effectiveness to future periods are subject to the risk that
controls may become inadequate because of changes in
conditions, or that the degree of compliance with the
policies or procedures may deteriorate.
A deficiency in internal control over financial reporting
exists when the design or operation of a control does not
allow management or employees, in the normal course of
performing their assigned functions, to prevent or detect
misstatements on a timely basis. A material weakness is
a deficiency, or a combination of deficiencies, in internal
control over financial reporting, such that there is a
reasonable possibility that a material misstatement of the
Trust's annual or interim financial statements will not be
prevented or detected on a timely basis.
Our consideration of the Trust's internal control over
financial reporting was for the limited purpose described
in the first paragraph and would not necessarily disclose
all deficiencies in internal control over financial reporting
that might be material weaknesses under standards
established by the PCAOB. However, we noted no
deficiencies in the Trust's internal control over financial
reporting and its operation, including controls over
safeguarding securities, that we consider to be material
weaknesses as defined above as of September 30, 2018.
This report is intended solely for the information and use
of the Board of Trustees of the SPDR Index Shares Funds
and the Securities and Exchange Commission and is not
intended to be and should not be used by anyone other
than these specified parties.
PricewaterhouseCoopers LLP
Boston, Massachusetts
November 26, 2018
Appendix A
SPDR EURO STOXX Small Cap ETF
SPDR S&P Emerging Asia Pacific ETF
SPDR MSCI China A Shares IMI ETF
SPDR S&P Global Infrastructure ETF
SPDR MSCI ACWI IMI ETF
SPDR MSCI ACWI Low Carbon Target ETF
SPDR MSCI EAFE Fossil Fuel Reserves Free ETF
SPDR MSCI Emerging Markets Fossil Fuel Reserves
Free ETF
SPDR MSCI EAFE StrategicFactors ETF
SPDR MSCI Emerging Markets StrategicFactors ETF
SPDR MSCI World StrategicFactors ETF
SPDR Solactive Canada ETF
SPDR Solactive Germany ETF
SPDR Solactive Japan ETF
SPDR Solactive United Kingdom ETF
SPDR S&P Global Dividend ETF
SPDR Solactive Hong Kong ETF*
SPDR EURO STOXX 50 ETF
SPDR S&P International Dividend ETF
SPDR MSCI ACWI ex-US ETF
SPDR S&P Emerging Markets Small Cap ETF
SPDR S&P Emerging Markets Dividend ETF
SPDR STOXX Europe 50 ETF
SPDR Portfolio Developed World ex-US ETF
SPDR Portfolio Emerging Markets ETF
SPDR Dow Jones Global Real Estate ETF
SPDR Dow Jones International Real Estate ETF
SPDR S&P North American Natural Resources ETF
SPDR S&P China ETF
SPDR S&P International Small Cap ETF
SPDR S&P Global Natural Resources ETF
*September 18, 2018 (inception date) through September 30, 2018
1
2
PricewaterhouseCoopers LLP, 101 Seaport Boulevard, Suite 500, Boston, MA 02210
T: (617) 530 5000, F:(617) 530 5001, www.pwc.com/us