# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-057694
**Filing Date:** 2023-3
**Character Count:** 200627
**Document Hash:** 04aba0c93a0f882758d5aa083d872c8c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-057694.hdr.sgml**: 20230315

**ACCESSION NUMBER**: 0001752724-23-057694

**CONFORMED SUBMISSION TYPE**: N-CEN

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230315

**DATE AS OF CHANGE**: 20230315

**EFFECTIVENESS DATE**: 20230315

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SPDR SERIES TRUST
- **CENTRAL INDEX KEY:** 0001064642
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** N-CEN
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 23736168

**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:** STREETTRACKS SERIES TRUST
- **DATE OF NAME CHANGE:** 20000925

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INDEX EXCHANGE LISTED SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19980622

## Series and Classes Contracts Data

### SPDR(R) Bloomberg International Treasury Bond ETF (Series ID: S000018782)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000051964 | SPDR(R) Bloomberg International Treasury Bond ETF | BWX             |

### SPDR(R) FTSE International Government Inflation-Protected Bond ETF (Series ID: S000018783)

| Class ID   | Class Name                                                         | Ticker Symbol   |
|:---|:---|:---|
| C000051965 | SPDR(R) FTSE International Government Inflation-Protected Bond ETF | WIP             |

### SPDR(R) Bloomberg Emerging Markets Local Bond ETF (Series ID: S000022631)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000065485 | SPDR(R) Bloomberg Emerging Markets Local Bond ETF | EBND            |

### SPDR(R) Bloomberg Short Term International Treasury Bond ETF (Series ID: S000023655)

| Class ID   | Class Name                                                   | Ticker Symbol   |
|:---|:---|:---|
| C000069669 | SPDR(R) Bloomberg Short Term International Treasury Bond ETF | BWZ             |

### SPDR(R) Bloomberg International Corporate Bond ETF (Series ID: S000028947)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000088912 | SPDR(R) Bloomberg International Corporate Bond ETF | IBND            |

## Internal

Report of Independent Registered Public Accounting Firm

To the Shareholders and Board of Trustees of SPDR<sup>®</sup> Series Trust

In planning and performing our audits of the financial statements of SPDR Bloomberg Emerging Markets Local Bond ETF, SPDR Bloomberg International Corporate Bond ETF, SPDR Bloomberg International Treasury Bond ETF, SPDR Bloomberg Short Term International Treasury Bond ETF and SPDR FTSE International Government Inflation-Protected Bond ETF (five of the funds constituting SPDR<sup>®</sup> Series Trust (the "Trust")) as of and for the year ended December 31, 2022, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Trust's internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinions 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 U.S. 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 U.S. 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 Funds' 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 PCAOB. However, we noted no deficiencies in the Funds' 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 December 31, 2022.

This report is intended solely for the information and use of management and the Board of Trustees of SPDR<sup>®</sup> Series 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; /s/ Ernst & Young LLP&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Boston, Massachusetts

February 24, 2023

# Form N-CEN: Annual Report for Registered Investment Companies

## N-CEN: Filer Information
**Submission Type:** N-CEN
**CIK:** 0001064642

## N-CEN: Series/Class (Contract) Information

**Series ID Record:1**
- **Series ID:** S000018782

**Series ID Record:2**
- **Series ID:** S000028947

**Series ID Record:3**
- **Series ID:** S000018783

**Series ID Record:4**
- **Series ID:** S000023655

**Series ID Record:5**
- **Series ID:** S000022631

**Class ID Record:1**
- **Class ID:** C000051964

**Class ID Record:2**
- **Class ID:** C000088912

**Class ID Record:3**
- **Class ID:** C000051965

**Class ID Record:4**
- **Class ID:** C000069669

**Class ID Record:5**
- **Class ID:** C000065485

### N-CEN: Part A: General Information

**Item A.1.a - Report for period ending:** 2022-12-31

**Item A.1.b - Does this report cover a period of less than 12 months?:** No

## N-CEN: Part B: Information About the Registrant

- **Item B.1.a - Full name of Registrant:** SPDR SERIES TRUST

- **Item B.1.b - Investment Company Act file number:** 811-08839

- **Item B.1.c - CIK:** 0001064642

- **Item B.1.d - LEI:** 5493004JVD6CQEEJSS37

- **Item B.2.a - Street 1:** One Iron Street

- **Item B.2.b - City:** Boston

- **Item B.2.c - State:** MA

- **Item B.2.e - Zip Code:** 02210

- **Item B.2.f - Telephone:** 617-664-8594

- **Item B.2.g - Public Website:** www.ssga.com/spdrs

### Item B.3 - Location of books and records

**Location books Record: 1**

- **a. Name of person (e.g., a custodian of records):** State Street Bank and Trust Company

- **b. Street 1:** 1 Lincoln Street

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02111

- **g. Telephone number:** 617-786-3000

- **h. Briefly describe the books and records kept at this location:** Records related to its functions as custodian, sub-administrator, accounting agent and transfer agent

- **Item B.4.a - Is this the first filing by the Registrant?:** No

- **Item B.4.b - Is this the last filing by the Registrant?:** No

- **Item B.5.a - Is the Registrant part of a family of investment companies?:** Yes

- **Item B.5.a.i - Full name of family of investment companies:** State Street Global Advisors - advised funds

### Item B.6 - Organization

- [x] a. Open-end management investment company registered under the Act on Form N-1A

- [ ] b. Closed-end management investment company registered under the Act on Form N-2

- [ ] c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3

- [ ] d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4

- [ ] e. Small business investment company registered under the Act on Form N-5

- [ ] f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6

- [ ] g. Unit investment trust registered under the Act on Form N-8B-2

- **Item B.6.i - Total number of Series:** 85

- **Item B.7 - Is the Registrant the issuer of a class of securities registered under the Securities Act?:** Yes

### Item B.8 - Directors

| Name                | Is Interested Person?   | Other Investment Company File Numbers                                                                                                                                          |
|:---|:---|:---|
| Sandra G. Sponem    | No                      | 811-21982, 811-21145, 811-22946, 811-02753, 811-01136, 811-21681, 811-08821, 811-07584, 811-22309, 811-23057, 811-22437, 811-22715, 811-22542, 811-09525, 811-23702, 811-21652 |
| Dwight D. Churchill | No                      | 811-22542, 811-21145                                                                                                                                                           |
| Gunjan Chauhan      | Yes                     | 811-22542, 811-21145                                                                                                                                                           |
| Carolyn M. Clancy   | No                      | 811-22542, 811-21145                                                                                                                                                           |
| Carl G. Verboncoeur | No                      | 811-21145, 811-22542                                                                                                                                                           |
| James E. Ross       | Yes                     | 811-08837, 811-22542, 811-21719, 811-21145                                                                                                                                     |
| Clare S. Richer     | No                      | 811-22542, 811-21145                                                                                                                                                           |
| Kristi L. Rowsell   | No                      | 811-22542, 811-21145                                                                                                                                                           |

### Item B.9. Chief compliance officer.

**Chief compliance officer Record: 1**

- **a. Full Name:** Brian Harris

- **b. CRD Number, if any:** 005599152

- **c. Street Address 1:** One Iron Street

- **d. City:** Boston

- **e. State, if applicable:** MA

- **f. Foreign country, if applicable:** US

- **g. Zip code:** 02210

- **h. Telephone number:** XXXXXX

- **i. Has the chief compliance officer changed since the last filing?:** No

If the chief compliance officer is compensated or employed by any person other than the Registrant, provide:

**CCO employer Record: 1**

- **i. Name of the person:** —

- **ii. Person’s IRS Employer Identification Number:** —

### Item B.10. Matters for security holder vote.

- **Were any matters submitted by the Registrant for its security holders’ vote during the reporting period?** —

| Series Name   | Series ID   |
|:---|:---|
| N/A           | N/A         |

- **Item B.11.a - Have there been any material legal proceedings?:** No

- **Item B.11.b - Has any proceeding previously reported been terminated?:** No

- **Item B.12.a - Were any claims with respect to the Registrant filed under a fidelity bond?:** No

- **Item B.13.a - Are the Registrant's officers or directors covered under any insurance policy?:** Yes

- **Item B.13.a.i - If yes, were any claims filed under the policy during the reporting period?:** No

- **Item B.14 - Did an affiliated person provide any form of financial support to the Registrant?:** No

- **Item B.15.a.i - Release numbers:**
  - IC-31917
  - IC-31412
  - IC-23441

### Item B.16. Principal underwriters.

**Principal underwriter Record: 1**

- **i. Full name:** State Street Global Advisors Funds Distributors, LLC

- **ii. SEC file number:** 8-44744

- **iii. CRD number:** 000030107

- **iv. LEI, if any:** 54ZMQ1M7YQYKOZC8E043

- **v. State, if applicable:** MA

- **vi. Foreign country, if applicable:** US

- **vii. Is the principal underwriter an affiliated person...?:** Yes

- **b. Have any principal underwriters been hired or terminated during the reporting period?** No

### Item B.17. Independent public accountant.

**Public accountant Record: 1**

- **a. Full Name:** Ernst & Young LLP

- **b. PCAOB Number:** 42

- **c. LEI, if any:** N/A

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Has the independent public accountant changed since the last filing?** No

- **Item B.18 - Did an independent public accountant's report on internal control note any material weaknesses?:** No

- **Item B.19 - Did an independent public accountant issue an opinion other than an unqualified opinion?:** No

- **Item B.20 - Have there been material changes in the method of valuation?:** No

- **Item B.21 - Have there been any changes in accounting principles or practices?:** No

- **Item B.22.a - Were any payments made to shareholders as a result of an error in calculating NAV?:** No

- **Item B.23 - Did the Registrant pay any dividend or make any distribution required to be accompanied by a written statement?:** No

## Part C: Additional Questions for Management Investment Companies

### Management Investment Record: 1 - SPDR(R) Bloomberg International Treasury Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** SPDR(R) Bloomberg International Treasury Bond ETF

- **b. Series identification number, if any:** S000018782

- **c. LEI:** 549300XTV2KNHC0UDP69

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 0

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class                             | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | SPDR(R) Bloomberg International Treasury Bond ETF | C000051964                                | BWX                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** SSGA Funds Management, Inc.

- **ii. LEI, if any:** FT3UGI3NU6B7EELQF380

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** SSGA Funds Management, Inc.

- **ii. SEC file number:** 801-60103

- **iii. CRD number:** 000111242

- **iv. LEI, if any:** FT3UGI3NU6B7EELQF380

- **v. State, if applicable:** MA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Barclays Capital Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** AC28XWWI3WIBK2824319

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** ICE Data Services, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 13-3668779

- **Description of other identifying number:** Tax ID

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** Joint Stock Company Commercial Bank Citibank

- **ii. LEI, if any:** CHSQDSVI1UI96Y2SW097

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Skandinaviska Enskilda Banken A/S

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** B6ARUI4946ST4S7WOU88

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Citibank, Anonim Sirketi

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch)

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Intesa Sanpaolo S.p.A.

- **ii. LEI, if any:** 2W8N8UU78PMDQKZENC08

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Citibank Europe Public Limited Company

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s. (Bratislava, Bratislavsky, SK, Branch)

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 14**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** AS SEB banka

- **ii. LEI, if any:** 549300YW95G1VBBGGV07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Standard Chartered Bank Malaysia Berhad

- **ii. LEI, if any:** 549300JTJBG2QBI8KD48

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Self - rule 17f-2 (17 CFR 270.17f-2)

**Custodians Record: 20**

- **i. Full name:** Citibank, National Association (Singapore, SG, Branch)

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** BNP Paribas Securities Services

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** BNP Paribas Securities Services (Athens, Attica, GR, Branch)

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Ceskoslovenska obchodni banka, a. s.

- **ii. LEI, if any:** Q5BP2UEQ48R75BOTCB92

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Banco de Chile

- **ii. LEI, if any:** 8B4EZFY8IHJC44TT2K84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)

- **ii. LEI, if any:** 254900XJQ7BKPSDXNP74

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Bank Handlowy w Warszawie Spolka Akcyjna

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** Y28RT6GGYJ696PMW8T44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Cititrust Colombia S A Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Standard Chartered Bank (Taiwan) Limited

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** SSGA Funds Management, Inc.

- **ii. LEI, if any, or other identifying number:** FT3UGI3NU6B7EELQF380

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any, or other identifying number:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** State Street Global Advisors Funds Distributors, LLC

- **b. SEC file number:** 8-44744

- **c. CRD number:** 000030107

- **d. LEI, if any:** 54ZMQ1M7YQYKOZC8E043

- **e. State, if applicable:** MA

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                              | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Deutsche Bank Securities Inc.                     | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $19,548,210.86            |
| HSBC Securities (USA) Inc.                        | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $27,309,912.90            |
| State Street Bank and Trust Company               | N/A               | N/A          | 571474TGEMMWANRLN572 | MA      | US        | $194,513,606.06           |
| BofA Securities, Inc.                             | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $14,698,386.45            |
| Citigroup Global Markets Inc.                     | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $15,904,921.90            |
| BNP Paribas Securities Corp.                      | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $21,932,350.47            |
| Bank of China International Limited               | N/A               | N/A          | 549300KIPGRYLXDQDD87 |  |  | $19,374,999.91            |
| Mizuho Securities USA LLC                         | 8-37710           | 000019647    | 7TK5RJIZDFROZCA6XF66 | NY      | US        | $17,363,639.65            |
| J.P. Morgan Securities LLC                        | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $21,351,935.36            |
| Standard Chartered Securities (North America) LLC | 8-66397           | 000130847    | 5493003GCX71N8988W38 | NY      | US        | $21,808,819.12            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $529,230,616.98

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $878,353,324.80

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $200,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** Wells Fargo Bank

  - **Line Institutions Record: 2 Name of institution:** Bank Of America, N.A.

  - **Line Institutions Record: 3 Name of institution:** Credit Suisse AG

  - **Line Institutions Record: 4 Name of institution:** Goldman Sachs Bank USA

  - **Line Institutions Record: 5 Name of institution:** The Bank Of Nova Scotia

  - **Line Institutions Record: 6 Name of institution:** Barclays Bank PLC

  - **Line Institutions Record: 7 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 8 Name of institution:** Morgan Stanley Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                    | SEC File number   |
|:---|:---|
| State Street International Developed Equity Index Portfolio     | 811-09599         |
| State Street Emerging Markets Equity Index Fund                 | 811-09819         |
| SPDR Blackstone High Income ETF                                 | 811-22542         |
| SPDR Portfolio Long Term Corporate Bond ETF                     | 811-08839         |
| SPDR Bloomberg International Corporate Bond ETF                 | 811-08839         |
| SPDR Bloomberg Short Term High Yield Bond ETF                   | 811-08839         |
| SPDR S&P Emerging Markets Dividend ETF                          | 811-21145         |
| SPDR Bloomberg Investment Grade Floating Rate ETF               | 811-08839         |
| State Street Institutional Premier Growth Equity Fund           | 811-08257         |
| State Street Premier Growth Equity V.I.S. Fund                  | 811-04041         |
| State Street S&P 500 Index V.I.S. Fund                          | 811-04041         |
| State Street Institutional U.S. Equity Fund                     | 811-08257         |
| SPDR MSCI ACWI Climate Paris Aligned ETF                        | 811-21145         |
| SPDR SSGA Ultra Short Term Bond ETF                             | 811-22542         |
| State Street U.S. Core Equity Fund                              | 811-01494         |
| State Street Institutional Small-Cap Equity Fund                | 811-08257         |
| State Street International Stock Selection Fund                 | 811-05430         |
| State Street Aggregate Bond Index Portfolio                     | 811-09819         |
| State Street Real Estate Securities V.I.S. Fund                 | 811-04041         |
| State Street Equity 500 Index II Portfolio                      | 811-09819         |
| SPDR Portfolio Emerging Markets ETF                             | 811-21145         |
| SPDR Loomis Sayles Opportunistic Bond ETF                       | 811-22542         |
| Elfun International Equity Fund                                 | 811-05216         |
| SPDR MSCI Emerging Markets StrategicFactors ETF                 | 811-21145         |
| Elfun Trusts                                                    | 811-00483         |
| SPDR S&P Emerging Asia Pacific ETF                              | 811-21145         |
| Elfun Tax Exempt Income Fund                                    | 811-02735         |
| State Street Total Return V.I.S. Fund                           | 811-04041         |
| Elfun Income Fund                                               | 811-03715         |
| SPDR Bloomberg Short Term International Treasury Bond ETF       | 811-08839         |
| SPDR Portfolio High Yield Bond                                  | 811-08839         |
| SPDR Portfolio Short Term Corporate Bond ETF                    | 811-08839         |
| SPDR Bloomberg Convertible Securities ETF                       | 811-08839         |
| SPDR Bloomberg High Yield Bond ETF                              | 811-08839         |
| State Street S&P 500 Index Fund                                 | 811-05430         |
| SPDR MSCI ACWI ex-US ETF                                        | 811-21145         |
| SPDR Portfolio Corporate Bond ETF                               | 811-08839         |
| SPDR DoubleLine Total Return Tactical ETF                       | 811-22542         |
| SPDR FTSE International Government Inflation-Protected Bond ETF | 811-08839         |
| State Street Income V.I.S. Fund                                 | 811-04041         |
| SPDR DoubleLine Short Duration Total Return Tactical ETF        | 811-22542         |
| State Street Small/Mid Cap Equity Index Portfolio               | 811-09819         |
| SPDR Bloomberg Emerging Markets Local Bond ETF                  | 811-08839         |
| State Street Income Fund                                        | 811-21435         |
| SPDR Nuveen Bloomberg Municipal Bond ETF                        | 811-08839         |
| SPDR Nuveen Bloomberg Short Term Municipal Bond ETF             | 811-08839         |
| SPDR Portfolio Intermediate Term Corporate Bond ETF             | 811-08839         |
| SPDR Blackstone Senior Loan ETF                                 | 811-22542         |
| SPDR Nuveen Bloomberg High Yield Municipal Bond ETF             | 811-08839         |
| State Street Small-Cap Equity V.I.S. Fund                       | 811-04041         |
| SPDR DoubleLine Emerging Markets Fixed Income ETF               | 811-22542         |
| SPDR S&P International Dividend ETF                             | 811-21145         |
| SPDR S&P Emerging Markets Small Cap ETF                         | 811-21145         |
| SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF        | 811-21145         |
| State Street Global Equity ex-U.S. Index Portfolio              | 811-09819         |
| SPDR Portfolio Mortgage Backed Bond                             | 811-08839         |
| State Street U.S. Equity V.I.S. Fund                            | 811-04041         |
| Elfun Diversified Fund                                          | 811-05324         |
| SPDR Portfolio Aggregate Bond ETF                               | 811-08839         |
| SPDR S&P International Small Cap ETF                            | 811-21145         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 2 - SPDR(R) Bloomberg International Corporate Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** SPDR(R) Bloomberg International Corporate Bond ETF

- **b. Series identification number, if any:** S000028947

- **c. LEI:** 549300V3SXQ5D61UEN24

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 0

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class                              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | SPDR(R) Bloomberg International Corporate Bond ETF | C000088912                                | IBND                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** SSGA Funds Management, Inc.

- **ii. LEI, if any:** FT3UGI3NU6B7EELQF380

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $4,637,229.02

- **g. Provide the net income from securities lending activities:** $14,843.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** SSGA Funds Management, Inc.

- **ii. SEC file number:** 801-60103

- **iii. CRD number:** 000111242

- **iv. LEI, if any:** FT3UGI3NU6B7EELQF380

- **v. State, if applicable:** MA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** State Street Global Advisors Limited

- **ii. SEC file number:** 801-66610

- **iii. CRD number:** 000112861

- **iv. LEI, if any:** 8KEPZEVXKHU6G2R0SD14

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vi. Foreign country, if applicable:** GB

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Services, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 13-3668779

- **Description of other identifying number:** Tax ID

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** Barclays Capital Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** AC28XWWI3WIBK2824319

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** Bank Handlowy w Warszawie Spolka Akcyjna

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** Y28RT6GGYJ696PMW8T44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Banco de Chile

- **ii. LEI, if any:** 8B4EZFY8IHJC44TT2K84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Skandinaviska Enskilda Banken A/S

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 9**

- **i. Full name:** Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Self - rule 17f-2 (17 CFR 270.17f-2)

**Custodians Record: 11**

- **i. Full name:** Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** BNP Paribas Securities Services

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Citibank, National Association (Singapore, SG, Branch)

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Intesa Sanpaolo S.p.A.

- **ii. LEI, if any:** 2W8N8UU78PMDQKZENC08

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Citibank Europe Public Limited Company

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** BNP Paribas Securities Services (Athens, Attica, GR, Branch)

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** SSGA Funds Management, Inc.

- **ii. LEI, if any, or other identifying number:** FT3UGI3NU6B7EELQF380

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any, or other identifying number:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** State Street Global Advisors Funds Distributors, LLC

- **b. SEC file number:** 8-44744

- **c. CRD number:** 000030107

- **d. LEI, if any:** 54ZMQ1M7YQYKOZC8E043

- **e. State, if applicable:** MA

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| State Street Bank and Trust Company | N/A               | N/A          | 571474TGEMMWANRLN572 | MA      | US        | $34,876,378.41            |
| Credit Suisse Securities (USA) LLC  | 8-422             | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $1,939,460.19             |
| BofA Securities, Inc.               | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $2,038,100.12             |
| Citigroup Global Markets Inc.       | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $1,890,020.93             |
| Goldman Sachs & Co. LLC             | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $3,271,291.18             |
| Deutsche Bank Securities Inc.       | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $5,122,776.17             |
| J.P. Morgan Securities LLC          | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $2,409,390.88             |
| RBC Capital Markets, LLC            | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $1,858,784.39             |
| Barclays Capital Inc.               | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $10,475,553.23            |
| Morgan Stanley & Co. LLC            | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $2,873,918.52             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $76,791,261.29

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $120,183,422.56

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $200,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** Wells Fargo Bank

  - **Line Institutions Record: 2 Name of institution:** Morgan Stanley Bank, N.A.

  - **Line Institutions Record: 3 Name of institution:** Bank Of America, N.A.

  - **Line Institutions Record: 4 Name of institution:** Goldman Sachs Bank USA

  - **Line Institutions Record: 5 Name of institution:** Credit Suisse AG

  - **Line Institutions Record: 6 Name of institution:** Barclays Bank PLC

  - **Line Institutions Record: 7 Name of institution:** The Bank Of Nova Scotia

  - **Line Institutions Record: 8 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                    | SEC File number   |
|:---|:---|
| SPDR DoubleLine Short Duration Total Return Tactical ETF        | 811-22542         |
| SPDR Nuveen Bloomberg Short Term Municipal Bond ETF             | 811-08839         |
| Elfun International Equity Fund                                 | 811-05216         |
| State Street U.S. Equity V.I.S. Fund                            | 811-04041         |
| SPDR S&P Emerging Markets Small Cap ETF                         | 811-21145         |
| State Street Institutional Premier Growth Equity Fund           | 811-08257         |
| SPDR FTSE International Government Inflation-Protected Bond ETF | 811-08839         |
| State Street International Stock Selection Fund                 | 811-05430         |
| State Street Premier Growth Equity V.I.S. Fund                  | 811-04041         |
| State Street Aggregate Bond Index Portfolio                     | 811-09819         |
| State Street International Developed Equity Index Portfolio     | 811-09599         |
| Elfun Tax Exempt Income Fund                                    | 811-02735         |
| SPDR Bloomberg Investment Grade Floating Rate ETF               | 811-08839         |
| SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF        | 811-21145         |
| State Street Total Return V.I.S. Fund                           | 811-04041         |
| Elfun Diversified Fund                                          | 811-05324         |
| SPDR MSCI ACWI ex-US ETF                                        | 811-21145         |
| SPDR S&P International Dividend ETF                             | 811-21145         |
| SPDR Portfolio Long Term Corporate Bond ETF                     | 811-08839         |
| SPDR Portfolio High Yield Bond                                  | 811-08839         |
| State Street Equity 500 Index II Portfolio                      | 811-09819         |
| SPDR Nuveen Bloomberg Municipal Bond ETF                        | 811-08839         |
| State Street Small-Cap Equity V.I.S. Fund                       | 811-04041         |
| SPDR Bloomberg Short Term High Yield Bond ETF                   | 811-08839         |
| State Street Real Estate Securities V.I.S. Fund                 | 811-04041         |
| SPDR Bloomberg International Treasury Bond ETF                  | 811-08839         |
| State Street S&P 500 Index V.I.S. Fund                          | 811-04041         |
| SPDR MSCI Emerging Markets StrategicFactors ETF                 | 811-21145         |
| Elfun Income Fund                                               | 811-03715         |
| SPDR Bloomberg High Yield Bond ETF                              | 811-08839         |
| State Street Emerging Markets Equity Index Fund                 | 811-09819         |
| SPDR S&P Emerging Markets Dividend ETF                          | 811-21145         |
| SPDR Bloomberg Emerging Markets Local Bond ETF                  | 811-08839         |
| State Street S&P 500 Index Fund                                 | 811-05430         |
| SPDR Blackstone Senior Loan ETF                                 | 811-22542         |
| SPDR DoubleLine Total Return Tactical ETF                       | 811-22542         |
| SPDR Bloomberg Convertible Securities ETF                       | 811-08839         |
| SPDR DoubleLine Emerging Markets Fixed Income ETF               | 811-22542         |
| SPDR S&P Emerging Asia Pacific ETF                              | 811-21145         |
| SPDR Portfolio Emerging Markets ETF                             | 811-21145         |
| State Street Income Fund                                        | 811-21435         |
| SPDR MSCI ACWI Climate Paris Aligned ETF                        | 811-21145         |
| SPDR Portfolio Aggregate Bond ETF                               | 811-08839         |
| SPDR Bloomberg Short Term International Treasury Bond ETF       | 811-08839         |
| SPDR Portfolio Corporate Bond ETF                               | 811-08839         |
| Elfun Trusts                                                    | 811-00483         |
| State Street Small/Mid Cap Equity Index Portfolio               | 811-09819         |
| State Street Institutional U.S. Equity Fund                     | 811-08257         |
| State Street U.S. Core Equity Fund                              | 811-01494         |
| SPDR Loomis Sayles Opportunistic Bond ETF                       | 811-22542         |
| SPDR SSGA Ultra Short Term Bond ETF                             | 811-22542         |
| State Street Income V.I.S. Fund                                 | 811-04041         |
| State Street Global Equity ex-U.S. Index Portfolio              | 811-09819         |
| SPDR S&P International Small Cap ETF                            | 811-21145         |
| State Street Institutional Small-Cap Equity Fund                | 811-08257         |
| SPDR Portfolio Short Term Corporate Bond ETF                    | 811-08839         |
| SPDR Nuveen Bloomberg High Yield Municipal Bond ETF             | 811-08839         |
| SPDR Blackstone High Income ETF                                 | 811-22542         |
| SPDR Portfolio Mortgage Backed Bond                             | 811-08839         |
| SPDR Portfolio Intermediate Term Corporate Bond ETF             | 811-08839         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 3 - SPDR(R) FTSE International Government Inflation-Protected Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** SPDR(R) FTSE International Government Inflation-Protected Bond ETF

- **b. Series identification number, if any:** S000018783

- **c. LEI:** 5493002X18ZM866TLJ34

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 0

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class                                              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | SPDR(R) FTSE International Government Inflation-Protected Bond ETF | C000051965                                | WIP                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** SSGA Funds Management, Inc.

- **ii. LEI, if any:** FT3UGI3NU6B7EELQF380

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** SSGA Funds Management, Inc.

- **ii. SEC file number:** 801-60103

- **iii. CRD number:** 000111242

- **iv. LEI, if any:** FT3UGI3NU6B7EELQF380

- **v. State, if applicable:** MA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Barclays Capital Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** AC28XWWI3WIBK2824319

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** ICE Data Services, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 13-3668779

- **Description of other identifying number:** Tax ID

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** BNP Paribas Securities Services

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** Standard Chartered Bank (Taiwan) Limited

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Banco de Chile

- **ii. LEI, if any:** 8B4EZFY8IHJC44TT2K84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Skandinaviska Enskilda Banken A/S

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Citibank, Anonim Sirketi

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Intesa Sanpaolo S.p.A.

- **ii. LEI, if any:** 2W8N8UU78PMDQKZENC08

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** BNP Paribas Securities Services (Athens, Attica, GR, Branch)

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Banco Itau Uruguay S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Bank Handlowy w Warszawie Spolka Akcyjna

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Cititrust Colombia S A Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** B6ARUI4946ST4S7WOU88

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Citibank Europe Public Limited Company

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 29**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Self - rule 17f-2 (17 CFR 270.17f-2)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** SSGA Funds Management, Inc.

- **ii. LEI, if any, or other identifying number:** FT3UGI3NU6B7EELQF380

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any, or other identifying number:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** State Street Global Advisors Funds Distributors, LLC

- **b. SEC file number:** 8-44744

- **c. CRD number:** 000030107

- **d. LEI, if any:** 54ZMQ1M7YQYKOZC8E043

- **e. State, if applicable:** MA

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC             | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $23,459,575.93            |
| BBVA Securities Inc.                | 8-42857           | 000031769    | 549300RJFN0Z663VE860 | NY      | US        | $22,201,358.91            |
| State Street Bank and Trust Company | N/A               | N/A          | 571474TGEMMWANRLN572 | MA      | US        | $283,361,261.57           |
| Santander Securities LLC            | 8-49571           | 000041791    | 0003237133           | MA      | US        | $16,938,589.97            |
| Deutsche Bank Securities Inc.       | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $19,701,962.70            |
| Citigroup Global Markets Inc.       | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $30,694,461.82            |
| Scotia Capital (USA) Inc.           | 8-3716            | 000002739    | 549300BLWPABP1VNME36 | NY      | US        | $25,736,168.37            |
| J.P. Morgan Securities LLC          | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $38,954,306.60            |
| BofA Securities, Inc.               | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $26,445,149.52            |
| HSBC Securities (USA) Inc.          | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $20,808,320.72            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $652,483,059.74

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $488,354,652.25

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $200,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** Morgan Stanley Bank, N.A.

  - **Line Institutions Record: 3 Name of institution:** Barclays Bank PLC

  - **Line Institutions Record: 4 Name of institution:** Credit Suisse AG

  - **Line Institutions Record: 5 Name of institution:** The Bank Of Nova Scotia

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank

  - **Line Institutions Record: 7 Name of institution:** Goldman Sachs Bank USA

  - **Line Institutions Record: 8 Name of institution:** Bank Of America, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| State Street Income V.I.S. Fund                             | 811-04041         |
| State Street Premier Growth Equity V.I.S. Fund              | 811-04041         |
| Elfun Tax Exempt Income Fund                                | 811-02735         |
| State Street U.S. Core Equity Fund                          | 811-01494         |
| SPDR S&P Emerging Markets Dividend ETF                      | 811-21145         |
| State Street Emerging Markets Equity Index Fund             | 811-09819         |
| State Street Income Fund                                    | 811-21435         |
| SPDR Bloomberg International Treasury Bond ETF              | 811-08839         |
| State Street Total Return V.I.S. Fund                       | 811-04041         |
| SPDR Portfolio Aggregate Bond ETF                           | 811-08839         |
| SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF    | 811-21145         |
| State Street Small/Mid Cap Equity Index Portfolio           | 811-09819         |
| SPDR SSGA Ultra Short Term Bond ETF                         | 811-22542         |
| State Street S&P 500 Index V.I.S. Fund                      | 811-04041         |
| SPDR DoubleLine Total Return Tactical ETF                   | 811-22542         |
| SPDR Bloomberg High Yield Bond ETF                          | 811-08839         |
| SPDR Bloomberg Short Term High Yield Bond ETF               | 811-08839         |
| SPDR MSCI Emerging Markets StrategicFactors ETF             | 811-21145         |
| SPDR Bloomberg Short Term International Treasury Bond ETF   | 811-08839         |
| SPDR Portfolio Short Term Corporate Bond ETF                | 811-08839         |
| SPDR Portfolio Long Term Corporate Bond ETF                 | 811-08839         |
| State Street Institutional Small-Cap Equity Fund            | 811-08257         |
| SPDR DoubleLine Short Duration Total Return Tactical ETF    | 811-22542         |
| SPDR MSCI ACWI Climate Paris Aligned ETF                    | 811-21145         |
| SPDR Nuveen Bloomberg High Yield Municipal Bond ETF         | 811-08839         |
| State Street International Stock Selection Fund             | 811-05430         |
| SPDR DoubleLine Emerging Markets Fixed Income ETF           | 811-22542         |
| SPDR Portfolio Emerging Markets ETF                         | 811-21145         |
| Elfun International Equity Fund                             | 811-05216         |
| State Street Aggregate Bond Index Portfolio                 | 811-09819         |
| State Street Small-Cap Equity V.I.S. Fund                   | 811-04041         |
| State Street Institutional Premier Growth Equity Fund       | 811-08257         |
| Elfun Trusts                                                | 811-00483         |
| SPDR Portfolio Corporate Bond ETF                           | 811-08839         |
| State Street Equity 500 Index II Portfolio                  | 811-09819         |
| SPDR Nuveen Bloomberg Municipal Bond ETF                    | 811-08839         |
| SPDR MSCI ACWI ex-US ETF                                    | 811-21145         |
| State Street Institutional U.S. Equity Fund                 | 811-08257         |
| SPDR S&P Emerging Markets Small Cap ETF                     | 811-21145         |
| SPDR S&P Emerging Asia Pacific ETF                          | 811-21145         |
| State Street International Developed Equity Index Portfolio | 811-09599         |
| SPDR Bloomberg International Corporate Bond ETF             | 811-08839         |
| SPDR Bloomberg Investment Grade Floating Rate ETF           | 811-08839         |
| State Street Global Equity ex-U.S. Index Portfolio          | 811-09819         |
| Elfun Diversified Fund                                      | 811-05324         |
| State Street U.S. Equity V.I.S. Fund                        | 811-04041         |
| SPDR Nuveen Bloomberg Short Term Municipal Bond ETF         | 811-08839         |
| SPDR Blackstone Senior Loan ETF                             | 811-22542         |
| SPDR Portfolio Mortgage Backed Bond                         | 811-08839         |
| SPDR Blackstone High Income ETF                             | 811-22542         |
| SPDR Bloomberg Emerging Markets Local Bond ETF              | 811-08839         |
| SPDR Portfolio High Yield Bond                              | 811-08839         |
| State Street S&P 500 Index Fund                             | 811-05430         |
| Elfun Income Fund                                           | 811-03715         |
| SPDR Bloomberg Convertible Securities ETF                   | 811-08839         |
| SPDR S&P International Dividend ETF                         | 811-21145         |
| SPDR Portfolio Intermediate Term Corporate Bond ETF         | 811-08839         |
| State Street Real Estate Securities V.I.S. Fund             | 811-04041         |
| SPDR S&P International Small Cap ETF                        | 811-21145         |
| SPDR Loomis Sayles Opportunistic Bond ETF                   | 811-22542         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 4 - SPDR(R) Bloomberg Short Term International Treasury Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** SPDR(R) Bloomberg Short Term International Treasury Bond ETF

- **b. Series identification number, if any:** S000023655

- **c. LEI:** 549300D21PWO4HLSMC10

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 0

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class                                        | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | SPDR(R) Bloomberg Short Term International Treasury Bond ETF | C000069669                                | BWZ                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** SSGA Funds Management, Inc.

- **ii. LEI, if any:** FT3UGI3NU6B7EELQF380

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** SSGA Funds Management, Inc.

- **ii. SEC file number:** 801-60103

- **iii. CRD number:** 000111242

- **iv. LEI, if any:** FT3UGI3NU6B7EELQF380

- **v. State, if applicable:** MA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** ICE Data Services, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 13-3668779

- **Description of other identifying number:** Tax ID

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** Barclays Capital Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** AC28XWWI3WIBK2824319

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** AS SEB banka

- **ii. LEI, if any:** 549300YW95G1VBBGGV07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Skandinaviska Enskilda Banken A/S

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Standard Chartered Bank Malaysia Berhad

- **ii. LEI, if any:** 549300JTJBG2QBI8KD48

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s. (Bratislava, Bratislavsky, SK, Branch)

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** B6ARUI4946ST4S7WOU88

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** BNP Paribas Securities Services (Athens, Attica, GR, Branch)

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Banco de Chile

- **ii. LEI, if any:** 8B4EZFY8IHJC44TT2K84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch)

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 14**

- **i. Full name:** Ceskoslovenska obchodni banka, a. s.

- **ii. LEI, if any:** Q5BP2UEQ48R75BOTCB92

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Intesa Sanpaolo S.p.A.

- **ii. LEI, if any:** 2W8N8UU78PMDQKZENC08

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Cititrust Colombia S A Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Joint Stock Company Commercial Bank Citibank

- **ii. LEI, if any:** CHSQDSVI1UI96Y2SW097

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** BNP Paribas Securities Services

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Self - rule 17f-2 (17 CFR 270.17f-2)

**Custodians Record: 29**

- **i. Full name:** Citibank, National Association (Singapore, SG, Branch)

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Bank Handlowy w Warszawie Spolka Akcyjna

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Standard Chartered Bank (Taiwan) Limited

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** Y28RT6GGYJ696PMW8T44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** Citibank Europe Public Limited Company

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)

- **ii. LEI, if any:** 254900XJQ7BKPSDXNP74

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** Citibank, Anonim Sirketi

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** SSGA Funds Management, Inc.

- **ii. LEI, if any, or other identifying number:** FT3UGI3NU6B7EELQF380

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any, or other identifying number:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** State Street Global Advisors Funds Distributors, LLC

- **b. SEC file number:** 8-44744

- **c. CRD number:** 000030107

- **d. LEI, if any:** 54ZMQ1M7YQYKOZC8E043

- **e. State, if applicable:** MA

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                           | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Industrial and Commercial Bank of China Financial Services LLC | 8-66471           | 000131487    | 5493003O0P1GJ0O8CI80 | NY      | US        | $7,886,072.37             |
| State Street Bank and Trust Company                            | N/A               | N/A          | 571474TGEMMWANRLN572 | MA      | US        | $16,252,658.89            |
| Deutsche Bank Securities Inc.                                  | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $9,064,481.02             |
| HSBC Securities (USA) Inc.                                     | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $8,980,057.71             |
| BNP Paribas Securities Corp.                                   | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $19,164,757.55            |
| J.P. Morgan Securities LLC                                     | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $19,453,146.13            |
| Mizuho Securities USA LLC                                      | 8-37710           | 000019647    | 7TK5RJIZDFROZCA6XF66 | NY      | US        | $7,142,330.51             |
| Nomura Securities International, Inc.                          | 8-15255           | 000004297    | OXTKY6Q8X53C9ILVV871 | NY      | US        | $12,343,576.62            |
| Daiwa Capital Markets America Inc.                             | 8-12242           | 000001576    | M67H5PRC0NQKM73ZAS82 | NY      | US        | $10,550,417.67            |
| MUFG Securities Americas Inc.                                  | 8-43026           | 000019685    | K5HU16E3LMSVCCJJJ255 | NY      | US        | $12,177,071.62            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $192,792,495.63

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $159,670,828.67

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $200,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** Bank Of America, N.A.

  - **Line Institutions Record: 3 Name of institution:** The Bank Of Nova Scotia

  - **Line Institutions Record: 4 Name of institution:** Morgan Stanley Bank, N.A.

  - **Line Institutions Record: 5 Name of institution:** Credit Suisse AG

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank

  - **Line Institutions Record: 7 Name of institution:** Goldman Sachs Bank USA

  - **Line Institutions Record: 8 Name of institution:** Barclays Bank PLC

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                    | SEC File number   |
|:---|:---|
| SPDR Bloomberg Investment Grade Floating Rate ETF               | 811-08839         |
| State Street S&P 500 Index Fund                                 | 811-05430         |
| SPDR Portfolio Short Term Corporate Bond ETF                    | 811-08839         |
| SPDR S&P Emerging Markets Small Cap ETF                         | 811-21145         |
| SPDR DoubleLine Short Duration Total Return Tactical ETF        | 811-22542         |
| SPDR FTSE International Government Inflation-Protected Bond ETF | 811-08839         |
| Elfun Tax Exempt Income Fund                                    | 811-02735         |
| SPDR S&P Emerging Asia Pacific ETF                              | 811-21145         |
| SPDR Nuveen Bloomberg Municipal Bond ETF                        | 811-08839         |
| SPDR S&P International Small Cap ETF                            | 811-21145         |
| SPDR Portfolio Intermediate Term Corporate Bond ETF             | 811-08839         |
| SPDR Nuveen Bloomberg Short Term Municipal Bond ETF             | 811-08839         |
| SPDR Blackstone High Income ETF                                 | 811-22542         |
| Elfun Trusts                                                    | 811-00483         |
| SPDR Portfolio Mortgage Backed Bond                             | 811-08839         |
| State Street S&P 500 Index V.I.S. Fund                          | 811-04041         |
| SPDR DoubleLine Total Return Tactical ETF                       | 811-22542         |
| SPDR MSCI ACWI Climate Paris Aligned ETF                        | 811-21145         |
| SPDR Loomis Sayles Opportunistic Bond ETF                       | 811-22542         |
| SPDR Portfolio Corporate Bond ETF                               | 811-08839         |
| SPDR Bloomberg International Treasury Bond ETF                  | 811-08839         |
| SPDR Portfolio Aggregate Bond ETF                               | 811-08839         |
| SPDR Bloomberg International Corporate Bond ETF                 | 811-08839         |
| SPDR S&P Emerging Markets Dividend ETF                          | 811-21145         |
| State Street Small-Cap Equity V.I.S. Fund                       | 811-04041         |
| State Street Institutional Premier Growth Equity Fund           | 811-08257         |
| Elfun International Equity Fund                                 | 811-05216         |
| Elfun Income Fund                                               | 811-03715         |
| State Street Global Equity ex-U.S. Index Portfolio              | 811-09819         |
| SPDR S&P International Dividend ETF                             | 811-21145         |
| State Street Income V.I.S. Fund                                 | 811-04041         |
| State Street Institutional Small-Cap Equity Fund                | 811-08257         |
| SPDR Blackstone Senior Loan ETF                                 | 811-22542         |
| State Street U.S. Equity V.I.S. Fund                            | 811-04041         |
| State Street Total Return V.I.S. Fund                           | 811-04041         |
| State Street Real Estate Securities V.I.S. Fund                 | 811-04041         |
| Elfun Diversified Fund                                          | 811-05324         |
| State Street International Developed Equity Index Portfolio     | 811-09599         |
| SPDR Nuveen Bloomberg High Yield Municipal Bond ETF             | 811-08839         |
| State Street Small/Mid Cap Equity Index Portfolio               | 811-09819         |
| State Street Equity 500 Index II Portfolio                      | 811-09819         |
| SPDR MSCI ACWI ex-US ETF                                        | 811-21145         |
| SPDR SSGA Ultra Short Term Bond ETF                             | 811-22542         |
| State Street International Stock Selection Fund                 | 811-05430         |
| State Street Institutional U.S. Equity Fund                     | 811-08257         |
| SPDR MSCI Emerging Markets StrategicFactors ETF                 | 811-21145         |
| SPDR Portfolio Emerging Markets ETF                             | 811-21145         |
| SPDR Portfolio Long Term Corporate Bond ETF                     | 811-08839         |
| SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF        | 811-21145         |
| State Street Emerging Markets Equity Index Fund                 | 811-09819         |
| SPDR DoubleLine Emerging Markets Fixed Income ETF               | 811-22542         |
| SPDR Bloomberg Emerging Markets Local Bond ETF                  | 811-08839         |
| State Street Income Fund                                        | 811-21435         |
| State Street U.S. Core Equity Fund                              | 811-01494         |
| SPDR Bloomberg Convertible Securities ETF                       | 811-08839         |
| State Street Premier Growth Equity V.I.S. Fund                  | 811-04041         |
| State Street Aggregate Bond Index Portfolio                     | 811-09819         |
| SPDR Bloomberg High Yield Bond ETF                              | 811-08839         |
| SPDR Bloomberg Short Term High Yield Bond ETF                   | 811-08839         |
| SPDR Portfolio High Yield Bond                                  | 811-08839         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 5 - SPDR(R) Bloomberg Emerging Markets Local Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** SPDR(R) Bloomberg Emerging Markets Local Bond ETF

- **b. Series identification number, if any:** S000022631

- **c. LEI:** 549300UZIXAGB0EPMT96

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 0

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class                             | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | SPDR(R) Bloomberg Emerging Markets Local Bond ETF | C000065485                                | EBND                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** SSGA Funds Management, Inc.

- **ii. LEI, if any:** FT3UGI3NU6B7EELQF380

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $28,356,893.28

- **g. Provide the net income from securities lending activities:** $114,487.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** SSGA Funds Management, Inc.

- **ii. SEC file number:** 801-60103

- **iii. CRD number:** 000111242

- **iv. LEI, if any:** FT3UGI3NU6B7EELQF380

- **v. State, if applicable:** MA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** State Street Global Advisors Limited

- **ii. SEC file number:** 801-66610

- **iii. CRD number:** 000112861

- **iv. LEI, if any:** 8KEPZEVXKHU6G2R0SD14

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vi. Foreign country, if applicable:** GB

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Barclays Capital Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** AC28XWWI3WIBK2824319

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** ICE Data Services, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 13-3668779

- **Description of other identifying number:** Tax ID

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** Stanbic IBTC Bank PLC

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** Banco de Chile

- **ii. LEI, if any:** 8B4EZFY8IHJC44TT2K84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Self - rule 17f-2 (17 CFR 270.17f-2)

**Custodians Record: 4**

- **i. Full name:** Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Privredna Banka Zagreb - Dionicko Drustvo

- **ii. LEI, if any:** 549300ZHFZ4CSK7VS460

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Bank Handlowy w Warszawie Spolka Akcyjna

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Citibank, National Association (Cairo, Cairo, EG, Branch)

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)

- **ii. LEI, if any:** 254900XJQ7BKPSDXNP74

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch)

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Citibank, National Association (Singapore, SG, Branch)

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Ceskoslovenska obchodni banka, a. s.

- **ii. LEI, if any:** Q5BP2UEQ48R75BOTCB92

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** B6ARUI4946ST4S7WOU88

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Cititrust Colombia S A Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 20**

- **i. Full name:** Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch)

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Standard Chartered Bank Malaysia Berhad

- **ii. LEI, if any:** 549300JTJBG2QBI8KD48

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** Y28RT6GGYJ696PMW8T44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Citibank, Anonim Sirketi

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** SSGA Funds Management, Inc.

- **ii. LEI, if any, or other identifying number:** FT3UGI3NU6B7EELQF380

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any, or other identifying number:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** State Street Global Advisors Funds Distributors, LLC

- **b. SEC file number:** 8-44744

- **c. CRD number:** 000030107

- **d. LEI, if any:** 54ZMQ1M7YQYKOZC8E043

- **e. State, if applicable:** MA

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                              | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| State Street Bank and Trust Company               | N/A               | N/A          | 571474TGEMMWANRLN572 | MA      | US        | $716,828,641.89           |
| HSBC Securities (USA) Inc.                        | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $243,005,578.85           |
| Deutsche Bank Securities Inc.                     | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $212,238,720.04           |
| BNP Paribas Securities Corp.                      | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $115,699,069.69           |
| Scotia Capital (USA) Inc.                         | 8-3716            | 000002739    | 549300BLWPABP1VNME36 | NY      | US        | $100,071,107.28           |
| J.P. Morgan Securities LLC                        | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $303,095,141.10           |
| Citigroup Global Markets Inc.                     | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $266,347,735.97           |
| CLSA Americas, LLC                                | 8-69166           | 000165533    | 213800M2DXATWY7JMS07 | NY      | US        | $167,981,920.97           |
| Standard Chartered Securities (North America) LLC | 8-66397           | 000130847    | 5493003GCX71N8988W38 | NY      | US        | $155,250,456.28           |
| Goldman Sachs & Co. LLC                           | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $169,189,401.90           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,325,078,258.17

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,838,209,308.43

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $200,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** Bank Of America, N.A.

  - **Line Institutions Record: 2 Name of institution:** Credit Suisse AG

  - **Line Institutions Record: 3 Name of institution:** Wells Fargo Bank

  - **Line Institutions Record: 4 Name of institution:** The Bank Of Nova Scotia

  - **Line Institutions Record: 5 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 6 Name of institution:** Barclays Bank PLC

  - **Line Institutions Record: 7 Name of institution:** Goldman Sachs Bank USA

  - **Line Institutions Record: 8 Name of institution:** Morgan Stanley Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                    | SEC File number   |
|:---|:---|
| Elfun International Equity Fund                                 | 811-05216         |
| State Street Premier Growth Equity V.I.S. Fund                  | 811-04041         |
| State Street Emerging Markets Equity Index Fund                 | 811-09819         |
| SPDR DoubleLine Short Duration Total Return Tactical ETF        | 811-22542         |
| SPDR Portfolio Emerging Markets ETF                             | 811-21145         |
| SPDR Portfolio High Yield Bond                                  | 811-08839         |
| SPDR Bloomberg Short Term International Treasury Bond ETF       | 811-08839         |
| State Street U.S. Core Equity Fund                              | 811-01494         |
| State Street Institutional Premier Growth Equity Fund           | 811-08257         |
| SPDR Portfolio Intermediate Term Corporate Bond ETF             | 811-08839         |
| SPDR DoubleLine Emerging Markets Fixed Income ETF               | 811-22542         |
| SPDR Blackstone High Income ETF                                 | 811-22542         |
| State Street Institutional U.S. Equity Fund                     | 811-08257         |
| Elfun Diversified Fund                                          | 811-05324         |
| SPDR DoubleLine Total Return Tactical ETF                       | 811-22542         |
| SPDR Portfolio Long Term Corporate Bond ETF                     | 811-08839         |
| SPDR S&P Emerging Markets Dividend ETF                          | 811-21145         |
| State Street Equity 500 Index II Portfolio                      | 811-09819         |
| SPDR MSCI Emerging Markets StrategicFactors ETF                 | 811-21145         |
| SPDR MSCI ACWI ex-US ETF                                        | 811-21145         |
| Elfun Income Fund                                               | 811-03715         |
| SPDR Portfolio Mortgage Backed Bond                             | 811-08839         |
| State Street Real Estate Securities V.I.S. Fund                 | 811-04041         |
| SPDR Nuveen Bloomberg Municipal Bond ETF                        | 811-08839         |
| SPDR MSCI ACWI Climate Paris Aligned ETF                        | 811-21145         |
| SPDR S&P International Small Cap ETF                            | 811-21145         |
| State Street Global Equity ex-U.S. Index Portfolio              | 811-09819         |
| Elfun Tax Exempt Income Fund                                    | 811-02735         |
| SPDR S&P International Dividend ETF                             | 811-21145         |
| SPDR Bloomberg High Yield Bond ETF                              | 811-08839         |
| SPDR Loomis Sayles Opportunistic Bond ETF                       | 811-22542         |
| SPDR S&P Emerging Asia Pacific ETF                              | 811-21145         |
| SPDR Portfolio Aggregate Bond ETF                               | 811-08839         |
| State Street S&P 500 Index Fund                                 | 811-05430         |
| SPDR Bloomberg Investment Grade Floating Rate ETF               | 811-08839         |
| SPDR Nuveen Bloomberg High Yield Municipal Bond ETF             | 811-08839         |
| SPDR Nuveen Bloomberg Short Term Municipal Bond ETF             | 811-08839         |
| SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF        | 811-21145         |
| SPDR FTSE International Government Inflation-Protected Bond ETF | 811-08839         |
| SPDR Portfolio Short Term Corporate Bond ETF                    | 811-08839         |
| Elfun Trusts                                                    | 811-00483         |
| State Street Total Return V.I.S. Fund                           | 811-04041         |
| SPDR Bloomberg Convertible Securities ETF                       | 811-08839         |
| SPDR S&P Emerging Markets Small Cap ETF                         | 811-21145         |
| SPDR Bloomberg International Treasury Bond ETF                  | 811-08839         |
| SPDR Bloomberg International Corporate Bond ETF                 | 811-08839         |
| State Street Income V.I.S. Fund                                 | 811-04041         |
| State Street International Developed Equity Index Portfolio     | 811-09599         |
| State Street S&P 500 Index V.I.S. Fund                          | 811-04041         |
| State Street International Stock Selection Fund                 | 811-05430         |
| SPDR Portfolio Corporate Bond ETF                               | 811-08839         |
| State Street Small/Mid Cap Equity Index Portfolio               | 811-09819         |
| SPDR Blackstone Senior Loan ETF                                 | 811-22542         |
| SPDR Bloomberg Short Term High Yield Bond ETF                   | 811-08839         |
| State Street U.S. Equity V.I.S. Fund                            | 811-04041         |
| State Street Institutional Small-Cap Equity Fund                | 811-08257         |
| State Street Small-Cap Equity V.I.S. Fund                       | 811-04041         |
| State Street Income Fund                                        | 811-21435         |
| SPDR SSGA Ultra Short Term Bond ETF                             | 811-22542         |
| State Street Aggregate Bond Index Portfolio                     | 811-09819         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

## Part E: Additional Questions for ETFs and ETMFs

### SPDR(R) Bloomberg International Treasury Bond ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** BWX

**Item E.2 - Authorized Participants**

| Name                                      | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Wells Fargo Securities, LLC               | $0.00            | $0.00           |
| U.S. Bancorp Investments, Inc.            | $0.00            | $0.00           |
| Cowen Execution Services LLC              | $0.00            | $0.00           |
| ING Financial Markets LLC                 | $0.00            | $0.00           |
| Interactive Brokers LLC                   | $0.00            | $0.00           |
| Jefferies LLC                             | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                   | $0.00            | $0.00           |
| J.P. Morgan Securities LLC/JPMC           | $438,980,772.40  | $121,779,953.00 |
| HRT Financial LP                          | $0.00            | $0.00           |
| TD Prime Services LLC                     | $0.00            | $0.00           |
| Mirae Asset Securities (USA) Inc.         | $0.00            | $0.00           |
| Barclays Capital Inc.                     | $0.00            | $0.00           |
| SG Americas Securities, LLC               | $0.00            | $0.00           |
| BNP Paribas Prime Brokerage, Inc.         | $0.00            | $0.00           |
| Natixis Securities Americas LLC           | $0.00            | $0.00           |
| Citadel Securities LLC                    | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC             | $0.00            | $0.00           |
| Merrill Lynch Professional Clearing Corp. | $24,081,607.00   | $0.00           |
| HSBC Securities (USA) Inc.                | $0.00            | $0.00           |
| National Financial Services LLC           | $0.00            | $0.00           |
| Commerz Markets LLC                       | $0.00            | $0.00           |
| Deutsche Bank Securities Inc.             | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                   | $0.00            | $0.00           |
| Pershing LLC                              | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC        | $0.00            | $0.00           |
| National Bank of Canada Financial Inc.    | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                | $0.00            | $0.00           |
| Wedbush Securities Inc.                   | $0.00            | $0.00           |
| CIBC World Markets Corp.                  | $0.00            | $0.00           |
| Credit Suisse Securities (Europe) Limited | $0.00            | $0.00           |
| Virtu Americas LLC                        | $8,422,077.30    | $0.00           |
| BMO Capital Markets Corp.                 | $0.00            | $0.00           |
| UBS Securities LLC                        | $0.00            | $0.00           |
| Nomura Securities International, Inc.     | $0.00            | $0.00           |
| Virtu Financial BD LLC                    | $0.00            | $0.00           |
| Mizuho Securities USA LLC                 | $0.00            | $0.00           |
| BNP Paribas Securities Corp.              | $0.00            | $0.00           |
| Jane Street Capital, LLC                  | $0.00            | $0.00           |
| Citigroup Global Markets Inc.             | $0.00            | $0.00           |
| Stifel, Nicolaus & Company, Incorporated  | $0.00            | $0.00           |
| RBC Capital Markets, LLC                  | $0.00            | $0.00           |
| MUFG Securities Americas Inc.             | $0.00            | $0.00           |
| Morgan Stanley & Co. LLC                  | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 20.54%

- **c.i. Average percentage of value composed of cash (redeemed):** 17.78%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.08%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### SPDR(R) Bloomberg International Corporate Bond ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBND

**Item E.2 - Authorized Participants**

| Name                                      | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Jane Street Capital, LLC                  | $2,754,765.10    | $0.00          |
| Virtu Americas LLC                        | $6,725,079.80    | $0.00          |
| Wells Fargo Securities, LLC               | $0.00            | $0.00          |
| Interactive Brokers LLC                   | $0.00            | $0.00          |
| Citigroup Global Markets Inc.             | $0.00            | $0.00          |
| National Financial Services LLC           | $0.00            | $0.00          |
| Wedbush Securities Inc.                   | $0.00            | $0.00          |
| Stifel, Nicolaus & Company, Incorporated  | $0.00            | $0.00          |
| Credit Suisse Securities (Europe) Limited | $0.00            | $0.00          |
| BMO Capital Markets Corp.                 | $0.00            | $0.00          |
| UBS Securities LLC                        | $0.00            | $0.00          |
| Cowen Execution Services LLC              | $0.00            | $0.00          |
| TD Prime Services LLC                     | $0.00            | $0.00          |
| Mizuho Securities USA LLC                 | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp. | $0.00            | $0.00          |
| RBC Capital Markets, LLC                  | $0.00            | $0.00          |
| MUFG Securities Americas Inc.             | $0.00            | $0.00          |
| U.S. Bancorp Investments, Inc.            | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.         | $0.00            | $0.00          |
| Jefferies LLC                             | $0.00            | $0.00          |
| HRT Financial LP                          | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                | $0.00            | $0.00          |
| Citadel Securities LLC                    | $0.00            | $0.00          |
| CIBC World Markets Corp.                  | $0.00            | $0.00          |
| BNP Paribas Securities Corp.              | $0.00            | $0.00          |
| Commerz Markets LLC                       | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC           | $26,084,083.70   | $19,639,302.20 |
| J.P. Morgan Securities LLC                | $0.00            | $0.00          |
| Pershing LLC                              | $0.00            | $0.00          |
| Nomura Securities International, Inc.     | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                  | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                   | $0.00            | $0.00          |
| ING Financial Markets LLC                 | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                   | $0.00            | $0.00          |
| Barclays Capital Inc.                     | $0.00            | $0.00          |
| National Bank of Canada Financial Inc.    | $0.00            | $0.00          |
| Virtu Financial BD LLC                    | $0.00            | $0.00          |
| SG Americas Securities, LLC               | $0.00            | $0.00          |
| Natixis Securities Americas LLC           | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.         | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC             | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.             | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 38.80%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.29%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.12%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### SPDR(R) FTSE International Government Inflation-Protected Bond ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** WIP

**Item E.2 - Authorized Participants**

| Name                                      | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Virtu Financial BD LLC                    | $0.00            | $0.00          |
| BNP Paribas Securities Corp.              | $0.00            | $0.00          |
| BMO Capital Markets Corp.                 | $0.00            | $0.00          |
| Virtu Americas LLC                        | $4,278,964.40    | $0.00          |
| J.P. Morgan Securities LLC/JPMC           | $200,270,933.65  | $21,274,223.60 |
| Citadel Securities LLC                    | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC             | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.             | $0.00            | $0.00          |
| CIBC World Markets Corp.                  | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.         | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp. | $32,610,506.55   | $4,792,036.60  |
| Mizuho Securities USA LLC                 | $0.00            | $0.00          |
| Pershing LLC                              | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC        | $0.00            | $0.00          |
| National Financial Services LLC           | $0.00            | $0.00          |
| UBS Securities LLC                        | $0.00            | $0.00          |
| Wells Fargo Securities, LLC               | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                  | $0.00            | $0.00          |
| Wedbush Securities Inc.                   | $0.00            | $0.00          |
| Nomura Securities International, Inc.     | $0.00            | $0.00          |
| TD Prime Services LLC                     | $0.00            | $0.00          |
| National Bank of Canada Financial Inc.    | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                   | $0.00            | $8,659,276.00  |
| Jefferies LLC                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                | $0.00            | $0.00          |
| Barclays Capital Inc.                     | $0.00            | $0.00          |
| ING Financial Markets LLC                 | $0.00            | $0.00          |
| Cowen Execution Services LLC              | $0.00            | $0.00          |
| Citigroup Global Markets Inc.             | $0.00            | $0.00          |
| Stifel, Nicolaus & Company, Incorporated  | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                | $0.00            | $0.00          |
| Interactive Brokers LLC                   | $0.00            | $0.00          |
| Natixis Securities Americas LLC           | $0.00            | $0.00          |
| RBC Capital Markets, LLC                  | $0.00            | $0.00          |
| MUFG Securities Americas Inc.             | $0.00            | $0.00          |
| SG Americas Securities, LLC               | $0.00            | $0.00          |
| Commerz Markets LLC                       | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                   | $0.00            | $0.00          |
| Jane Street Capital, LLC                  | $0.00            | $0.00          |
| U.S. Bancorp Investments, Inc.            | $0.00            | $0.00          |
| Credit Suisse Securities (Europe) Limited | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.         | $0.00            | $0.00          |
| HRT Financial LP                          | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 25.57%

- **c.i. Average percentage of value composed of cash (redeemed):** 62.95%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.15%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### SPDR(R) Bloomberg Short Term International Treasury Bond ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** BWZ

**Item E.2 - Authorized Participants**

| Name                                      | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Wells Fargo Securities, LLC               | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.         | $0.00            | $0.00          |
| Wedbush Securities Inc.                   | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.         | $0.00            | $0.00          |
| Stifel, Nicolaus & Company, Incorporated  | $0.00            | $0.00          |
| BNP Paribas Securities Corp.              | $0.00            | $0.00          |
| Jane Street Capital, LLC                  | $0.00            | $0.00          |
| MUFG Securities Americas Inc.             | $0.00            | $0.00          |
| UBS Securities LLC                        | $0.00            | $0.00          |
| Interactive Brokers LLC                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                | $0.00            | $0.00          |
| Credit Suisse Securities (Europe) Limited | $0.00            | $0.00          |
| Citigroup Global Markets Inc.             | $0.00            | $0.00          |
| Nomura Securities International, Inc.     | $0.00            | $0.00          |
| HRT Financial LP                          | $0.00            | $0.00          |
| TD Prime Services LLC                     | $0.00            | $0.00          |
| Mizuho Securities USA LLC                 | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                   | $0.00            | $0.00          |
| Virtu Americas LLC                        | $0.00            | $0.00          |
| Natixis Securities Americas LLC           | $0.00            | $0.00          |
| Virtu Financial BD LLC                    | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC             | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp. | $0.00            | $0.00          |
| RBC Capital Markets, LLC                  | $0.00            | $0.00          |
| Commerz Markets LLC                       | $0.00            | $0.00          |
| Pershing LLC                              | $0.00            | $0.00          |
| Jefferies LLC                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC           | $18,163,682.00   | $21,099,179.40 |
| ING Financial Markets LLC                 | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                  | $0.00            | $0.00          |
| National Bank of Canada Financial Inc.    | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                | $0.00            | $0.00          |
| BMO Capital Markets Corp.                 | $0.00            | $0.00          |
| CIBC World Markets Corp.                  | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC        | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                   | $0.00            | $0.00          |
| U.S. Bancorp Investments, Inc.            | $0.00            | $0.00          |
| Barclays Capital Inc.                     | $0.00            | $0.00          |
| SG Americas Securities, LLC               | $0.00            | $0.00          |
| Cowen Execution Services LLC              | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.             | $0.00            | $0.00          |
| National Financial Services LLC           | $0.00            | $0.00          |
| Citadel Securities LLC                    | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 20.82%

- **c.i. Average percentage of value composed of cash (redeemed):** 16.36%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.08%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### SPDR(R) Bloomberg Emerging Markets Local Bond ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** EBND

**Item E.2 - Authorized Participants**

| Name                                      | Purchase Value    | Redeem Value    |
|:---|:---|:---|
| Stifel, Nicolaus & Company, Incorporated  | $0.00             | $0.00           |
| J.P. Morgan Securities LLC/JPMC           | $1,407,444,918.80 | $339,498,495.20 |
| HRT Financial LP                          | $0.00             | $0.00           |
| Interactive Brokers LLC                   | $0.00             | $0.00           |
| Virtu Financial BD LLC                    | $0.00             | $0.00           |
| Cantor Fitzgerald & Co.                   | $0.00             | $0.00           |
| Wedbush Securities Inc.                   | $0.00             | $0.00           |
| SG Americas Securities, LLC               | $0.00             | $0.00           |
| Citigroup Global Markets Inc.             | $0.00             | $0.00           |
| BNP Paribas Prime Brokerage, Inc.         | $0.00             | $0.00           |
| ING Financial Markets LLC                 | $0.00             | $0.00           |
| UBS Securities LLC                        | $0.00             | $0.00           |
| ABN AMRO Clearing Chicago LLC             | $0.00             | $0.00           |
| Morgan Stanley & Co. LLC                  | $0.00             | $0.00           |
| Nomura Securities International, Inc.     | $0.00             | $0.00           |
| Citadel Securities LLC                    | $0.00             | $0.00           |
| RBC Capital Markets, LLC                  | $0.00             | $0.00           |
| Virtu Americas LLC                        | $0.00             | $0.00           |
| Deutsche Bank Securities Inc.             | $0.00             | $0.00           |
| CIBC World Markets Corp.                  | $0.00             | $0.00           |
| Natixis Securities Americas LLC           | $0.00             | $0.00           |
| Mirae Asset Securities (USA) Inc.         | $0.00             | $0.00           |
| National Financial Services LLC           | $0.00             | $0.00           |
| J.P. Morgan Securities LLC                | $0.00             | $0.00           |
| MUFG Securities Americas Inc.             | $0.00             | $0.00           |
| Pershing LLC                              | $0.00             | $0.00           |
| U.S. Bancorp Investments, Inc.            | $0.00             | $0.00           |
| Cowen Execution Services LLC              | $0.00             | $0.00           |
| Barclays Capital Inc.                     | $0.00             | $0.00           |
| Credit Suisse Securities (Europe) Limited | $0.00             | $0.00           |
| Wells Fargo Securities, LLC               | $0.00             | $0.00           |
| Mizuho Securities USA LLC                 | $0.00             | $0.00           |
| BMO Capital Markets Corp.                 | $0.00             | $0.00           |
| Jane Street Capital, LLC                  | $17,522,447.50    | $0.00           |
| TD Prime Services LLC                     | $0.00             | $0.00           |
| Credit Suisse Securities (USA) LLC        | $0.00             | $0.00           |
| National Bank of Canada Financial Inc.    | $0.00             | $0.00           |
| BNP Paribas Securities Corp.              | $0.00             | $0.00           |
| Jefferies LLC                             | $0.00             | $0.00           |
| Goldman Sachs & Co. LLC                   | $0.00             | $0.00           |
| Merrill Lynch Professional Clearing Corp. | $179,521,434.30   | $31,369,484.60  |
| HSBC Securities (USA) Inc.                | $0.00             | $0.00           |
| Commerz Markets LLC                       | $0.00             | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 98.15%

- **c.i. Average percentage of value composed of cash (redeemed):** 75.78%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.15%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

## N-CEN: Part G: Attachments

**Item G.1a. Attachments.**

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below:

- [ ] i. Legal proceedings

- [ ] ii. Provision of financial support

- [x] iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)

- [ ] iv. Change in accounting principles and practices

- [ ] v. Information required to be filed pursuant to exemptive orders

- [ ] vi. Other information required to be included as an attachment pursuant to Commission rules and regulations

## N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to a be signed on its behalf by the undersigned hereunto duly authorized.

**Registrant:** SPDR SERIES TRUST

**Date:** 2023-03-15

**Signature:** Arthur Jensen

**Title:** Deputy Treasurer