0001752724-20-254875.txt : 20201207
0001752724-20-254875.hdr.sgml : 20201207
20201207162407
ACCESSION NUMBER: 0001752724-20-254875
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200930
FILED AS OF DATE: 20201207
DATE AS OF CHANGE: 20201207
EFFECTIVENESS DATE: 20201207
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SPDR INDEX SHARES FUNDS
CENTRAL INDEX KEY: 0001168164
IRS NUMBER: 421537593
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: N-CEN
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21145
FILM NUMBER: 201372991
BUSINESS ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
BUSINESS PHONE: 617-664-1465
MAIL ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
FORMER COMPANY:
FORMER CONFORMED NAME: SPDR INDEX SHARES FUNDS (Formerly streetTRACKS Index Shares Funds)
DATE OF NAME CHANGE: 20070802
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
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C000017549
SPDR(R) Portfolio Europe ETF
SPEU
0001168164
S000006392
SPDR(R) EURO STOXX 50(R) ETF
C000017550
SPDR(R) EURO STOXX 50(R) ETF
FEZ
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S000014038
SPDR(R) Portfolio Developed World ex-US ETF
C000038337
SPDR(R) Portfolio Developed World ex-US ETF
SPDW
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S000014039
SPDR(R) S&P(R) International Small Cap ETF
C000038338
SPDR(R) S&P(R) International Small Cap ETF
GWX
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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
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
S000020665
SPDR (R) S&P (R) International Dividend ETF
C000057694
SPDR (R) S&P (R) International Dividend ETF
DWX
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
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
S000036082
SPDR(R) Portfolio MSCI Global Stock Market ETF
C000110424
SPDR(R) Portfolio MSCI Global Stock Market ETF
SPGM
0001168164
S000040740
SPDR S&P Global Dividend ETF
C000126352
SPDR S&P Global Dividend ETF
WDIV
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
S000045445
SPDR EURO STOXX Small Cap ETF
C000141515
SPDR EURO STOXX Small Cap ETF
SMEZ
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
S000045600
SPDR Solactive Germany ETF
C000141860
SPDR Solactive Germany ETF
ZDEU
0001168164
S000045601
SPDR Solactive Japan ETF
C000141861
SPDR Solactive Japan ETF
ZJPN
0001168164
S000046631
SPDR Solactive Hong Kong ETF
C000145465
SPDR Solactive Hong Kong ETF
ZHOK
0001168164
S000047509
SPDR MSCI ACWI Low Carbon Target ETF
C000149166
SPDR MSCI ACWI Low Carbon Target ETF
LOWC
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
N-CEN
1
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S000045388
C000141274
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S000014046
C000038345
S000006391
C000017549
S000045386
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S000046631
C000145465
S000020665
C000057694
SPDR 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, sub-administrator, accounting agent and transfer agent
N
N
N-1A
30
Y
Clare S. Richer
000000000
N
Sandra G. Sponem
000000000
N
Dwight D. Churchill
000000000
N
James E. Ross
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Bonny E. Boatman
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N
Carl G. Verboncoeur
000000000
N
Frank Nesvet
000000000
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Brian Harris
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One Iron Street
Boston
02210
XXXXXX
N
N
N
N
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
Y
N
Ernst & Young LLP
42
00000000000000000000
Y
N
N
N
N
N
N
SPDR Solactive Japan ETF
S000045601
549300MAIT1ZK2GG7K48
N
1
0
0
Exchange-Traded Fund
N
N
-0.19000000
-0.39000000
0.35000000
0.35000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
849103.09000000
2231.00000000
Rule 22d-1 (17 CFR 270.22d-1)
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
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
N
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
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
62.06000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
101.87000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
30.16000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
30.09000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
13.65000000
Morgan Stanley & Co. LLC
8-15869
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9R7GPTSO7KV3UQJZQ078
22.14000000
CLSA Americas, LLC
8-69166
000165533
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23.94000000
Bofa Securities, Inc.
8-69787
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549300HN4UKV1E2R3U73
36.45000000
J.P. Morgan Securities LLC
8-35008
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ZBUT11V806EZRVTWT807
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Instinet, LLC
8-23669
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549300MGMN3RKMU8FT57
41.48000000
379.19000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
1477027.55000000
1517864.72000000
N
24715648.52000000
N
N
N
SPDR Solactive Germany ETF
S000045600
549300BI0X10L4DIK344
N
1
0
0
Exchange-Traded Fund
N
N
0.27000000
0.07000000
0.72000000
0.72000000
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 22d-1 (17 CFR 270.22d-1)
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
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
N
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
27.02000000
Exane, Inc.
8-49569
000041784
6SDWK6FV8H98XAGSYS75
1.98000000
Bofa Securities, Inc.
8-69787
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549300HN4UKV1E2R3U73
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Credit Suisse Securities (USA) LLC
8-422
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1V8Y6QCX6YMJ2OELII46
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Instinet, LLC
8-23669
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549300MGMN3RKMU8FT57
2.17000000
Virtu Itg LLC
8-44218
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549300S41SMIODVIT266
9.99000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
55.02000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
5.77000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
44.72000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1.78000000
184.01000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
224257.94000000
224257.94000000
N
11907525.66000000
N
N
N
SPDR EURO STOXX Small Cap ETF
S000045445
54930064I767V4C2N030
N
1
0
0
Exchange-Traded Fund
N
N
-0.03000000
-0.48000000
0.53000000
0.53000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
655976.47000000
14197.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
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)
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 and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
1167.74000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
13.20000000
Exane, Inc.
8-49569
000041784
6SDWK6FV8H98XAGSYS75
9.80000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
10.31000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
9.08000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
104.55000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
77.95000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
18.48000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
721.57000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
2180.10000000
4325.42000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
435011.25000000
435011.25000000
N
13747008.64000000
N
N
N
SPDR Portfolio Developed World ex- US ETF
S000014038
549300NVXJXJCDK35U34
N
1
0
0
Exchange-Traded Fund
N
N
-0.29000000
-0.33000000
0.70000000
0.70000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
200259189.83000000
2620833.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
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
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
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)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
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)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
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 and Trust Company
571474TGEMMWANRLN572
Y
N
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
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank of Ireland (UK) PLC
213800OOT97XZGKQPY40
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
18337.72000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
11017.24000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
8381.41000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
21488.44000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
9771.50000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
11162.58000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
40412.20000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
5889.56000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
6835.64000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
8352.80000000
164044.06000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
560443.74000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
59.97000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
1046.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
164.59000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
565658011.77000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
5837.53000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
63555.23000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
590.18000000
589499351.74000000
N
6180865389.57000000
N
N
N
SPDR (R) S&P (R) International Dividend ETF
S000020665
549300ZZCTLBRXQKF293
N
1
0
0
Exchange-Traded Fund
N
N
0.42000000
-0.03000000
0.61000000
0.61000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
35076087.13000000
207602.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
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)
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)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
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)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
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
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)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
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 Saudi Arabia
558600MV09XWUB38H245
SA
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)
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)
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)
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)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
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)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
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)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
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 (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
71661.36000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
7517.29000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
11543.01000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
11463.77000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
22459.34000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
17691.87000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
13210.60000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
7246.37000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
7960.06000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
30502.83000000
214320.64000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
39456478.37000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
106397195.84000000
145853674.21000000
N
685532303.44000000
Committed
200000000.00000000
N
N
N
SPDR MSCI EAFE StrategicFactors ETF
S000045386
549300X0X2GE1FR3LY53
N
1
0
0
Exchange-Traded Fund
N
N
0.06000000
-0.24000000
0.39000000
0.39000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
9977384.76000000
70816.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
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)
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)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
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 and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
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)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
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)
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 International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
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
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
21532.05000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
1133.97000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
496.31000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
4338.83000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
584.38000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
597.21000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
315.97000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
402.66000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
370.30000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
499.89000000
31303.21000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
29734006.55000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
5895.26000000
30536730.46000000
N
357770045.59000000
N
N
N
SPDR Portfolio Emerging Markets ETF
S000014048
5493005Z5SCOTBZOLJ04
N
1
0
0
Exchange-Traded Fund
N
N
0.06000000
-0.05000000
3.29000000
3.29000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
105765112.48000000
1088781.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
N
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
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)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
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)
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
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)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco 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 (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Attijariwafa Bank S.A.
213800NKX83414QQZ664
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
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)
E57ODZWZ7FF32TWEFA76
BR
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)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
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)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
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)
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
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)
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)
HSBC Saudi Arabia
558600MV09XWUB38H245
SA
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)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
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 (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
73307.87000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
70629.18000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
40829.57000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
85330.70000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
52467.75000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
49141.12000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
60491.87000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
67790.65000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
42121.05000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
31092.95000000
731486.88000000
Nomura Securities International, Inc.
8-15255
000004297
OXTKY6Q8X53C9ILVV871
0.44000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
0.92000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
1154138944.37000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
7.73000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
6.18000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
20.36000000
Insight Investment Management (Global) Limited
N/A
000000000
213800NR44FZFC9RPO56
GB
155591.35000000
1163571259.72000000
N
3535322271.66000000
Committed
200000000.00000000
N
N
N
SPDR(R) EURO STOXX 50(R) ETF
S000006392
549300FS6B2JRJXYB418
N
1
0
0
Exchange-Traded Fund
N
N
0.36000000
0.07000000
0.56000000
0.56000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
11957959.89000000
239409.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
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)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
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 and Trust Company
571474TGEMMWANRLN572
Y
N
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)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
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)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
913.75000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
356.66000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
507.02000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2306.21000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
1613.20000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
2061.60000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
359.46000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1010.05000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
55215.52000000
Exane, Inc.
8-49569
000041784
6SDWK6FV8H98XAGSYS75
362.64000000
65447.69000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
82424976.79000000
82424976.79000000
N
1849409209.28000000
N
N
N
SPDR(R) Portfolio MSCI Global Stock Market ETF
S000036082
549300VYOHBSQ8J75492
N
1
0
0
Exchange-Traded Fund
N
N
0.64000000
0.55000000
1.34000000
1.34000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
6445847.82000000
100849.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
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)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
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)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
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)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
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)
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)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
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)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)
7LTWFZYICNSX8D621K86
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
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)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
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)
HSBC Saudi Arabia
558600MV09XWUB38H245
SA
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)
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)
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)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
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)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
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)
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 (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
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)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
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)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
1008.07000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
600.77000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1189.68000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
781.10000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
2270.14000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
1228.23000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
660.42000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
875.64000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
754.73000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
717.88000000
13370.99000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
7236.92000000
Scotia Capital (USA) Inc.
8-3716
000002739
549300BLWPABP1VNME36
74892.81000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
35230.73000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
59651.58000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
19054.12000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
25380.96000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
22899.84000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
32330501.60000000
Broadcort Capital Corp.
8-29204
000013456
0000000000
9326.55000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
32697.29000000
32781224.56000000
N
246586368.56000000
N
N
N
SPDR MSCI Emerging Markets StrategicFactors ETF
S000045387
549300EW0BNZNIOG0F80
N
1
0
0
Exchange-Traded Fund
N
N
-0.13000000
-0.44000000
3.18000000
3.18000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
2691542.92000000
21629.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
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 Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Saudi Arabia
558600MV09XWUB38H245
SA
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)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
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)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
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)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
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)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
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)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
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 (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)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
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)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
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)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
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)
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 (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
3938.62000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
4193.08000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
7329.14000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
5175.02000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
16000.80000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
5624.73000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
4025.06000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
5948.26000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
5158.76000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
9651.68000000
77105.17000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
25998223.20000000
China International Capital Corporation Limited
N/A
000000000
529900OS3SVVTT56QN67
CN
46732.60000000
Insight Investment Management (Global) Limited
N/A
000000000
213800NR44FZFC9RPO56
GB
3417.21000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1.06000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
17.66000000
Nomura Securities International, Inc.
8-15255
000004297
OXTKY6Q8X53C9ILVV871
23.31000000
26120729.48000000
N
180474551.85000000
Committed
200000000.00000000
N
N
N
SPDR(R) S&P(R) CHINA ETF
S000014047
549300B1I89QUAK0X692
N
1
0
0
Exchange-Traded Fund
N
N
-0.50000000
-1.10000000
4.00000000
4.00000000
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
51791902.48000000
776534.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
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
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
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
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)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
25646.02000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
24187.45000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
2810.84000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
4074.87000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
32998.58000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
18482.36000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
6369.68000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
7836.49000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
5748.90000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
2510.60000000
137445.52000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
113694965.90000000
116158411.27000000
N
1271875983.19000000
N
N
N
SPDR(R) MSCI ACWI EX-US ETF
S000014042
549300G7MRCS4D0PAR74
N
1
0
0
Exchange-Traded Fund
N
N
-0.22000000
-0.56000000
1.82000000
1.82000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
42828182.04000000
378560.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Y
Y
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
N
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)
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
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Saudi Arabia
558600MV09XWUB38H245
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
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
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
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)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
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)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
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 (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
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)
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 (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
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 (Mumbai, Maharashtra, IN, Branch)
7LTWFZYICNSX8D621K86
IN
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)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
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)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
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)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
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)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
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)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
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)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
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)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
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)
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
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)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
5524.94000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
9583.12000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
4809.11000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
5257.10000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
3984.45000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
10363.89000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
5250.69000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
4705.71000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
2844.04000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
3871.94000000
64653.61000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
32027.52000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
85695.50000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
40758.97000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
121444762.92000000
122448980.32000000
N
1453030717.17000000
Committed
200000000.00000000
N
N
N
SPDR S&P Global Dividend ETF
S000040740
549300467Z0Q11ETZB77
N
1
0
0
Exchange-Traded Fund
N
N
0.83000000
0.43000000
0.61000000
0.61000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
27738085.62000000
179324.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
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
2HI3YI5320L3RW6NJ957
HK
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)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
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)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
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)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
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)
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)
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)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
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)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
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 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)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
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)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
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)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
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 (Mumbai, Maharashtra, IN, Branch)
7LTWFZYICNSX8D621K86
IN
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)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
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)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
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)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
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, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
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 (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
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)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
2878.61000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
2120.96000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
7007.75000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
3074.79000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
100240.43000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2724.92000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
1739.40000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
2349.81000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
3459.66000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
2914.52000000
135235.41000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
44116472.10000000
44116472.10000000
N
268937172.65000000
N
N
N
SPDR Solactive United Kingdom ETF
S000045596
549300IMSRVMOKZ9F828
N
1
0
0
Exchange-Traded Fund
N
N
0.04000000
-0.16000000
0.59000000
0.59000000
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
82346.61000000
316.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-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
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
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)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
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)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
8.69000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
55.63000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
20.31000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
28.69000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
7.07000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
5.02000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
6.02000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
10.98000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
48.38000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
33.77000000
238.21000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
1017673.16000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
162.44000000
1017835.60000000
N
11432863.63000000
N
N
N
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF
S000053084
549300ZMZI3KBHHB5H77
N
1
0
0
Exchange-Traded Fund
N
N
-0.69000000
-1.00000000
2.49000000
2.49000000
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
936739.76000000
10853.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
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)
Banco de Chile
8B4EZFY8IHJC44TT2K84
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)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
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
571474TGEMMWANRLN572
Y
N
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)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
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)
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)
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)
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)
25490016G0WR60ANOK04
TW
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)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)
7LTWFZYICNSX8D621K86
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
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)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
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 (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
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)
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
2HI3YI5320L3RW6NJ957
HK
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)
HSBC Saudi Arabia
558600MV09XWUB38H245
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)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
1075.70000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
1273.76000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
585.93000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
2149.86000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
1908.58000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
1402.90000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1947.40000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
2553.24000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
1755.73000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
1491.53000000
19267.21000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
17798213.69000000
17798213.69000000
N
85676777.85000000
Committed
200000000.00000000
N
N
N
SPDR Solactive Hong Kong ETF
S000046631
5493000C8FTI6AN5WT58
N
1
0
0
Exchange-Traded Fund
N
N
-0.06000000
-0.27000000
4.68000000
4.68000000
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
63931.10000000
1351.00000000
Rule 22d-1 (17 CFR 270.22d-1)
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.
13-3668779
Tax ID
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
221.62000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
268.86000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
25.21000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
51.88000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
15.25000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
229.54000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
190.31000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
99.91000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
93.91000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
169.56000000
1404.43000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
503414.09000000
503414.09000000
N
8991451.95000000
N
N
N
SPDR Solactive Canada ETF
S000045597
5493008Z0VI7N5C0T005
N
1
0
0
Exchange-Traded Fund
N
N
0.40000000
0.20000000
0.18000000
0.18000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
3114471.46000000
29141.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Y
Y
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Scotia Capital (USA) Inc.
8-3716
000002739
549300BLWPABP1VNME36
8.56000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
11.64000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
70.33000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
134.68000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
3.27000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
290.41000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
9.73000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
2.72000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
7.03000000
538.37000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
20633.56000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
1423453.74000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
6701.60000000
1450788.90000000
N
27011835.03000000
N
N
N
SPDR(R) S&P(R) EMERGING MARKETS SMALL CAP ETF
S000021247
549300KXEWO8WPVG8S70
N
1
0
0
Exchange-Traded Fund
N
N
-0.30000000
-0.95000000
2.20000000
2.20000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
23364448.25000000
1032668.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
HSBC Saudi Arabia
558600MV09XWUB38H245
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)
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)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
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)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
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, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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)
Banco de Chile
8B4EZFY8IHJC44TT2K84
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)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
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 (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)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
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)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
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)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
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)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
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)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
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 Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
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)
Stanbic IBTC Bank PLC
549300NIVXF92ZIOVW61
NG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
8352.69000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
25790.10000000
Scotia Capital (USA) Inc.
8-3716
000002739
549300BLWPABP1VNME36
15855.35000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
10061.17000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
7165.09000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
9199.46000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
6862.26000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
20620.85000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
10905.05000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
22790.20000000
164257.72000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
2.39000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
6.40000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
130044.87000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
68757784.31000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
4.88000000
73444695.98000000
N
493881902.13000000
Committed
200000000.00000000
N
N
N
SPDR(R) S&P(R) Global Natural Resources ETF
S000030037
549300TY1RVQ2C1UO359
N
1
0
0
Exchange-Traded Fund
N
N
0.63000000
0.23000000
0.56000000
0.56000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
29822083.84000000
280881.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
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)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
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)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
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 (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
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
Citibank, 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)
The Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
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)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
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)
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)
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 and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1828.67000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
1216.50000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
3763.23000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
1276.55000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
16820.15000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
42947.16000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
2799.05000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
1161.80000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
15140.79000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
3861.11000000
94187.53000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
12901.19000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
10164.54000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
120263975.86000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
14431.09000000
120301472.68000000
N
1028400396.02000000
N
N
N
SPDR(R) S&P(R) EMERGING ASIA PACIFIC ETF
S000014046
549300EIUBUJ3UVV3B27
N
1
0
0
Exchange-Traded Fund
N
N
0.47000000
-0.02000000
4.54000000
4.54000000
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
9943580.31000000
168902.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
N
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
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 (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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
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)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
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
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)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
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 (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)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
2631.16000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
2054.92000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
2065.04000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
6063.48000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
6822.28000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
3147.38000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
3000.10000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
1935.37000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
8645.03000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
3441.39000000
43706.19000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
79738568.38000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
10578.36000000
80523476.88000000
N
497806074.74000000
Committed
200000000.00000000
N
N
N
SPDR(R) S&P(R) Emerging Markets Dividend ETF
S000031174
5493000CJCE3FTDXMN84
N
1
0
0
Exchange-Traded Fund
N
N
-0.34000000
-0.83000000
2.54000000
2.54000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
6256614.20000000
83215.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
Citibank Maghreb S.A
5493003FVWLMBFTISI11
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)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
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)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
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)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
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)
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)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
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)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
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 (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
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)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
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 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)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Saudi Arabia
558600MV09XWUB38H245
SA
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
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
40798.18000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
19998.22000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
8703.41000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
11837.12000000
Arqaam Capital Limited
N/A
000000000
213800RBM8VDZ3I3VP26
AE
10788.42000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
25272.74000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
11489.06000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
20535.52000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
19478.12000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
48095.26000000
249353.99000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
87142207.98000000
87142207.98000000
N
333056981.97000000
Committed
200000000.00000000
N
N
N
SPDR(R) S&P(R) International Small Cap ETF
S000014039
5493002VC63NJO18II02
N
1
0
0
Exchange-Traded Fund
N
N
0.22000000
-0.19000000
0.64000000
0.64000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
86503831.67000000
2508746.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
Deutsche Bank, Sociedad Anonima Espanola
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)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
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)
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)
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
571474TGEMMWANRLN572
Y
N
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)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
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)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
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 and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
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)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
23228.95000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
6865.25000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
4642.88000000
TD Securities (USA) LLC
8-36747
000018476
SUVUFHICNZMP2WKHG940
20856.66000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
3720.43000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
4758.74000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
5432.34000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
5562.12000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
3494.26000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
3847.74000000
97180.94000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
191593.95000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
33542.68000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
210950.42000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
81716977.81000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
25726.63000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
86268.41000000
TD Securities (USA) LLC
8-36747
000018476
SUVUFHICNZMP2WKHG940
597183.69000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
176800.18000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
21245.72000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
275484.18000000
89059014.14000000
N
723047538.46000000
Committed
200000000.00000000
N
N
N
SPDR(R) S&P GLOBAL INFRASTRUCTURE ETF
S000014041
5493001CZU6BWAPKPM88
N
1
0
0
Exchange-Traded Fund
N
N
0.53000000
0.13000000
0.35000000
0.35000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
17117718.33000000
56061.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
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)
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)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
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)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
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)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
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)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
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)
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 Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
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)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
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)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
13955.72000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
606.49000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
434.34000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
256.62000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
725.74000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
474.35000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
1044.25000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
507.91000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1967.93000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
1618.79000000
22825.99000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
1130712.96000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
39199947.92000000
40330660.88000000
N
372210503.12000000
N
N
N
SPDR MSCI EAFE Fossil Fuel Reserves Free ETF
S000053083
549300Z5IW9CX849F707
N
1
0
0
Exchange-Traded Fund
N
N
0.15000000
-0.15000000
0.24000000
0.24000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
2901902.77000000
16332.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-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
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
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)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
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
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 Bank
549300OZ46BRLZ8Y6F65
BE
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 (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
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)
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)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
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)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
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)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
775.40000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
220.18000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
213.71000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
155.64000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
152.95000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
261.58000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
639.98000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
201.14000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
146.72000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
281.07000000
3323.99000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
6586901.27000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
10781.79000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
173.36000000
6835491.66000000
N
102037692.10000000
N
N
N
SPDR MSCI ACWI Low Carbon Target ETF
S000047509
5493002MYQ9QUL9F9T82
N
1
0
0
Exchange-Traded Fund
N
N
0.26000000
-0.05000000
0.40000000
0.40000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
1624227.20000000
9731.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Y
Y
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
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)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
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)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
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)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
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, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
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)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
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 (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
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 (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Saudi Arabia
558600MV09XWUB38H245
SA
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)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
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)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
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)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
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)
Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)
7LTWFZYICNSX8D621K86
IN
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)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
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
2HI3YI5320L3RW6NJ957
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)
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)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
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
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)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
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)
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)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
298.04000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
488.82000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
301.76000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
624.49000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
309.54000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
197.10000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
248.72000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
422.81000000
Santander Securities LLC
8-49571
000041791
00000000000000000000
271.81000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
383.47000000
4374.85000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
51.58000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
4927142.31000000
Insight Investment Management (Global) Limited
N/A
000000000
213800NR44FZFC9RPO56
GB
1143.75000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1394.05000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
4115.07000000
5010668.03000000
N
71605454.03000000
Committed
200000000.00000000
N
N
N
SPDR(R) Dow Jones International Real Estate ETF
S000014040
549300L6MO7H2RBO8F96
N
1
0
0
Exchange-Traded Fund
N
N
0.38000000
-0.21000000
0.83000000
0.83000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
55827757.23000000
720265.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
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)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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 Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
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)
The Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
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 and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
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)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
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 Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
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)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
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)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
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)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
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)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
8240.53000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
18373.04000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
7003.30000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
4514.34000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
11109.44000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
20278.38000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
7299.39000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
7046.31000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
4501.59000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
16775.29000000
126949.90000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
326712181.17000000
332752468.27000000
N
1488588955.58000000
N
N
N
SPDR S&P North American Natural Resources ETF
S000052050
549300B4G9E956VT3O74
N
1
0
0
Exchange-Traded Fund
N
N
0.60000000
0.24000000
0.23000000
0.23000000
Y
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
9579452.66000000
33345.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Scotia Capital (USA) Inc.
8-3716
000002739
549300BLWPABP1VNME36
5247.03000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
457.37000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
10965.12000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
4712.47000000
Loop Capital Markets LLC
8-50140
000043098
254900FPPM2WN90D4786
228.90000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
537.91000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
28396.47000000
Piper Sandler & Co.
8-15204
000000665
549300GRQCWQ3XGH0H10
1207.50000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
447.91000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
16264.38000000
68851.55000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
52109707.95000000
52109707.95000000
N
586590422.07000000
N
N
N
SPDR(R) Dow Jones Global Real Estate ETF
S000021764
549300NEMKJTY73KOC44
N
1
0
0
Exchange-Traded Fund
N
N
0.72000000
0.22000000
0.36000000
0.36000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Cash collateral reinvestment fee
Revenue sharing split
55259823.07000000
503916.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
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
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
25490016G0WR60ANOK04
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
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)
E57ODZWZ7FF32TWEFA76
BR
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 Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
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)
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)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
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)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
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)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
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)
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)
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)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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
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)
The Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
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)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
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)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
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)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
1628.16000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
4479.74000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
7157.65000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
1948.99000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
2427.48000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
1474.36000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
3658.40000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
114911.02000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
6724.12000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
3631.91000000
152884.24000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
224310.55000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
59488.66000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
250335640.62000000
253903533.37000000
N
1861951351.01000000
N
N
N
SPDR(R) Portfolio Europe ETF
S000006391
549300HCVLHOFBIZF566
N
1
0
0
Exchange-Traded Fund
N
N
0.26000000
0.17000000
0.45000000
0.45000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
3409652.49000000
48067.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
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 Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
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)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
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)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
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)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
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)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
99.41000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
78.26000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
51.34000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
49.56000000
Goodbody Securities Inc
8-66955
000135790
63540013XRADFKDMNB59
IE
27.28000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
289.48000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
248.99000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
26.33000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
55.50000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
1338.30000000
2354.01000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
9168758.60000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
1088.07000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
543.09000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
1.34000000
9750216.57000000
N
175603124.73000000
N
N
N
SPDR MSCI World StrategicFactors ETF
S000045388
549300L6NXGVZIUJB982
N
1
0
0
Exchange-Traded Fund
N
N
0.42000000
0.12000000
0.24000000
0.24000000
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
Cash collateral reinvestment fee
553798.54000000
2738.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
N
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
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)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
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 and Trust Company
571474TGEMMWANRLN572
Y
N
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 Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
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)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
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)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
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, Sociedad Anonima Espanola
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)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
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 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)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
28.55000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
45.91000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
91.48000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
231.86000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
122.22000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
156.44000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
47.25000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
33.26000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
41.17000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
234.05000000
1134.50000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
60.94000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
243.91000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
37.09000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
10.96000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
2791354.59000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
32.00000000
2805811.01000000
N
28738264.50000000
N
N
N
SPDR(R) S&P GLOBAL INFRASTRUCTURE ETF
S000014041
Y
50000.00000000
3.49083333
2.00768730
96.50916666
2.00768730
0.87125000
1.87012174
99.12875000
1.87012174
0.00000000
2000.00000000
0.00490061
0.00000000
2000.00000000
0.10661554
0.00000000
2000.00000000
0.00000000
0.00000000
2000.00000000
0.00000000
Y
SPDR Solactive Hong Kong ETF
S000046631
Y
25000.00000000
94.33000000
0.38183766
5.67000000
0.38183766
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1000.00000000
0.14131994
0.00000000
1000.00000000
0.14981512
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
SPDR(R) S&P(R) EMERGING MARKETS SMALL CAP ETF
S000021247
Y
100000.00000000
77.50500000
0.34648232
22.49500000
0.34648232
65.73666666
1.67421225
34.26333333
1.67421225
0.00000000
5000.00000000
0.09316374
0.00000000
5000.00000000
0.12020438
0.00000000
5000.00000000
0.17808396
0.00000000
5000.00000000
0.27092171
N
SPDR(R) S&P(R) Emerging Markets Dividend ETF
S000031174
Y
50000.00000000
83.54000000
19.00648310
16.46000000
19.00648310
37.69190476
5.90838016
62.30809523
5.90838016
0.00000000
1000.00000000
0.04030342
0.00000000
1000.00000000
0.06008254
0.00000000
1000.00000000
0.08882998
0.00000000
1000.00000000
0.23472107
N
SPDR EURO STOXX Small Cap ETF
S000045445
Y
25000.00000000
0.02000000
0.00000000
99.98000000
0.00000000
-1.07250000
3.88164376
101.07250000
3.88164376
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
Y
SPDR MSCI World StrategicFactors ETF
S000045388
Y
100000.00000000
2.71000000
0.26870057
97.29000000
0.26870057
0.77000000
0.00000000
99.23000000
0.00000000
0.00000000
7500.00000000
0.00319685
0.00000000
7500.00000000
0.11896172
0.00000000
7500.00000000
0.00000000
0.00000000
7500.00000000
0.00000000
Y
SPDR S&P North American Natural Resources ETF
S000052050
Y
25000.00000000
14.28428571
36.31426011
85.71571428
36.31426011
0.03576271
0.84808344
99.96423728
0.84808344
0.00000000
242.85714285
0.00000000
0.00000000
225.00000000
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
Y
SPDR(R) Dow Jones International Real Estate ETF
S000014040
Y
50000.00000000
9.07222222
1.33811226
90.92777777
1.33811226
1.34323943
0.84082574
98.65676056
0.84082574
0.00000000
3000.00000000
0.01363853
0.00000000
3000.00000000
0.15043232
0.00000000
3000.00000000
0.00158437
0.00000000
3000.00000000
0.12485455
Y
SPDR(R) S&P(R) Global Natural Resources ETF
S000030037
Y
25000.00000000
3.78162162
16.26657522
96.21837837
16.26657522
0.52736842
1.18518091
99.47263157
1.18518091
0.00000000
1463.51351351
0.00128571
0.00000000
1463.51351351
0.12192387
0.00000000
1500.00000000
0.00239829
0.00000000
1500.00000000
0.37394229
Y
SPDR Solactive Canada ETF
S000045597
Y
25000.00000000
0.09000000
0.07071067
99.91000000
0.07071067
0.01000000
0.02828427
99.99000000
0.02828427
0.00000000
1250.00000000
0.00000000
0.00000000
1250.00000000
0.00000000
0.00000000
1250.00000000
0.00000000
0.00000000
1250.00000000
0.00000000
Y
SPDR MSCI EAFE Fossil Fuel Reserves Free ETF
S000053083
Y
50000.00000000
5.27625000
1.27119670
94.72375000
1.27119670
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
5000.00000000
0.00373227
0.00000000
5000.00000000
0.06421810
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
SPDR Solactive Germany ETF
S000045600
Y
25000.00000000
0.03500000
0.07778174
99.96500000
0.07778174
-0.00500000
0.00707106
100.00500000
0.00707106
0.00000000
1250.00000000
0.00000000
0.00000000
1250.00000000
0.00000000
0.00000000
1250.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF
S000053084
Y
50000.00000000
74.77166666
0.88551491
25.22833333
0.88551491
50.27000000
0.00000000
49.73000000
0.00000000
0.00000000
2000.00000000
0.08968972
0.00000000
2000.00000000
0.11995152
0.00000000
2000.00000000
0.15146609
0.00000000
2000.00000000
0.30130513
N
SPDR Solactive Japan ETF
S000045601
Y
100000.00000000
0.76000000
0.00000000
99.24000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3500.00000000
0.00000000
0.00000000
3500.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
SPDR(R) MSCI ACWI EX-US ETF
S000014042
Y
200000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
8.88333333
1.03688177
91.11666666
1.03688177
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
12000.00000000
0.02022203
0.00000000
12000.00000000
0.22980160
Y
SPDR Solactive United Kingdom ETF
S000045596
Y
25000.00000000
0.49000000
0.83234608
99.51000000
0.83234608
-0.02000000
0.00000000
100.02000000
0.00000000
0.00000000
1750.00000000
0.00000000
0.00000000
1750.00000000
0.00000000
0.00000000
1750.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
SPDR (R) S&P (R) International Dividend ETF
S000020665
Y
50000.00000000
52.14500000
67.67719002
47.85500000
67.67719002
6.38941176
2.47133433
93.61058823
2.47133433
0.00000000
2000.00000000
0.00213282
0.00000000
2000.00000000
0.04971620
0.00000000
2000.00000000
0.01989527
0.00000000
2000.00000000
0.30645772
Y
SPDR(R) S&P(R) CHINA ETF
S000014047
Y
50000.00000000
76.18200000
6.81259463
23.81800000
6.81259463
17.79823529
0.74925158
82.20176470
0.74925158
0.00000000
1223.33333333
0.10350239
0.00000000
1223.33333333
0.13896078
0.00000000
1300.00000000
0.02600769
0.00000000
1300.00000000
0.14617245
Y
SPDR S&P Global Dividend ETF
S000040740
Y
25000.00000000
14.96666666
26.98199781
85.03333333
26.98199781
3.17000000
2.16072325
96.83000000
2.16072325
0.00000000
1000.00000000
0.00971376
0.00000000
1000.00000000
0.13526298
0.00000000
1000.00000000
0.00604076
0.00000000
1000.00000000
0.18351084
Y
SPDR MSCI ACWI Low Carbon Target ETF
S000047509
Y
100000.00000000
10.75000000
0.00000000
89.25000000
0.00000000
7.36666666
0.85049005
92.63333333
0.85049005
0.00000000
5250.00000000
0.01380562
0.00000000
5250.00000000
0.12842444
0.00000000
5250.00000000
0.01602266
0.00000000
5250.00000000
0.21990022
Y
SPDR MSCI Emerging Markets StrategicFactors ETF
S000045387
Y
25000.00000000
72.63500000
0.51618795
27.36500000
0.51618795
56.01888888
1.67580163
43.98111111
1.67580163
0.00000000
5000.00000000
0.08919040
0.00000000
5000.00000000
0.12278839
0.00000000
5000.00000000
0.13981708
0.00000000
5000.00000000
0.24958940
N
SPDR Portfolio Emerging Markets ETF
S000014048
Y
100000.00000000
65.06815789
8.51341480
34.93184210
8.51341480
40.62333333
0.02886751
59.37666666
0.02886751
0.00000000
5692.10526315
0.08219762
0.00000000
5692.10526315
0.13020319
0.00000000
6000.00000000
0.10192321
0.00000000
6000.00000000
0.25089838
N
SPDR Portfolio Developed World ex- US ETF
S000014038
Y
200000.00000000
9.22355555
13.91247284
90.77644444
13.91247284
5.78000000
0.00000000
94.22000000
0.00000000
0.00000000
7825.55555555
0.00465274
0.00000000
7825.55555555
0.06180944
0.00000000
8000.00000000
0.00000000
0.00000000
8000.00000000
0.00000000
Y
SPDR(R) Dow Jones Global Real Estate ETF
S000021764
Y
50000.00000000
2.40714285
1.09781167
97.59285714
1.09781167
0.41466666
0.37607531
99.58533333
0.37607531
0.00000000
3000.00000000
0.00276118
0.00000000
3000.00000000
0.08556479
0.00000000
3000.00000000
0.00000000
0.00000000
3000.00000000
0.00000000
Y
SPDR(R) S&P(R) EMERGING ASIA PACIFIC ETF
S000014046
Y
100000.00000000
70.38000000
0.38412237
29.62000000
0.38412237
38.82000000
0.42284749
61.18000000
0.42284749
0.00000000
8000.00000000
0.11872681
0.00000000
8000.00000000
0.16869441
0.00000000
8000.00000000
0.08437767
0.00000000
8000.00000000
0.21735572
N
SPDR MSCI EAFE StrategicFactors ETF
S000045386
Y
50000.00000000
7.26789473
1.25826414
92.73210526
1.25826414
3.62000000
1.39529208
96.38000000
1.39529208
0.00000000
3000.00000000
0.00694659
0.00000000
3000.00000000
0.09350502
0.00000000
3000.00000000
0.00000000
0.00000000
3000.00000000
0.00000000
Y
SPDR(R) EURO STOXX 50(R) ETF
S000006392
Y
50000.00000000
5.89705882
24.24981617
94.10294117
24.24981617
0.00047619
0.02692140
99.99952380
0.02692140
0.00000000
1420.58823529
0.00000000
0.00000000
1307.14285714
0.00000000
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
Y
SPDR(R) Portfolio MSCI Global Stock Market ETF
S000036082
Y
100000.00000000
8.09818181
1.39130742
91.90181818
1.39130742
1.86333333
2.19012176
98.13666666
2.19012176
0.00000000
2200.00000000
0.00720971
0.00000000
2200.00000000
0.08665408
0.00000000
2200.00000000
0.00639653
0.00000000
2200.00000000
0.86259939
Y
SPDR(R) Portfolio Europe ETF
S000006391
Y
150000.00000000
0.12000000
0.05597618
99.88000000
0.05597618
0.38111111
0.31354602
99.61888888
0.31354602
0.00000000
4500.00000000
0.00000000
0.00000000
4500.00000000
0.00000000
0.00000000
4500.00000000
0.00000000
0.00000000
4500.00000000
0.00000000
Y
SPDR(R) S&P(R) International Small Cap ETF
S000014039
Y
100000.00000000
49.44333333
43.83586925
50.55666666
43.83586925
19.59937500
2.47664953
80.40062500
2.47664953
0.00000000
3716.66666666
0.00712118
0.00000000
3716.66666666
0.02967407
0.00000000
5500.00000000
0.04419056
0.00000000
5500.00000000
0.22576529
N
true
INTERNAL CONTROL RPT
2
NCEN_518628906784186.txt
Report of Independent Registered Public Accounting Firm
To the Shareholders and Board of Trustees of the SPDR Index
Shares Funds
In planning and performing our audits of the financial
statements of the SPDR Index Shares Funds (the "Trust")
(comprising respectively, SPDR Portfolio Europe ETF, SPDR
EURO STOXX 50 ETF, SPDR EURO STOXX Small Cap
ETF, SPDR S&P Emerging Asia Pacific ETF, SPDR S&P
China ETF, SPDR Portfolio Emerging Markets ETF, SPDR
S&P Emerging Markets Dividend ETF, SPDR Portfolio
Developed World ex-US ETF, SPDR S&P International Small
Cap ETF, SPDR Dow Jones International Real Estate ETF,
SPDR S&P Global Infrastructure ETF, SPDR S&P Global
Natural Resources ETF, SPDR S&P North American Natural
Resources ETF, SPDR MSCI ACWI ex-US ETF, SPDR
Portfolio MSCI Global Stock Market ETF, SPDR MSCI
ACWI Low Carbon Target 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 S&P
International Dividend ETF, SPDR S&P Emerging Markets
Small Cap ETF, SPDR Dow Jones Global Real Estate ETF,
SPDR MSCI EAFE Fossil Fuel Reserves Free ETF, SPDR
MSCI Emerging Markets Fossil Fuel Reserves Free ETF,
SPDR Solactive Hong Kong ETF) (the "Funds") as of and for
the year ended September 30, 2020 in accordance with the
standards of the Public Company Accounting Oversight Board
(United States), 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 express no such opinion.
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
directors 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 company'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 that might be material weaknesses under
standards established by the Public Company Accounting
Oversight Board (United States). However, we noted no
deficiencies in the Trust's internal control over financial
reporting and its operation, including controls over
safeguarding securities, which we consider to be a material
weakness as defined above as of September 30, 2020.
This report is intended solely for the information and use of
management and the Board of Trustees of 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.
/s/ Ernst & Young LLP
Boston, Massachusetts
November 25, 2020