0001752724-19-120443.txt : 20190911
0001752724-19-120443.hdr.sgml : 20190911
20190911092810
ACCESSION NUMBER: 0001752724-19-120443
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20190630
FILED AS OF DATE: 20190911
DATE AS OF CHANGE: 20190911
EFFECTIVENESS DATE: 20190911
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SSGA Master Trust
CENTRAL INDEX KEY: 0001516211
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: N-CEN
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22705
FILM NUMBER: 191087357
BUSINESS ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
BUSINESS PHONE: 617-664-7037
MAIL ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
FORMER COMPANY:
FORMER CONFORMED NAME: SSgA Master Trust
DATE OF NAME CHANGE: 20110322
0001516211
S000037656
SSGA MULTI-ASSET REAL RETURN PORTFOLIO
C000116122
SSGA MULTI-ASSET REAL RETURN PORTFOLIO
0001516211
S000037657
SSGA INCOME ALLOCATION PORTFOLIO
C000116123
SSGA INCOME ALLOCATION PORTFOLIO
0001516211
S000037659
SSGA GLOBAL ALLOCATION PORTFOLIO
C000116125
SSGA GLOBAL ALLOCATION PORTFOLIO
0001516211
S000037661
BLACKSTONE/GSO SENIOR LOAN PORTFOLIO
C000116127
BLACKSTONE/GSO SENIOR LOAN PORTFOLIO
0001516211
S000043515
SSGA ULTRA SHORT TERM BOND PORTFOLIO
C000134936
SSGA ULTRA SHORT TERM BOND PORTFOLIO
0001516211
S000044605
SSGA MFS SYSTEMATIC CORE EQUITY PORTFOLIO
C000138676
SSGA MFS SYSTEMATIC CORE EQUITY PORTFOLIO
0001516211
S000044606
SSGA MFS SYSTEMATIC GROWTH EQUITY PORTFOLIO
C000138677
SSGA MFS SYSTEMATIC GROWTH EQUITY PORTFOLIO
0001516211
S000044607
SSGA MFS SYSTEMATIC VALUE EQUITY PORTFOLIO
C000138678
SSGA MFS SYSTEMATIC VALUE EQUITY PORTFOLIO
0001516211
S000049191
State Street DoubleLine Total Return Tactical Portfolio
C000155084
State Street DoubleLine Total Return Tactical Portfolio
N-CEN
1
primary_doc.xml
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true
SSGA Master Trust
811-22705
0001516211
549300148N4WFUVLDU10
One Iron Street
Boston
02210
US-MA
US
617-664-8594
State Street Bank and Trust Company
1 Lincoln Street
Boston
02111
617-786-3000
Records related to its functions as custodian, sub-administrator, accounting agent and transfer agent
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Sandra G. Sponem
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Carl G. Verboncoeur
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Bonny E. Boatman
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Frank Nesvet
000000000
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Dwight D. Churchill
000000000
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Clare S. Richer
000000000
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James E. Ross
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Brian Harris
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One Iron Street
Boston
02210
XXXXXX
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State Street Global Advisors Funds Distributors, LLC
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Y
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Ernst & Young LLP
42
254900H1VLSDPE6LJK37
N
N
N
N
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N
N
BLACKSTONE/GSO SENIOR LOAN PORTFOLIO
S000037661
549300SDGPWFK37C1A23
N
1
0
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N
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State Street Bank and Trust Company
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Y
N
N/A
N/A
N/A
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
GSO / Blackstone Debt Funds Management LLC
801-68243
000144537
5493006JIA0445ZK3987
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
0.00000000
0.00000000
Goldman Sachs & Co. LLC
8-129
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FOR8UP27PHTHYVLBNG30
559891620.35000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
4691956423.64000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
837894314.84000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
1095435491.56000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
770637089.14000000
Citibank, National Association
N/A
000000000
E57ODZWZ7FF32TWEFA76
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Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
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Morgan Stanley & Co. LLC
8-15869
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Jefferies LLC
8-15074
000002347
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254662612.28000000
Deutsche Bank Securities Inc.
8-17822
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9J6MBOOO7BECTDTUZW19
497257099.94000000
12167927895.16000400
N
2734037796.06000000
Committed
500000000.00000000
N
N
N
N
true
INTERNAL CONTROL RPT
2
NCEN_8672417015221629.txt
Report of Independent Registered Public Accounting Firm
To the Shareholders and Board of Trustees of SSGA Master
Trust
In planning and performing our audits of the financial
statements of SSGA Master Trust (the "Trust") (comprising
Blackstone/GSO Senior Loan Portfolio) as of and for the year
ended June 30, 2019, 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, that we consider to be a material
weakness as defined above as of June 30, 2019.
This report is intended solely for the information and use of
management and the Board of Trustees of SSGA Master Trust
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
August 26, 2019