SPDR S&P Kensho Clean Power ETF |
SPDR S&P Kensho Final Frontiers ETF |
SPDR S&P Kensho Future Security ETF |
SPDR S&P Kensho Intelligent Structures ETF |
SPDR S&P Kensho New Economies Composite ETF |
SPDR S&P Kensho Smart Mobility ETF |
Portfolio Statistics (Unaudited) | |
|
1 |
|
2 |
|
3 |
|
4 |
|
5 |
|
6 |
Schedules of Investments (Unaudited) | |
|
7 |
|
10 |
|
13 |
|
17 |
|
21 |
|
39 |
|
44 |
|
54 |
|
60 |
|
71 |
Description | % of Net Assets | ||
ALLETE, Inc. | 3.1% | ||
Consolidated Edison, Inc. | 3.0 | ||
NextEra Energy, Inc. | 3.0 | ||
Algonquin Power & Utilities Corp. | 3.0 | ||
New Jersey Resources Corp. | 3.0 | ||
ReneSola, Ltd. ADR | 3.0 | ||
Enbridge, Inc. | 2.9 | ||
Ormat Technologies, Inc. | 2.9 | ||
Tesla, Inc. | 2.9 | ||
Avangrid, Inc. | 2.8 | ||
TOTAL | 29.6% |
% of Net Assets | |||
Utilities | 37.5% | ||
Industrials | 32.6 | ||
Information Technology | 21.8 | ||
Energy | 3.0 | ||
Consumer Discretionary | 2.9 | ||
Materials | 2.1 | ||
Short-Term Investments | 8.8 | ||
Liabilities in Excess of Other Assets | (8.7) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Aerojet Rocketdyne Holdings, Inc. | 4.2% | ||
Northrop Grumman Corp. | 4.1 | ||
Lockheed Martin Corp. | 4.0 | ||
Maxar Technologies, Inc. | 3.9 | ||
Honeywell International, Inc. | 3.9 | ||
Teledyne Technologies, Inc. | 3.8 | ||
Iridium Communications, Inc. | 3.8 | ||
Raytheon Technologies Corp. | 3.8 | ||
HEICO Corp. | 3.8 | ||
L3Harris Technologies, Inc. | 3.8 | ||
TOTAL | 39.1% |
% of Net Assets | |||
Industrials | 75.0% | ||
Information Technology | 16.3 | ||
Communication Services | 3.8 | ||
Materials | 2.6 | ||
Energy | 2.2 | ||
Short-Term Investments | 2.7 | ||
Liabilities in Excess of Other Assets | (2.6) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Radware, Ltd. | 2.1% | ||
Broadcom, Inc. | 1.8 | ||
Cisco Systems, Inc. | 1.7 | ||
Fortinet, Inc. | 1.7 | ||
Tenable Holdings, Inc. | 1.7 | ||
A10 Networks, Inc. | 1.7 | ||
Juniper Networks, Inc. | 1.7 | ||
Moog, Inc. Class A | 1.7 | ||
Aerojet Rocketdyne Holdings, Inc. | 1.7 | ||
Varex Imaging Corp. | 1.7 | ||
TOTAL | 17.5% |
% of Net Assets | |||
Information Technology | 54.7% | ||
Industrials | 40.4 | ||
Health Care | 3.3 | ||
Communication Services | 1.5 | ||
Short-Term Investments | 0.6 | ||
Liabilities in Excess of Other Assets | (0.5) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Itron, Inc. | 2.4% | ||
Acuity Brands, Inc. | 2.4 | ||
Johnson Controls International PLC | 2.3 | ||
Honeywell International, Inc. | 2.3 | ||
Alarm.com Holdings, Inc. | 2.3 | ||
Silicon Laboratories, Inc. | 2.3 | ||
Evoqua Water Technologies Corp. | 2.3 | ||
Parsons Corp. | 2.2 | ||
Pentair PLC | 2.2 | ||
Resideo Technologies, Inc. | 2.2 | ||
TOTAL | 22.9% |
% of Net Assets | |||
Industrials | 52.2% | ||
Information Technology | 27.5 | ||
Consumer Discretionary | 8.6 | ||
Communication Services | 4.5 | ||
Utilities | 4.1 | ||
Energy | 2.9 | ||
Short-Term Investments | 9.1 | ||
Liabilities in Excess of Other Assets | (8.9) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Bruker Corp. | 1.0% | ||
Teledyne Technologies, Inc. | 1.0 | ||
Vonage Holdings Corp. | 0.8 | ||
ABB, Ltd. ADR | 0.8 | ||
Cisco Systems, Inc. | 0.8 | ||
Elbit Systems, Ltd. | 0.8 | ||
Ambarella, Inc. | 0.8 | ||
Toyota Motor Corp. ADR | 0.7 | ||
PTC, Inc. | 0.8 | ||
Ford Motor Co. | 0.7 | ||
TOTAL | 8.2% |
% of Net Assets | |||
Information Technology | 39.4% | ||
Industrials | 21.1 | ||
Health Care | 14.7 | ||
Consumer Discretionary | 10.0 | ||
Communication Services | 4.8 | ||
Utilities | 4.4 | ||
Financials | 3.8 | ||
Materials | 0.9 | ||
Energy | 0.8 | ||
Consumer Staples | 0.1 | ||
Short-Term Investment | 9.6 | ||
Liabilities in Excess of Other Assets | (9.6) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Uber Technologies, Inc. | 1.6% | ||
Ford Motor Co. | 1.6 | ||
XPeng, Inc. ADR | 1.5 | ||
Luminar Technologies, Inc. | 1.5 | ||
Allegro MicroSystems, Inc. | 1.5 | ||
Textron, Inc. | 1.5 | ||
Gentherm, Inc. | 1.5 | ||
Li Auto, Inc. ADR | 1.5 | ||
Lyft, Inc. Class A | 1.5 | ||
Allison Transmission Holdings, Inc. | 1.5 | ||
TOTAL | 15.2% |
% of Net Assets | |||
Consumer Discretionary | 37.3% | ||
Industrials | 32.2 | ||
Information Technology | 24.0 | ||
Communication Services | 3.5 | ||
Energy | 1.3 | ||
Materials | 1.1 | ||
Financials | 0.5 | ||
Short-Term Investments | 15.7 | ||
Liabilities in Excess of Other Assets | (15.6) | ||
TOTAL | 100.0% |
Security Description | Shares | Value | ||||
COMMON STOCKS — 99.9% | ||||||
AUTOMOBILES — 2.9% | ||||||
Tesla, Inc. (a)
|
9,619 | $ 10,165,167 | ||||
CHEMICALS — 2.1% | ||||||
Huntsman Corp.
|
207,812 | 7,248,482 | ||||
CONSTRUCTION & ENGINEERING — 7.5% | ||||||
Arcosa, Inc.
|
180,244 | 9,498,859 | ||||
ReneSola, Ltd. ADR (a)
|
1,749,539 | 10,427,252 | ||||
Valmont Industries, Inc.
|
25,928 | 6,494,964 | ||||
26,421,075 | ||||||
ELECTRIC UTILITIES — 15.3% | ||||||
ALLETE, Inc.
|
162,771 | 10,799,856 | ||||
Avangrid, Inc. (b)
|
200,844 | 10,018,099 | ||||
Centrais Eletricas Brasileiras SA ADR (b)
|
1,380,305 | 8,406,057 | ||||
Cia Paranaense de Energia ADR
|
1,033,509 | 5,818,659 | ||||
Enel Americas SA ADR (b)
|
1,231,951 | 6,701,813 | ||||
Enel Chile SA ADR (b)
|
957,123 | 1,732,393 | ||||
NextEra Energy, Inc.
|
113,297 | 10,577,408 | ||||
54,054,285 | ||||||
ELECTRICAL EQUIPMENT — 21.4% | ||||||
Advent Technologies Holdings, Inc. (a)
|
323,371 | 2,266,831 | ||||
American Superconductor Corp. (a)
|
295,639 | 3,216,552 | ||||
Array Technologies, Inc. (a)
|
566,985 | 8,895,995 | ||||
Ballard Power Systems, Inc. (a) (b)
|
708,299 | 8,896,235 | ||||
Eos Energy Enterprises, Inc. (a) (b)
|
667,322 | 5,018,261 | ||||
FTC Solar, Inc. (a) (b)
|
920,040 | 6,955,502 | ||||
FuelCell Energy, Inc. (a) (b)
|
1,344,923 | 6,993,600 | ||||
Plug Power, Inc. (a) (b)
|
279,656 | 7,894,689 | ||||
Shoals Technologies Group, Inc. Class A (a)
(b)
|
359,289 | 8,730,723 | ||||
Sunrun, Inc. (a) (b)
|
229,089 | 7,857,753 | ||||
TPI Composites, Inc. (a)
|
587,566 | 8,789,987 | ||||
75,516,128 | ||||||
GAS UTILITIES — 3.0% | ||||||
New Jersey Resources Corp.
|
254,149 | 10,435,358 | ||||
INDEPENDENT POWER AND RENEWABLE ELECTRICITY PRODUCERS — 13.2% | ||||||
AES Corp.
|
411,325 | 9,995,197 | ||||
Atlantica Sustainable Infrastructure PLC
|
266,435 | 9,527,716 |
Security Description | Shares | Value | ||||
Azure Power Global, Ltd. (a) (b)
|
221,352 | $ 4,017,539 | ||||
Montauk Renewables, Inc. (a)
|
206,670 | 2,118,368 | ||||
Ormat Technologies, Inc. (b)
|
128,920 | 10,223,356 | ||||
Sunnova Energy International, Inc. (a)
|
310,201 | 8,660,812 | ||||
TransAlta Corp.
|
159,104 | 1,769,236 | ||||
46,312,224 | ||||||
INDUSTRIAL CONGLOMERATES — 2.8% | ||||||
General Electric Co.
|
104,108 | 9,835,083 | ||||
MACHINERY — 0.9% | ||||||
Hyster-Yale Materials Handling, Inc.
|
80,227 | 3,297,330 | ||||
MULTI-UTILITIES — 6.0% | ||||||
Algonquin Power & Utilities Corp. (b)
|
729,459 | 10,540,682 | ||||
Consolidated Edison, Inc.
|
125,558 | 10,712,609 | ||||
21,253,291 | ||||||
OIL, GAS & CONSUMABLE FUELS — 3.0% | ||||||
Enbridge, Inc.
|
266,084 | 10,398,563 | ||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 21.8% | ||||||
Applied Materials, Inc.
|
43,228 | 6,802,358 | ||||
Canadian Solar, Inc. (a) (b)
|
300,096 | 9,390,004 | ||||
Daqo New Energy Corp. ADR (a)
|
220,118 | 8,875,158 | ||||
Enphase Energy, Inc. (a)
|
45,396 | 8,304,744 | ||||
First Solar, Inc. (a)
|
101,675 | 8,861,993 | ||||
JinkoSolar Holding Co., Ltd. ADR (a)
(b)
|
210,412 | 9,670,535 | ||||
Maxeon Solar Technologies, Ltd. (a)
|
562,323 | 7,816,290 | ||||
SolarEdge Technologies, Inc. (a)
|
30,928 | 8,677,469 | ||||
SunPower Corp. (a)
|
410,332 | 8,563,629 | ||||
76,962,180 | ||||||
TOTAL COMMON STOCKS (Cost
$416,134,287)
|
351,899,166 | |||||
SHORT-TERM INVESTMENTS — 8.8% | ||||||
State Street Institutional Liquid Reserves Fund,
Premier Class 0.04% (c) (d)
|
285,525 | 285,553 |
Security Description | Shares | Value | ||||
State Street Navigator Securities Lending
Portfolio II (e) (f)
|
30,850,667 | $ 30,850,667 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost
$31,136,221)
|
31,136,220 | |||||
TOTAL INVESTMENTS — 108.7% (Cost
$447,270,508)
|
383,035,386 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (8.7)%
|
(30,593,738) | |||||
NET ASSETS — 100.0%
|
$ 352,441,648 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(d) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(e) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(f) | Investment of cash collateral for securities loaned. |
ADR | American Depositary Receipt |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$351,899,166 | $— | $— | $351,899,166 | ||||
Short-Term Investments
|
31,136,220 | — | — | 31,136,220 | ||||
TOTAL INVESTMENTS
|
$383,035,386 | $— | $— | $383,035,386 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
334,128 | $ 334,229 | $ 4,112,391 | $ 4,160,999 | $(66) | $ (2) | 285,525 | $ 285,553 | $ 58 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
33,447,164 | 33,447,164 | 412,892,335 | 415,488,832 | — | — | 30,850,667 | 30,850,667 | 264,290 | ||||||||
Total
|
$33,781,393 | $417,004,726 | $419,649,831 | $(66) | $ (2) | $31,136,220 | $264,348 |
Security Description | Shares | Value | ||||
COMMON STOCKS — 99.9% | ||||||
AEROSPACE & DEFENSE — 54.6% | ||||||
Aerojet Rocketdyne Holdings, Inc.
|
18,877 | $ 882,688 | ||||
Astra Space, Inc. (a) (b)
|
86,267 | 597,830 | ||||
Boeing Co. (a)
|
3,830 | 771,056 | ||||
BWX Technologies, Inc.
|
10,958 | 524,669 | ||||
Elbit Systems, Ltd.
|
1,643 | 286,096 | ||||
General Dynamics Corp.
|
2,630 | 548,276 | ||||
HEICO Corp.
|
5,562 | 802,152 | ||||
Hexcel Corp. (a)
|
15,194 | 787,049 | ||||
Huntington Ingalls Industries, Inc.
|
2,836 | 529,595 | ||||
L3Harris Technologies, Inc.
|
3,731 | 795,598 | ||||
Lockheed Martin Corp.
|
2,370 | 842,322 | ||||
Maxar Technologies, Inc.
|
27,931 | 824,802 | ||||
Moog, Inc. Class A
|
5,943 | 481,205 | ||||
Northrop Grumman Corp.
|
2,220 | 859,295 | ||||
Raytheon Technologies Corp.
|
9,345 | 804,231 | ||||
TransDigm Group, Inc. (a)
|
863 | 549,110 | ||||
Virgin Galactic Holdings, Inc. (a)
|
49,774 | 665,976 | ||||
11,551,950 | ||||||
COMMUNICATIONS EQUIPMENT — 2.3% | ||||||
Viasat, Inc. (a)
|
11,068 | 492,969 | ||||
CONTAINERS & PACKAGING — 2.6% | ||||||
Ball Corp.
|
5,625 | 541,519 | ||||
DIVERSIFIED TELECOMMUNICATION SERVICES — 3.8% | ||||||
Iridium Communications, Inc. (a)
|
19,610 | 809,697 | ||||
ELECTRICAL EQUIPMENT — 2.6% | ||||||
AMETEK, Inc.
|
3,746 | 550,812 | ||||
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 11.6% | ||||||
Amphenol Corp. Class A
|
6,325 | 553,185 | ||||
II-VI, Inc. (a) (b)
|
7,884 | 538,714 | ||||
Teledyne Technologies, Inc. (a)
|
1,860 | 812,615 | ||||
TTM Technologies, Inc. (a)
|
37,079 | 552,477 | ||||
2,456,991 | ||||||
ENERGY EQUIPMENT & SERVICES — 2.2% | ||||||
TechnipFMC PLC (a)
|
79,937 | 473,227 |
Security Description | Shares | Value | ||||
INDUSTRIAL CONGLOMERATES — 3.9% | ||||||
Honeywell International, Inc.
|
3,950 | $ 823,614 | ||||
MACHINERY — 6.4% | ||||||
ESCO Technologies, Inc.
|
5,461 | 491,435 | ||||
Fortive Corp.
|
6,985 | 532,886 | ||||
Standex International Corp.
|
2,984 | 330,209 | ||||
1,354,530 | ||||||
PROFESSIONAL SERVICES — 7.5% | ||||||
Jacobs Engineering Group, Inc.
|
3,657 | 509,164 | ||||
KBR, Inc.
|
11,437 | 544,630 | ||||
Leidos Holdings, Inc.
|
5,840 | 519,176 | ||||
1,572,970 | ||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 2.4% | ||||||
Analog Devices, Inc.
|
2,837 | 498,660 | ||||
TOTAL COMMON STOCKS (Cost
$21,092,107)
|
21,126,939 | |||||
SHORT-TERM INVESTMENTS — 2.7% | ||||||
State Street Institutional Liquid Reserves Fund,
Premier Class 0.04% (c) (d)
|
19,079 | 19,081 | ||||
State Street Navigator Securities Lending
Portfolio II (e) (f)
|
543,480 | 543,480 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost
$562,561)
|
562,561 | |||||
TOTAL INVESTMENTS — 102.6% (Cost
$21,654,668)
|
21,689,500 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (2.6)%
|
(547,386) | |||||
NET ASSETS — 100.0%
|
$ 21,142,114 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(d) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(e) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(f) | Investment of cash collateral for securities loaned. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$21,126,939 | $— | $— | $21,126,939 | ||||
Short-Term Investments
|
562,561 | — | — | 562,561 | ||||
TOTAL INVESTMENTS
|
$21,689,500 | $— | $— | $21,689,500 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
33,769 | $ 33,780 | $ 117,157 | $ 131,850 | $ (6) | $— | 19,079 | $ 19,081 | $ 6 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
521,979 | 521,979 | 2,075,399 | 2,053,898 | — | — | 543,480 | 543,480 | — | ||||||||
Total
|
$555,759 | $2,192,556 | $2,185,748 | $ (6) | $— | $562,561 | $ 6 |
Security Description | Shares | Value | ||||
COMMON STOCKS — 99.9% | ||||||
AEROSPACE & DEFENSE — 29.6% | ||||||
Aerojet Rocketdyne Holdings, Inc.
|
9,851 | $ 460,633 | ||||
AeroVironment, Inc. (a)
|
6,881 | 426,829 | ||||
Boeing Co. (a)
|
1,998 | 402,237 | ||||
Elbit Systems, Ltd.
|
2,067 | 359,927 | ||||
Embraer SA ADR (a)
|
20,630 | 366,183 | ||||
General Dynamics Corp.
|
1,574 | 328,132 | ||||
HEICO Corp.
|
2,913 | 420,113 | ||||
Hexcel Corp. (a)
|
7,958 | 412,224 | ||||
Huntington Ingalls Industries, Inc.
|
1,698 | 317,085 | ||||
Kratos Defense & Security Solutions, Inc.
(a)
|
20,753 | 402,608 | ||||
L3Harris Technologies, Inc.
|
1,947 | 415,178 | ||||
Lockheed Martin Corp.
|
1,241 | 441,064 | ||||
Maxar Technologies, Inc.
|
14,629 | 431,994 | ||||
Mercury Systems, Inc. (a)
|
6,648 | 366,039 | ||||
Moog, Inc. Class A
|
5,693 | 460,962 | ||||
Northrop Grumman Corp.
|
1,162 | 449,775 | ||||
Parsons Corp. (a)
|
12,322 | 414,635 | ||||
RADA Electronic Industries, Ltd. (a)
|
21,470 | 202,247 | ||||
Raytheon Technologies Corp.
|
4,894 | 421,178 | ||||
Textron, Inc.
|
5,637 | 435,176 | ||||
Vectrus, Inc. (a)
|
2,947 | 134,884 | ||||
8,069,103 | ||||||
BUILDING PRODUCTS — 1.2% | ||||||
Griffon Corp.
|
11,343 | 323,049 | ||||
COMMUNICATIONS EQUIPMENT — 11.1% | ||||||
Cisco Systems, Inc.
|
7,425 | 470,522 | ||||
F5, Inc. (a)
|
1,843 | 451,001 | ||||
Gilat Satellite Networks, Ltd. (b)
|
32,155 | 227,336 | ||||
Juniper Networks, Inc.
|
13,006 | 464,444 | ||||
NetScout Systems, Inc. (a)
|
13,466 | 445,455 | ||||
Radware, Ltd. (a)
|
13,673 | 569,344 | ||||
Viasat, Inc. (a)
|
8,868 | 394,981 | ||||
3,023,083 | ||||||
DIVERSIFIED TELECOMMUNICATION SERVICES — 1.5% | ||||||
Iridium Communications, Inc. (a)
|
10,270 | 424,048 | ||||
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 5.4% | ||||||
908 Devices, Inc. (a)
|
11,739 | 303,688 |
Security Description | Shares | Value | ||||
Amphenol Corp. Class A
|
3,786 | $ 331,124 | ||||
OSI Systems, Inc. (a)
|
4,542 | 423,314 | ||||
Teledyne Technologies, Inc. (a)
|
974 | 425,531 | ||||
1,483,657 | ||||||
HEALTH CARE EQUIPMENT & SUPPLIES — 1.7% | ||||||
Varex Imaging Corp. (a)
|
14,519 | 458,074 | ||||
IT SERVICES — 3.9% | ||||||
Akamai Technologies, Inc. (a)
|
3,779 | 442,294 | ||||
Cloudflare, Inc. Class A (a)
|
2,639 | 347,029 | ||||
Limelight Networks, Inc. (a)
|
83,974 | 288,031 | ||||
1,077,354 | ||||||
LIFE SCIENCES TOOLS & SERVICES — 1.6% | ||||||
Bruker Corp.
|
5,154 | 432,472 | ||||
MACHINERY — 1.2% | ||||||
Fortive Corp.
|
4,180 | 318,892 | ||||
PROFESSIONAL SERVICES — 8.4% | ||||||
ASGN, Inc. (a)
|
3,283 | 405,122 | ||||
Jacobs Engineering Group, Inc.
|
2,930 | 407,944 | ||||
KBR, Inc.
|
6,846 | 326,006 | ||||
Leidos Holdings, Inc.
|
4,679 | 415,963 | ||||
ManTech International Corp. Class A
|
6,020 | 439,039 | ||||
Science Applications International Corp.
|
3,728 | 311,624 | ||||
2,305,698 | ||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 3.3% | ||||||
Broadcom, Inc.
|
719 | 478,430 | ||||
eMagin Corp. (a)
|
55,561 | 71,673 | ||||
Kopin Corp. (a)
|
83,176 | 340,190 | ||||
890,293 | ||||||
SOFTWARE — 31.0% | ||||||
A10 Networks, Inc.
|
28,019 | 464,555 | ||||
BlackBerry, Ltd. (a)
|
45,474 | 425,182 | ||||
Check Point Software Technologies, Ltd. (a)
|
3,817 | 444,910 | ||||
Cognyte Software, Ltd. (a)
|
21,001 | 329,086 | ||||
Crowdstrike Holdings, Inc. Class A (a)
|
2,024 | 414,414 | ||||
CyberArk Software, Ltd. (a)
|
2,622 | 454,340 | ||||
Fortinet, Inc. (a)
|
1,308 | 470,095 | ||||
Mandiant, Inc. (a)
|
25,276 | 443,341 |
Security Description | Shares | Value | ||||
McAfee Corp. Class A
|
16,467 | $ 424,684 | ||||
Mimecast, Ltd. (a)
|
5,350 | 425,700 | ||||
OneSpan, Inc. (a)
|
18,361 | 310,852 | ||||
Palo Alto Networks, Inc. (a)
|
794 | 442,067 | ||||
Qualys, Inc. (a)
|
3,196 | 438,555 | ||||
Rapid7, Inc. (a)
|
3,556 | 418,506 | ||||
SentinelOne, Inc. Class A (a)
|
8,711 | 439,818 | ||||
Telos Corp. (a)
|
24,758 | 381,768 | ||||
Tenable Holdings, Inc. (a)
|
8,531 | 469,802 | ||||
Varonis Systems, Inc. (a)
|
8,043 | 392,338 | ||||
VMware, Inc. Class A
|
3,674 | 425,742 | ||||
Zscaler, Inc. (a)
|
1,352 | 434,439 | ||||
8,450,194 | ||||||
TOTAL COMMON STOCKS (Cost
$25,925,343)
|
27,255,917 | |||||
SHORT-TERM INVESTMENTS — 0.6% | ||||||
State Street Institutional Liquid Reserves Fund,
Premier Class 0.04% (c) (d)
|
14,780 | 14,780 | ||||
State Street Navigator Securities Lending
Portfolio II (e) (f)
|
142,148 | 142,148 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost
$156,928)
|
156,928 | |||||
TOTAL INVESTMENTS — 100.5% (Cost
$26,082,271)
|
27,412,845 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (0.5)%
|
(149,240) | |||||
NET ASSETS — 100.0%
|
$ 27,263,605 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(d) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(e) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(f) | Investment of cash collateral for securities loaned. |
ADR | American Depositary Receipt |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$27,255,917 | $— | $— | $27,255,917 | ||||
Short-Term Investments
|
156,928 | — | — | 156,928 | ||||
TOTAL INVESTMENTS
|
$27,412,845 | $— | $— | $27,412,845 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
34,728 | $ 34,738 | $ 588,458 | $ 608,411 | $ (5) | $— | 14,780 | $ 14,780 | $ 6 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
236,289 | 236,289 | 3,325,659 | 3,419,800 | — | — | 142,148 | 142,148 | 2,755 | ||||||||
Total
|
$271,027 | $ 3,914,117 | $ 4,028,211 | $ (5) | $— | $156,928 | $2,761 |
Security Description | Shares | Value | ||||
COMMON STOCKS — 99.8% | ||||||
AEROSPACE & DEFENSE — 2.2% | ||||||
Parsons Corp. (a)
|
36,967 | $ 1,243,939 | ||||
AUTO COMPONENTS — 2.2% | ||||||
Lear Corp.
|
6,757 | 1,236,193 | ||||
AUTOMOBILES — 1.5% | ||||||
Toyota Motor Corp. ADR (b)
|
4,560 | 844,968 | ||||
BUILDING PRODUCTS — 9.1% | ||||||
Allegion PLC
|
6,281 | 831,856 | ||||
Carrier Global Corp.
|
22,505 | 1,220,671 | ||||
Johnson Controls International PLC
|
15,969 | 1,298,440 | ||||
Resideo Technologies, Inc. (a)
|
47,608 | 1,239,236 | ||||
View, Inc. (a)
|
129,221 | 505,254 | ||||
5,095,457 | ||||||
COMMERCIAL SERVICES & SUPPLIES — 3.5% | ||||||
ADT, Inc.
|
146,673 | 1,233,520 | ||||
Tetra Tech, Inc.
|
4,408 | 748,478 | ||||
1,981,998 | ||||||
COMMUNICATIONS EQUIPMENT — 1.6% | ||||||
Nokia Oyj ADR (a)
|
141,994 | 883,203 | ||||
CONSTRUCTION & ENGINEERING — 1.6% | ||||||
NV5 Global, Inc. (a)
|
6,467 | 893,222 | ||||
DIVERSIFIED CONSUMER SERVICES — 1.4% | ||||||
Vivint Smart Home, Inc. (a)
|
77,116 | 754,194 | ||||
DIVERSIFIED TELECOMMUNICATION SERVICES — 1.5% | ||||||
BCE, Inc.
|
16,026 | 833,993 | ||||
ELECTRIC UTILITIES — 0.4% | ||||||
Korea Electric Power Corp. ADR (b)
|
25,051 | 228,966 | ||||
ELECTRICAL EQUIPMENT — 16.9% | ||||||
ABB, Ltd. ADR (b)
|
22,611 | 863,062 | ||||
Acuity Brands, Inc.
|
6,290 | 1,331,719 | ||||
AMETEK, Inc.
|
5,899 | 867,389 | ||||
Beam Global (a)
|
41,695 | 775,527 |
Security Description | Shares | Value | ||||
Blink Charging Co. (a) (b)
|
37,086 | $ 983,150 | ||||
Bloom Energy Corp. Class A (a) (b)
|
50,265 | 1,102,311 | ||||
ChargePoint Holdings, Inc. (a) (b)
|
60,543 | 1,153,344 | ||||
Hubbell, Inc.
|
3,981 | 829,123 | ||||
Nuvve Holding Corp. (a)
|
25,430 | 338,727 | ||||
Stem, Inc. (a) (b)
|
64,509 | 1,223,736 | ||||
9,468,088 | ||||||
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 9.0% | ||||||
Badger Meter, Inc.
|
11,468 | 1,222,030 | ||||
Itron, Inc. (a)
|
19,511 | 1,336,894 | ||||
Luna Innovations, Inc. (a)
|
23,881 | 201,556 | ||||
MicroVision, Inc. (a) (b)
|
116,213 | 582,227 | ||||
TE Connectivity, Ltd.
|
5,237 | 844,938 | ||||
Teledyne Technologies, Inc. (a)
|
1,914 | 836,207 | ||||
5,023,852 | ||||||
HOUSEHOLD DURABLES — 1.6% | ||||||
Snap One Holdings Corp. (a)
|
22,270 | 469,452 | ||||
Universal Electronics, Inc. (a)
|
10,959 | 446,579 | ||||
916,031 | ||||||
INDEPENDENT POWER & RENEWABLE ELECTRICITY PRODUCERS — 2.1% | ||||||
Atlantica Sustainable Infrastructure PLC
|
33,060 | 1,182,226 | ||||
INDUSTRIAL CONGLOMERATES — 3.9% | ||||||
Honeywell International, Inc.
|
6,207 | 1,294,222 | ||||
Roper Technologies, Inc.
|
1,763 | 867,149 | ||||
2,161,371 | ||||||
INTERACTIVE MEDIA & SERVICES — 1.5% | ||||||
Baidu, Inc. ADR (a)
|
5,587 | 831,290 | ||||
MACHINERY — 13.4% | ||||||
Energy Recovery, Inc. (a)
|
56,707 | 1,218,633 | ||||
Evoqua Water Technologies Corp. (a)
|
26,696 | 1,248,038 | ||||
Ideanomics, Inc. (a) (b)
|
513,634 | 616,361 | ||||
Mueller Water Products, Inc. Class A
|
58,269 | 839,074 | ||||
Pentair PLC
|
17,002 | 1,241,656 | ||||
Proterra, Inc. (a)
|
122,486 | 1,081,551 | ||||
Xylem, Inc.
|
10,231 | 1,226,902 | ||||
7,472,215 |
Security Description | Shares | Value | ||||
MULTI-UTILITIES — 1.6% | ||||||
National Grid PLC ADR
|
12,100 | $ 875,072 | ||||
OIL, GAS & CONSUMABLE FUELS — 3.0% | ||||||
Royal Dutch Shell PLC Class A ADR
|
18,657 | 809,714 | ||||
Suncor Energy, Inc.
|
33,579 | 840,482 | ||||
1,650,196 | ||||||
PROFESSIONAL SERVICES — 2.1% | ||||||
Rekor Systems, Inc. (a) (b)
|
181,455 | 1,188,530 | ||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 7.5% | ||||||
ON Semiconductor Corp. (a)
|
12,953 | 879,768 | ||||
Qorvo, Inc. (a)
|
7,871 | 1,230,946 | ||||
Silicon Laboratories, Inc. (a)
|
6,203 | 1,280,423 | ||||
STMicroelectronics NV (b)
|
16,936 | 827,831 | ||||
4,218,968 | ||||||
SOFTWARE — 5.7% | ||||||
Alarm.com Holdings, Inc. (a)
|
15,154 | 1,285,211 | ||||
Latch, Inc. (a)
|
151,573 | 1,147,408 | ||||
Veritone, Inc. (a) (b)
|
34,526 | 776,144 | ||||
3,208,763 | ||||||
SPECIALTY RETAIL — 1.9% | ||||||
EVgo, Inc. (a) (b)
|
104,370 | 1,037,438 | ||||
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 1.5% | ||||||
Logitech International SA (b)
|
10,094 | 832,553 | ||||
TRADING COMPANIES & DISTRIBUTORS — 1.6% | ||||||
Core & Main, Inc. Class A (a)
|
29,664 | 900,006 | ||||
WIRELESS TELECOMMUNICATION SERVICES — 1.5% | ||||||
Rogers Communications, Inc. Class B
|
17,952 | 855,054 | ||||
TOTAL COMMON STOCKS (Cost
$56,761,409)
|
55,817,786 | |||||
SHORT-TERM INVESTMENTS — 9.1% | ||||||
State Street Institutional Liquid Reserves Fund,
Premier Class 0.04% (c) (d)
|
77,005 | 77,013 |
Security Description | Shares | Value | ||||
State Street Navigator Securities Lending
Portfolio II (e) (f)
|
5,044,606 | $ 5,044,606 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost
$5,121,619)
|
5,121,619 | |||||
TOTAL INVESTMENTS — 108.9% (Cost
$61,883,028)
|
60,939,405 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (8.9)%
|
(5,005,014) | |||||
NET ASSETS — 100.0%
|
$ 55,934,391 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(d) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(e) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(f) | Investment of cash collateral for securities loaned. |
ADR | American Depositary Receipt |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$55,817,786 | $— | $— | $55,817,786 | ||||
Short-Term Investments
|
5,121,619 | — | — | 5,121,619 | ||||
TOTAL INVESTMENTS
|
$60,939,405 | $— | $— | $60,939,405 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
21,837 | $ 21,844 | $ 433,802 | $ 378,626 | $ (7) | $— | 77,005 | $ 77,013 | $ — | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
5,646,547 | 5,646,547 | 26,219,286 | 26,821,227 | — | — | 5,044,606 | 5,044,606 | 55,555 | ||||||||
Total
|
$5,668,391 | $26,653,088 | $27,199,853 | $ (7) | $— | $5,121,619 | $55,555 |
Security Description | Shares | Value | ||||
COMMON STOCKS — 100.0% | ||||||
AEROSPACE & DEFENSE — 4.8% | ||||||
Aerojet Rocketdyne Holdings, Inc.
|
51,323 | $ 2,399,863 | ||||
AeroVironment, Inc. (a)
|
20,337 | 1,261,504 | ||||
Astra Space, Inc. (a) (b)
|
228,481 | 1,583,373 | ||||
Boeing Co. (a)
|
16,024 | 3,225,952 | ||||
BWX Technologies, Inc.
|
26,659 | 1,276,433 | ||||
Elbit Systems, Ltd. (b)
|
90,904 | 15,829,113 | ||||
Embraer SA ADR (a) (b)
|
363,586 | 6,453,651 | ||||
General Dynamics Corp.
|
7,294 | 1,520,580 | ||||
HEICO Corp.
|
21,669 | 3,125,103 | ||||
Hexcel Corp. (a)
|
37,360 | 1,935,248 | ||||
Huntington Ingalls Industries, Inc.
|
4,777 | 892,057 | ||||
Kratos Defense & Security Solutions, Inc.
(a)
|
293,591 | 5,695,665 | ||||
L3Harris Technologies, Inc.
|
14,090 | 3,004,552 | ||||
Lockheed Martin Corp.
|
32,341 | 11,494,315 | ||||
Maxar Technologies, Inc.
|
66,765 | 1,971,570 | ||||
Mercury Systems, Inc. (a)
|
17,981 | 990,034 | ||||
Moog, Inc. Class A
|
27,855 | 2,255,419 | ||||
Northrop Grumman Corp.
|
23,680 | 9,165,818 | ||||
Parsons Corp. (a)
|
273,088 | 9,189,411 | ||||
RADA Electronic Industries, Ltd. (a)
|
312,106 | 2,940,039 | ||||
Raytheon Technologies Corp.
|
24,509 | 2,109,245 | ||||
Textron, Inc.
|
18,363 | 1,417,624 | ||||
TransDigm Group, Inc. (a)
|
2,249 | 1,430,994 | ||||
Vectrus, Inc. (a)
|
106,587 | 4,878,487 | ||||
Virgin Galactic Holdings, Inc. (a)
|
103,862 | 1,389,674 | ||||
97,435,724 | ||||||
AIRLINES — 0.4% | ||||||
Blade Air Mobility, Inc. (a) (b)
|
900,730 | 7,953,446 | ||||
AUTO COMPONENTS — 2.8% | ||||||
American Axle & Manufacturing Holdings, Inc.
(a)
|
214,129 | 1,997,824 | ||||
Aptiv PLC (a)
|
32,838 | 5,416,628 | ||||
BorgWarner, Inc.
|
45,902 | 2,068,803 | ||||
Dana, Inc.
|
93,340 | 2,130,019 | ||||
Foresight Autonomous Holdings, Ltd. ADR (a)
(b)
|
1,708,019 | 2,903,632 | ||||
Garrett Motion, Inc. (a)
|
286,702 | 2,302,217 | ||||
Gentherm, Inc. (a)
|
27,827 | 2,418,166 | ||||
Kandi Technologies Group, Inc. (a)
(b)
|
427,342 | 1,371,768 | ||||
Lear Corp.
|
54,356 | 9,944,430 | ||||
Luminar Technologies, Inc. (a) (b)
|
327,295 | 5,534,559 |
Security Description | Shares | Value | ||||
Modine Manufacturing Co. (a)
|
140,048 | $ 1,413,084 | ||||
Veoneer, Inc. (a) (b)
|
172,717 | 6,127,999 | ||||
Visteon Corp. (a)
|
129,384 | 14,379,738 | ||||
58,008,867 | ||||||
AUTOMOBILES — 4.6% | ||||||
ElectraMeccanica Vehicles Corp. (a)
(b)
|
539,043 | 1,229,018 | ||||
Electric Last Mile Solutions I (a)
(b)
|
262,932 | 1,848,412 | ||||
Fisker, Inc. (a)
|
119,839 | 1,885,067 | ||||
Ford Motor Co.
|
713,908 | 14,827,869 | ||||
General Motors Co. (a)
|
129,243 | 7,577,517 | ||||
Honda Motor Co., Ltd. ADR (b)
|
72,728 | 2,069,112 | ||||
Li Auto, Inc. ADR (a)
|
183,821 | 5,900,654 | ||||
Lordstown Motors Corp. Class A (a)
(b)
|
351,180 | 1,211,571 | ||||
NIO, Inc. ADR (a)
|
177,573 | 5,625,513 | ||||
Niu Technologies ADR (a) (b)
|
339,754 | 5,473,437 | ||||
Stellantis NV (b)
|
390,261 | 7,321,296 | ||||
Tata Motors, Ltd. ADR (a) (b)
|
47,948 | 1,538,651 | ||||
Tesla, Inc. (a)
|
10,756 | 11,366,726 | ||||
Toyota Motor Corp. ADR (b)
|
82,693 | 15,323,013 | ||||
Workhorse Group, Inc. (a) (b)
|
489,102 | 2,132,485 | ||||
XPeng, Inc. ADR (a)
|
159,673 | 8,036,342 | ||||
93,366,683 | ||||||
BANKS — 0.8% | ||||||
Banco BBVA Argentina SA ADR (a) (b)
|
132,889 | 418,600 | ||||
Banco Bradesco SA ADR
|
124,935 | 427,278 | ||||
Banco Santander Brasil SA (b)
|
76,921 | 413,066 | ||||
Banco Santander SA ADR
|
1,859,219 | 6,116,831 | ||||
Grupo Financiero Galicia SA ADR (b)
|
44,180 | 419,268 | ||||
Grupo Supervielle SA ADR (b)
|
132,681 | 258,728 | ||||
ICICI Bank, Ltd. ADR
|
21,767 | 430,769 | ||||
ING Groep NV ADR (b)
|
578,719 | 8,055,768 | ||||
Intercorp Financial Services, Inc. (b)
|
13,775 | 363,384 | ||||
16,903,692 | ||||||
BIOTECHNOLOGY — 3.2% | ||||||
2seventy bio, Inc. (a)
|
27,776 | 711,899 | ||||
4D Molecular Therapeutics, Inc. (a)
|
50,529 | 1,108,606 | ||||
Adaptimmune Therapeutics PLC ADR (a)
|
266,929 | 1,000,984 | ||||
Allogene Therapeutics, Inc. (a)
|
61,291 | 914,462 | ||||
Alnylam Pharmaceuticals, Inc. (a)
|
6,436 | 1,091,417 | ||||
Amicus Therapeutics, Inc. (a)
|
96,620 | 1,115,961 |
Security Description | Shares | Value | |||
Arcturus Therapeutics Holdings, Inc. (a)
|
29,599 | $ 1,095,459 | |||
Arrowhead Pharmaceuticals, Inc. (a)
|
15,296 | 1,014,125 | |||
Atara Biotherapeutics, Inc. (a)
|
64,989 | 1,024,227 | |||
Biogen, Inc. (a)
|
4,397 | 1,054,928 | |||
BioMarin Pharmaceutical, Inc. (a)
|
10,139 | 895,781 | |||
BioNTech SE ADR (a)
|
5,076 | 1,308,593 | |||
Bluebird Bio, Inc. (a)
|
108,312 | 1,082,037 | |||
CareDx, Inc. (a)
|
16,372 | 744,599 | |||
Caribou Biosciences, Inc. (a)
|
52,321 | 789,524 | |||
Cellectis SA ADR (a)
|
115,264 | 935,944 | |||
Clene, Inc. (a) (b)
|
486,701 | 1,995,474 | |||
Collplant Biotechnologies, Ltd. (a)
(b)
|
212,560 | 3,477,482 | |||
Collplant Biotechnologies, Ltd. ADR (a)
|
900 | 14,724 | |||
CRISPR Therapeutics AG (a) (b)
|
12,659 | 959,299 | |||
CureVac NV (a) (b)
|
29,983 | 1,028,717 | |||
Editas Medicine, Inc. (a) (b)
|
28,459 | 755,586 | |||
Fate Therapeutics, Inc. (a)
|
18,506 | 1,082,786 | |||
Gilead Sciences, Inc.
|
17,476 | 1,268,932 | |||
Grifols SA ADR (b)
|
212,290 | 2,384,017 | |||
Gritstone bio, Inc. (a)
|
75,240 | 967,586 | |||
Ideaya Biosciences, Inc. (a)
|
35,786 | 845,981 | |||
Immatics NV (a)
|
91,517 | 1,229,988 | |||
ImmunityBio, Inc. (a)
|
168,382 | 1,023,763 | |||
Inovio Pharmaceuticals, Inc. (a) (b)
|
153,305 | 764,992 | |||
Intellia Therapeutics, Inc. (a)
|
7,633 | 902,526 | |||
Ionis Pharmaceuticals, Inc. (a)
|
22,865 | 695,782 | |||
Iovance Biotherapeutics, Inc. (a)
|
54,620 | 1,042,696 | |||
Krystal Biotech, Inc. (a)
|
21,162 | 1,480,282 | |||
Legend Biotech Corp. ADR (a)
|
18,721 | 872,586 | |||
Ligand Pharmaceuticals, Inc. (a)
|
5,433 | 839,181 | |||
MeiraGTx Holdings PLC (a)
|
50,088 | 1,189,089 | |||
Merus NV (a) (b)
|
38,225 | 1,215,555 | |||
Moderna, Inc. (a)
|
5,082 | 1,290,726 | |||
Natera, Inc. (a)
|
6,670 | 622,911 | |||
Novavax, Inc. (a) (b)
|
5,515 | 789,031 | |||
OPKO Health, Inc. (a) (b)
|
174,038 | 837,123 | |||
Precigen, Inc. (a)
|
280,140 | 1,039,319 | |||
Precision BioSciences, Inc. (a)
|
116,979 | 865,645 | |||
ProQR Therapeutics NV (a) (b)
|
140,736 | 1,127,295 | |||
Recursion Pharmaceuticals, Inc. Class A (a)
|
55,253 | 946,484 | |||
Regeneron Pharmaceuticals, Inc. (a)
|
1,318 | 832,343 | |||
REGENXBIO, Inc. (a)
|
34,676 | 1,133,905 |
Security Description | Shares | Value | ||||
Repare Therapeutics, Inc. (a) (b)
|
40,397 | $ 851,973 | ||||
Rocket Pharmaceuticals, Inc. (a) (b)
|
39,386 | 859,796 | ||||
Rubius Therapeutics, Inc. (a)
|
79,089 | 765,582 | ||||
Sangamo Therapeutics, Inc. (a)
|
118,389 | 887,917 | ||||
Sarepta Therapeutics, Inc. (a)
|
13,403 | 1,206,940 | ||||
Seagen, Inc. (a)
|
4,878 | 754,139 | ||||
Taysha Gene Therapies, Inc. (a) (b)
|
76,325 | 889,186 | ||||
Twist Bioscience Corp. (a)
|
9,556 | 739,539 | ||||
Ultragenyx Pharmaceutical, Inc. (a)
|
14,389 | 1,209,971 | ||||
uniQure NV (a)
|
37,559 | 778,974 | ||||
Vericel Corp. (a) (b)
|
24,428 | 960,020 | ||||
Vertex Pharmaceuticals, Inc. (a)
|
4,740 | 1,040,904 | ||||
Vir Biotechnology, Inc. (a)
|
39,585 | 1,657,424 | ||||
Xencor, Inc. (a)
|
31,545 | 1,265,585 | ||||
65,278,302 | ||||||
BUILDING PRODUCTS — 0.7% | ||||||
Allegion PLC
|
13,944 | 1,846,743 | ||||
Carrier Global Corp.
|
52,379 | 2,841,037 | ||||
Griffon Corp.
|
127,002 | 3,617,017 | ||||
Johnson Controls International PLC
|
36,977 | 3,006,600 | ||||
Resideo Technologies, Inc. (a)
|
101,967 | 2,654,201 | ||||
View, Inc. (a)
|
305,017 | 1,192,617 | ||||
15,158,215 | ||||||
CAPITAL MARKETS — 0.8% | ||||||
BlackRock, Inc.
|
2,655 | 2,430,812 | ||||
Charles Schwab Corp.
|
29,625 | 2,491,462 | ||||
Coinbase Global, Inc. Class A (a)
|
29,794 | 7,519,112 | ||||
Open Lending Corp. Class A (a)
|
125,791 | 2,827,782 | ||||
Robinhood Markets, Inc. Class A (a)
(b)
|
74,541 | 1,323,848 | ||||
16,593,016 | ||||||
CHEMICALS — 0.4% | ||||||
Cabot Corp.
|
74,100 | 4,164,420 | ||||
Corteva, Inc.
|
23,368 | 1,104,839 | ||||
Huntsman Corp.
|
111,827 | 3,900,526 | ||||
9,169,785 | ||||||
COMMERCIAL SERVICES & SUPPLIES — 0.2% | ||||||
ADT, Inc.
|
301,477 | 2,535,421 | ||||
Tetra Tech, Inc.
|
13,592 | 2,307,922 | ||||
4,843,343 |
Security Description | Shares | Value | ||||
COMMUNICATIONS EQUIPMENT — 2.5% | ||||||
CalAmp Corp. (a)
|
406,384 | $ 2,869,071 | ||||
Cisco Systems, Inc.
|
251,983 | 15,968,163 | ||||
F5, Inc. (a)
|
21,206 | 5,189,320 | ||||
Gilat Satellite Networks, Ltd. (b)
|
114,862 | 812,074 | ||||
Ituran Location & Control, Ltd.
|
117,402 | 3,131,111 | ||||
Juniper Networks, Inc.
|
150,696 | 5,381,354 | ||||
NetScout Systems, Inc. (a)
|
138,120 | 4,569,010 | ||||
Nokia Oyj ADR (a)
|
423,148 | 2,631,981 | ||||
Radware, Ltd. (a)
|
134,738 | 5,610,490 | ||||
Viasat, Inc. (a)
|
86,573 | 3,855,962 | ||||
50,018,536 | ||||||
CONSTRUCTION & ENGINEERING — 0.9% | ||||||
Arcosa, Inc.
|
82,334 | 4,339,002 | ||||
NV5 Global, Inc. (a)
|
22,725 | 3,138,777 | ||||
ReneSola, Ltd. ADR (a) (b)
|
1,168,471 | 6,964,087 | ||||
Valmont Industries, Inc.
|
14,091 | 3,529,795 | ||||
17,971,661 | ||||||
CONSUMER FINANCE — 1.0% | ||||||
Ally Financial, Inc.
|
77,345 | 3,682,395 | ||||
FinVolution Group ADR (b)
|
589,674 | 2,907,093 | ||||
Green Dot Corp. Class A (a)
|
15,236 | 552,153 | ||||
LendingClub Corp. (a)
|
87,797 | 2,122,932 | ||||
LexinFintech Holdings, Ltd. ADR (a)
|
612,690 | 2,364,983 | ||||
Lufax Holding, Ltd. ADR (a) (b)
|
338,678 | 1,906,757 | ||||
Oportun Financial Corp. (a)
|
72,341 | 1,464,905 | ||||
Qudian, Inc. ADR (a) (b)
|
877,261 | 850,154 | ||||
SoFi Technologies, Inc. (a) (b)
|
129,735 | 2,051,110 | ||||
Upstart Holdings, Inc. (a)
|
15,347 | 2,322,001 | ||||
20,224,483 | ||||||
CONTAINERS & PACKAGING — 0.1% | ||||||
Ball Corp.
|
15,974 | 1,537,817 | ||||
DIVERSIFIED CONSUMER SERVICES — 0.2% | ||||||
Afya, Ltd. Class A (a) (b)
|
53,078 | 833,855 | ||||
Vivint Smart Home, Inc. (a)
|
236,366 | 2,311,660 | ||||
3,145,515 | ||||||
DIVERSIFIED FINANCIAL SERVICES — 0.3% | ||||||
ORIX Corp. ADR
|
54,947 | 5,592,506 |
Security Description | Shares | Value | ||||
DIVERSIFIED TELECOMMUNICATION SERVICES — 1.4% | ||||||
BCE, Inc. (b)
|
35,802 | $ 1,863,136 | ||||
Consolidated Communications Holdings, Inc.
(a)
|
998,686 | 7,470,171 | ||||
IDT Corp. Class B (a)
|
252,579 | 11,153,889 | ||||
Iridium Communications, Inc. (a)
|
72,377 | 2,988,446 | ||||
Ooma, Inc. (a)
|
236,416 | 4,832,343 | ||||
28,307,985 | ||||||
ELECTRIC UTILITIES — 1.7% | ||||||
ALLETE, Inc.
|
82,288 | 5,459,809 | ||||
Avangrid, Inc. (b)
|
102,687 | 5,122,028 | ||||
Centrais Eletricas Brasileiras SA ADR (b)
|
861,876 | 5,248,825 | ||||
Cia Paranaense de Energia ADR
|
836,882 | 4,711,648 | ||||
Enel Americas SA ADR (b)
|
960,554 | 5,225,414 | ||||
Enel Chile SA ADR (b)
|
770,175 | 1,394,017 | ||||
Korea Electric Power Corp. ADR (b)
|
181,225 | 1,656,396 | ||||
NextEra Energy, Inc.
|
58,954 | 5,503,945 | ||||
34,322,082 | ||||||
ELECTRICAL EQUIPMENT — 5.5% | ||||||
ABB, Ltd. ADR (b)
|
428,211 | 16,344,814 | ||||
Acuity Brands, Inc.
|
12,940 | 2,739,657 | ||||
Advent Technologies Holdings, Inc. (a)
(b)
|
627,414 | 4,398,172 | ||||
American Superconductor Corp. (a)
|
326,158 | 3,548,599 | ||||
AMETEK, Inc.
|
27,782 | 4,085,065 | ||||
Array Technologies, Inc. (a)
|
189,433 | 2,972,204 | ||||
Ballard Power Systems, Inc. (a) (b)
|
394,356 | 4,953,111 | ||||
Beam Global (a) (b)
|
94,739 | 1,762,145 | ||||
BitNile Holdings, Inc. (a) (b)
|
666,335 | 792,939 | ||||
Blink Charging Co. (a) (b)
|
382,820 | 10,148,558 | ||||
Bloom Energy Corp. Class A (a) (b)
|
125,845 | 2,759,781 | ||||
CBAK Energy Technology, Inc. (a) (b)
|
847,993 | 1,322,869 | ||||
ChargePoint Holdings, Inc. (a) (b)
|
161,647 | 3,079,375 | ||||
Emerson Electric Co.
|
79,379 | 7,379,866 | ||||
Eos Energy Enterprises, Inc. (a) (b)
|
480,302 | 3,611,871 | ||||
FTC Solar, Inc. (a) (b)
|
473,154 | 3,577,044 | ||||
FuelCell Energy, Inc. (a) (b)
|
500,679 | 2,603,531 | ||||
Hubbell, Inc.
|
11,839 | 2,465,709 | ||||
Nuvve Holding Corp. (a) (b)
|
144,793 | 1,928,643 | ||||
Ocean Power Technologies, Inc. (a)
(b)
|
2,430,455 | 3,597,073 | ||||
Plug Power, Inc. (a) (b)
|
162,734 | 4,593,981 | ||||
Rockwell Automation, Inc.
|
22,889 | 7,984,828 | ||||
Romeo Power, Inc. (a) (b)
|
432,428 | 1,578,362 |
Security Description | Shares | Value | ||||
Sensata Technologies Holding PLC (a)
|
25,822 | $ 1,592,959 | ||||
Shoals Technologies Group, Inc. Class A (a)
(b)
|
144,146 | 3,502,748 | ||||
Stem, Inc. (a) (b)
|
140,247 | 2,660,486 | ||||
Sunrun, Inc. (a) (b)
|
84,380 | 2,894,234 | ||||
TPI Composites, Inc. (a)
|
220,387 | 3,296,989 | ||||
112,175,613 | ||||||
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 5.8% | ||||||
908 Devices, Inc. (a)
|
143,376 | 3,709,137 | ||||
Aeva Technologies, Inc. (a) (b)
|
691,615 | 5,228,609 | ||||
Amphenol Corp. Class A
|
18,152 | 1,587,574 | ||||
Badger Meter, Inc.
|
34,299 | 3,654,902 | ||||
Cognex Corp.
|
83,887 | 6,523,053 | ||||
FARO Technologies, Inc. (a)
|
59,179 | 4,143,714 | ||||
Hollysys Automation Technologies, Ltd. (a)
(b)
|
326,428 | 4,596,106 | ||||
II-VI, Inc. (a) (b)
|
20,926 | 1,429,874 | ||||
Innoviz Technologies, Ltd. (a) (b)
|
1,177,543 | 7,465,623 | ||||
IPG Photonics Corp. (a)
|
15,186 | 2,614,118 | ||||
Itron, Inc. (a)
|
46,674 | 3,198,103 | ||||
Luna Innovations, Inc. (a)
|
158,132 | 1,334,634 | ||||
MicroVision, Inc. (a) (b)
|
732,207 | 3,668,357 | ||||
OSI Systems, Inc. (a)
|
64,325 | 5,995,090 | ||||
Ouster, Inc. (a) (b)
|
1,715,412 | 8,920,142 | ||||
Sanmina Corp. (a)
|
154,717 | 6,414,567 | ||||
Soluna Holdings, Inc. (a) (b)
|
143,836 | 1,547,675 | ||||
TE Connectivity, Ltd.
|
11,844 | 1,910,911 | ||||
Teledyne Technologies, Inc. (a)
|
44,309 | 19,358,159 | ||||
Trimble, Inc. (a)
|
107,691 | 9,389,578 | ||||
TTM Technologies, Inc. (a)
|
102,406 | 1,525,849 | ||||
Velodyne Lidar, Inc. (a) (b)
|
859,662 | 3,988,832 | ||||
Vontier Corp.
|
289,517 | 8,896,857 | ||||
Wrap Technologies, Inc. (a) (b)
|
276,854 | 1,088,036 | ||||
Zepp Health Corp. ADR (a)
|
153,039 | 772,847 | ||||
118,962,347 | ||||||
ENERGY EQUIPMENT & SERVICES — 0.2% | ||||||
Aspen Aerogels, Inc. (a)
|
38,572 | 1,920,500 | ||||
Oceaneering International, Inc. (a)
|
198,232 | 2,242,004 | ||||
TechnipFMC PLC (a)
|
125,259 | 741,533 | ||||
4,904,037 | ||||||
ENTERTAINMENT — 0.6% | ||||||
Activision Blizzard, Inc.
|
11,139 | 741,078 |
Security Description | Shares | Value | ||||
Bilibili, Inc. ADR (a) (b)
|
12,892 | $ 598,189 | ||||
DouYu International Holdings, Ltd. ADR (a)
|
292,215 | 771,448 | ||||
Electronic Arts, Inc.
|
5,494 | 724,659 | ||||
Gravity Co., Ltd. ADR (a) (b)
|
5,711 | 389,033 | ||||
iQIYI, Inc. ADR (a)
|
82,293 | 375,256 | ||||
NetEase, Inc. ADR
|
13,969 | 1,421,765 | ||||
ROBLOX Corp. (a) (b)
|
11,785 | 1,215,740 | ||||
Sea, Ltd. ADR (a)
|
4,343 | 971,572 | ||||
Skillz, Inc. (a) (b)
|
56,183 | 418,001 | ||||
Tencent Music Entertainment Group ADR (a)
|
119,624 | 819,424 | ||||
The9, Ltd. ADR (a) (b)
|
565,891 | 3,791,470 | ||||
Zynga, Inc. Class A (a)
|
142,002 | 908,813 | ||||
13,146,448 | ||||||
GAS UTILITIES — 0.3% | ||||||
New Jersey Resources Corp.
|
132,651 | 5,446,650 | ||||
HEALTH CARE EQUIPMENT & SUPPLIES — 6.0% | ||||||
Abbott Laboratories
|
41,461 | 5,835,221 | ||||
Accelerate Diagnostics, Inc. (a) (b)
|
449,316 | 2,345,430 | ||||
Accuray, Inc. (a)
|
674,014 | 3,215,047 | ||||
AngioDynamics, Inc. (a)
|
149,004 | 4,109,530 | ||||
Asensus Surgical, Inc. (a) (b)
|
2,278,118 | 2,528,711 | ||||
Boston Scientific Corp. (a)
|
121,099 | 5,144,285 | ||||
Brainsway, Ltd. ADR (a) (b)
|
156,763 | 1,205,507 | ||||
Butterfly Network, Inc. (a) (b)
|
121,755 | 814,541 | ||||
Conformis, Inc. (a) (b)
|
2,651,728 | 2,019,026 | ||||
CONMED Corp.
|
16,699 | 2,367,250 | ||||
CVRx, Inc. (a)
|
130,037 | 1,590,352 | ||||
DarioHealth Corp. (a) (b)
|
73,972 | 959,417 | ||||
DexCom, Inc. (a)
|
15,234 | 8,179,896 | ||||
Globus Medical, Inc. Class A (a)
|
54,318 | 3,921,760 | ||||
Intuitive Surgical, Inc. (a)
|
12,993 | 4,668,385 | ||||
iRhythm Technologies, Inc. (a)
|
99,911 | 11,758,526 | ||||
Koninklijke Philips NV
|
128,173 | 4,723,175 | ||||
Masimo Corp. (a)
|
36,924 | 10,810,609 | ||||
Medtronic PLC
|
70,026 | 7,244,190 | ||||
Penumbra, Inc. (a)
|
17,048 | 4,898,231 | ||||
ResMed, Inc.
|
4,411 | 1,148,977 | ||||
Sight Sciences, Inc. (a)
|
330,573 | 5,808,168 | ||||
SmileDirectClub, Inc. (a) (b)
|
304,343 | 715,206 | ||||
Smith & Nephew PLC ADR
|
221,500 | 7,668,330 | ||||
Stereotaxis, Inc. (a)
|
314,837 | 1,951,989 |
Security Description | Shares | Value | ||||
Stryker Corp.
|
15,018 | $ 4,016,114 | ||||
Surgalign Holdings, Inc. (a) (b)
|
5,445,453 | 3,901,123 | ||||
Vapotherm, Inc. (a) (b)
|
39,850 | 825,293 | ||||
Varex Imaging Corp. (a)
|
220,651 | 6,961,539 | ||||
121,335,828 | ||||||
HEALTH CARE PROVIDERS & SERVICES — 0.6% | ||||||
1Life Healthcare, Inc. (a)
|
52,287 | 918,683 | ||||
CorVel Corp. (a)
|
3,894 | 809,952 | ||||
HealthEquity, Inc. (a)
|
49,446 | 2,187,491 | ||||
Hims & Hers Health, Inc. (a)
|
148,571 | 973,140 | ||||
McKesson Corp.
|
11,129 | 2,766,335 | ||||
MEDNAX, Inc. (a)
|
27,885 | 758,751 | ||||
Premier, Inc. Class A
|
18,954 | 780,336 | ||||
Privia Health Group, Inc. (a)
|
36,486 | 943,893 | ||||
Quest Diagnostics, Inc.
|
5,151 | 891,174 | ||||
Talkspace, Inc. (a)
|
523,638 | 1,031,567 | ||||
12,061,322 | ||||||
HEALTH CARE TECHNOLOGY — 1.2% | ||||||
Allscripts Healthcare Solutions, Inc. (a)
|
43,390 | 800,545 | ||||
American Well Corp. Class A (a)
|
145,857 | 880,976 | ||||
Castlight Health, Inc. Class B (a)
|
267,356 | 411,728 | ||||
Cerner Corp.
|
10,121 | 939,937 | ||||
Change Healthcare, Inc. (a)
|
57,779 | 1,235,315 | ||||
Evolent Health, Inc. Class A (a)
|
24,175 | 668,922 | ||||
GoodRx Holdings, Inc. Class A (a) (b)
|
27,679 | 904,550 | ||||
Health Catalyst, Inc. (a)
|
24,167 | 957,497 | ||||
NextGen Healthcare, Inc. (a)
|
44,443 | 790,641 | ||||
Omnicell, Inc. (a)
|
28,374 | 5,119,805 | ||||
OptimizeRx Corp. (a)
|
16,296 | 1,012,145 | ||||
Sharecare, Inc. (a) (b)
|
193,009 | 866,610 | ||||
Simulations Plus, Inc. (b)
|
162,842 | 7,702,427 | ||||
Tabula Rasa HealthCare, Inc. (a)
|
88,251 | 1,323,765 | ||||
Teladoc Health, Inc. (a)
|
8,983 | 824,819 | ||||
UpHealth, Inc. (a) (b)
|
338,266 | 757,716 | ||||
25,197,398 | ||||||
HOUSEHOLD DURABLES — 1.5% | ||||||
Garmin, Ltd.
|
70,984 | 9,665,891 | ||||
iRobot Corp. (a)
|
44,670 | 2,942,860 | ||||
Snap One Holdings Corp. (a)
|
112,427 | 2,369,961 | ||||
Sony Group Corp. ADR (b)
|
6,119 | 773,442 |
Security Description | Shares | Value | ||||
Universal Electronics, Inc. (a)
|
28,861 | $ 1,176,086 | ||||
Vuzix Corp. (a) (b)
|
1,606,487 | 13,928,242 | ||||
30,856,482 | ||||||
INDEPENDENT POWER AND RENEWABLE ELECTRICITY PRODUCERS — 1.8% | ||||||
AES Corp.
|
206,820 | 5,025,726 | ||||
Atlantica Sustainable Infrastructure PLC
(b)
|
223,871 | 8,005,627 | ||||
Azure Power Global, Ltd. (a) (b)
|
340,237 | 6,175,302 | ||||
Montauk Renewables, Inc. (a)
|
171,391 | 1,756,758 | ||||
Ormat Technologies, Inc. (b)
|
127,162 | 10,083,947 | ||||
Sunnova Energy International, Inc. (a)
|
126,057 | 3,519,511 | ||||
TransAlta Corp.
|
130,861 | 1,455,174 | ||||
36,022,045 | ||||||
INDUSTRIAL CONGLOMERATES — 0.7% | ||||||
General Electric Co.
|
46,306 | 4,374,528 | ||||
Honeywell International, Inc.
|
33,830 | 7,053,893 | ||||
Roper Technologies, Inc.
|
5,040 | 2,478,974 | ||||
13,907,395 | ||||||
INSURANCE — 0.6% | ||||||
Allstate Corp.
|
21,975 | 2,585,359 | ||||
Bright Health Group, Inc. (a)
|
168,724 | 580,410 | ||||
Mercury General Corp.
|
47,028 | 2,495,306 | ||||
MetroMile, Inc. (a)
|
1,298,048 | 2,842,725 | ||||
Oscar Health, Inc. Class A (a) (b)
|
100,930 | 792,300 | ||||
Progressive Corp.
|
27,517 | 2,824,620 | ||||
Prudential PLC ADR
|
18,918 | 651,347 | ||||
12,772,067 | ||||||
INTERACTIVE MEDIA & SERVICES — 2.2% | ||||||
Alphabet, Inc. Class C (a)
|
3,401 | 9,841,100 | ||||
Baidu, Inc. ADR (a)
|
38,388 | 5,711,751 | ||||
Bumble, Inc. Class A (a)
|
17,480 | 591,873 | ||||
Hello Group, Inc. ADR
|
73,780 | 662,544 | ||||
JOYY, Inc. ADR (b)
|
18,138 | 824,009 | ||||
Match Group, Inc. (a)
|
6,354 | 840,317 | ||||
Meta Platforms, Inc. Class A (a)
|
25,425 | 8,551,699 | ||||
Snap, Inc. Class A (a)
|
97,843 | 4,601,556 | ||||
Sohu.com, Ltd. ADR (a) (b)
|
33,320 | 542,450 | ||||
Twitter, Inc. (a)
|
18,329 | 792,179 | ||||
Vimeo, Inc. (a)
|
42,473 | 762,815 | ||||
Weibo Corp. ADR (a) (b)
|
24,245 | 751,110 | ||||
Yandex NV Class A (a) (b)
|
173,621 | 10,504,070 |
Security Description | Shares | Value | ||||
Yelp, Inc. (a)
|
24,713 | $ 895,599 | ||||
45,873,072 | ||||||
INTERNET & DIRECT MARKETING RETAIL — 0.5% | ||||||
Alibaba Group Holding, Ltd. ADR (a)
|
49,535 | 5,884,263 | ||||
Jumia Technologies AG ADR (a)
|
36,027 | 410,708 | ||||
MercadoLibre, Inc. (a)
|
403 | 543,405 | ||||
Overstock.com, Inc. (a) (b)
|
60,293 | 3,557,890 | ||||
10,396,266 | ||||||
IT SERVICES — 2.2% | ||||||
Akamai Technologies, Inc. (a)
|
43,985 | 5,148,004 | ||||
Block, Inc. (a)
|
2,765 | 446,575 | ||||
Cloudflare, Inc. Class A (a)
|
24,017 | 3,158,235 | ||||
Evo Payments, Inc. Class A (a)
|
20,404 | 522,342 | ||||
ExlService Holdings, Inc. (a)
|
5,539 | 801,881 | ||||
Fidelity National Information Services,
Inc.
|
5,971 | 651,735 | ||||
Fiserv, Inc. (a)
|
6,506 | 675,258 | ||||
Flywire Corp. (a)
|
14,816 | 563,897 | ||||
GreenBox POS (a) (b)
|
503,393 | 2,114,251 | ||||
I3 Verticals, Inc. Class A (a)
|
26,346 | 600,425 | ||||
Limelight Networks, Inc. (a)
|
1,352,072 | 4,637,607 | ||||
Marqeta, Inc. Class A (a)
|
26,656 | 457,684 | ||||
Mastercard, Inc. Class A
|
8,023 | 2,882,824 | ||||
Pagseguro Digital, Ltd. Class A (a)
(b)
|
89,063 | 2,335,232 | ||||
Paya Holdings, Inc. (a)
|
79,429 | 503,580 | ||||
Paymentus Holdings, Inc. Class A (a)
|
20,086 | 702,608 | ||||
Payoneer Global, Inc. (a)
|
54,622 | 401,472 | ||||
PayPal Holdings, Inc. (a)
|
3,170 | 597,799 | ||||
Paysafe, Ltd. (a) (b)
|
908,618 | 3,552,696 | ||||
QIWI PLC ADR (b)
|
77,216 | 616,184 | ||||
Repay Holdings Corp. (a) (b)
|
31,601 | 577,350 | ||||
Shift4 Payments, Inc. Class A (a)
|
9,790 | 567,135 | ||||
Shopify, Inc. Class A (a)
|
370 | 509,634 | ||||
Twilio, Inc. Class A (a)
|
39,380 | 10,370,329 | ||||
Visa, Inc. Class A
|
3,150 | 682,637 | ||||
44,077,374 | ||||||
LIFE SCIENCES TOOLS & SERVICES — 3.4% | ||||||
AbCellera Biologics, Inc. (a) (b)
|
54,266 | 776,004 | ||||
Agilent Technologies, Inc.
|
15,316 | 2,445,199 | ||||
Berkeley Lights, Inc. (a) (b)
|
47,946 | 871,658 | ||||
Bionano Genomics, Inc. (a) (b)
|
1,766,902 | 5,283,037 |
Security Description | Shares | Value | ||||
Bio-Techne Corp.
|
1,685 | $ 871,718 | ||||
Bruker Corp.
|
244,748 | 20,536,805 | ||||
Charles River Laboratories International, Inc.
(a)
|
8,839 | 3,330,358 | ||||
Codexis, Inc. (a)
|
30,371 | 949,701 | ||||
Danaher Corp.
|
14,007 | 4,608,443 | ||||
Inotiv, Inc. (a) (b)
|
39,423 | 1,658,526 | ||||
Maravai LifeSciences Holdings, Inc. Class A
(a)
|
30,749 | 1,288,383 | ||||
Mettler-Toledo International, Inc. (a)
|
1,598 | 2,712,142 | ||||
Pacific Biosciences of California, Inc. (a)
(b)
|
304,119 | 6,222,275 | ||||
PerkinElmer, Inc.
|
13,388 | 2,691,791 | ||||
Rapid Micro Biosystems, Inc. Class A (a)
|
226,303 | 2,407,864 | ||||
Seer, Inc. (a) (b)
|
273,987 | 6,249,644 | ||||
Thermo Fisher Scientific, Inc.
|
8,335 | 5,561,445 | ||||
68,464,993 | ||||||
MACHINERY — 3.9% | ||||||
AgEagle Aerial Systems, Inc. (a) (b)
|
502,055 | 788,226 | ||||
Allison Transmission Holdings, Inc.
|
65,700 | 2,388,195 | ||||
Barnes Group, Inc.
|
90,049 | 4,195,383 | ||||
Blue Bird Corp. (a)
|
75,831 | 1,185,997 | ||||
Cummins, Inc.
|
9,427 | 2,056,406 | ||||
Desktop Metal, Inc. Class A (a) (b)
|
379,801 | 1,880,015 | ||||
Dover Corp.
|
42,497 | 7,717,455 | ||||
Energy Recovery, Inc. (a)
|
173,846 | 3,735,951 | ||||
ESCO Technologies, Inc.
|
16,300 | 1,466,837 | ||||
Evoqua Water Technologies Corp. (a)
|
87,170 | 4,075,197 | ||||
Fortive Corp.
|
18,538 | 1,414,264 | ||||
GreenPower Motor Co., Inc. (a) (b)
|
98,729 | 935,951 | ||||
Hyliion Holdings Corp. (a) (b)
|
247,042 | 1,531,660 | ||||
Hyster-Yale Materials Handling, Inc.
|
139,368 | 5,728,025 | ||||
Hyzon Motors, Inc. (a) (b)
|
333,542 | 2,164,688 | ||||
Ideanomics, Inc. (a) (b)
|
1,045,403 | 1,254,484 | ||||
John Bean Technologies Corp.
|
23,697 | 3,638,911 | ||||
Lightning eMotors, Inc. (a) (b)
|
241,355 | 1,450,544 | ||||
Lincoln Electric Holdings, Inc.
|
28,252 | 3,940,306 | ||||
Luxfer Holdings PLC
|
71,304 | 1,376,880 | ||||
Markforged Holding Corp. (a) (b)
|
424,559 | 2,279,882 | ||||
Meritor, Inc. (a)
|
61,795 | 1,531,280 | ||||
Mueller Water Products, Inc. Class A
|
144,740 | 2,084,256 | ||||
Nikola Corp. (a) (b)
|
133,188 | 1,314,566 | ||||
PACCAR, Inc.
|
16,483 | 1,454,790 | ||||
Pentair PLC
|
50,373 | 3,678,740 | ||||
Proterra, Inc. (a) (b)
|
478,376 | 4,224,060 |
Security Description | Shares | Value | ||||
Proto Labs, Inc. (a)
|
49,898 | $ 2,562,262 | ||||
SPX Corp. (a)
|
39,096 | 2,333,249 | ||||
Standex International Corp.
|
12,398 | 1,371,963 | ||||
Xylem, Inc.
|
28,335 | 3,397,933 | ||||
79,158,356 | ||||||
METALS & MINING — 0.4% | ||||||
Allegheny Technologies, Inc. (a)
|
122,965 | 1,958,832 | ||||
ArcelorMittal SA (b)
|
45,603 | 1,451,544 | ||||
Carpenter Technology Corp.
|
88,651 | 2,587,723 | ||||
Kaiser Aluminum Corp.
|
19,809 | 1,860,857 | ||||
7,858,956 | ||||||
MULTI-UTILITIES — 0.7% | ||||||
Algonquin Power & Utilities Corp. (b)
|
361,473 | 5,223,285 | ||||
Consolidated Edison, Inc.
|
67,454 | 5,755,175 | ||||
National Grid PLC ADR
|
37,551 | 2,715,688 | ||||
13,694,148 | ||||||
OIL, GAS & CONSUMABLE FUELS — 0.5% | ||||||
Enbridge, Inc.
|
128,222 | 5,010,916 | ||||
Royal Dutch Shell PLC Class A ADR
|
54,495 | 2,365,083 | ||||
Suncor Energy, Inc. (b)
|
91,842 | 2,298,805 | ||||
Ultrapar Participacoes SA ADR (b)
|
259,715 | 685,648 | ||||
10,360,452 | ||||||
PHARMACEUTICALS — 0.4% | ||||||
ATAI Life Sciences NV (a)
|
64,516 | 492,257 | ||||
Bristol-Myers Squibb Co.
|
14,815 | 923,715 | ||||
Catalent, Inc. (a)
|
8,938 | 1,144,332 | ||||
Fulcrum Therapeutics, Inc. (a)
|
61,697 | 1,091,420 | ||||
Novartis AG ADR
|
10,736 | 939,078 | ||||
Novo Nordisk A/S ADR
|
9,906 | 1,109,472 | ||||
Pacira BioSciences, Inc. (a)
|
14,258 | 857,904 | ||||
Sanofi ADR
|
17,506 | 877,051 | ||||
7,435,229 | ||||||
PROFESSIONAL SERVICES — 2.0% | ||||||
ASGN, Inc. (a)
|
36,907 | 4,554,324 | ||||
Jacobs Engineering Group, Inc.
|
78,437 | 10,920,784 | ||||
KBR, Inc.
|
32,700 | 1,557,174 | ||||
Leidos Holdings, Inc.
|
141,098 | 12,543,612 | ||||
ManTech International Corp. Class A
|
58,528 | 4,268,447 | ||||
Rekor Systems, Inc. (a) (b)
|
257,287 | 1,685,230 |
Security Description | Shares | Value | ||||
Science Applications International Corp.
|
16,409 | $ 1,371,628 | ||||
SOS, Ltd. (a) (b)
|
4,768,164 | 3,920,384 | ||||
40,821,583 | ||||||
ROAD & RAIL — 1.7% | ||||||
Avis Budget Group, Inc. (a)
|
38,068 | 7,894,161 | ||||
HyreCar, Inc. (a) (b)
|
1,292,810 | 6,089,135 | ||||
Lyft, Inc. Class A (a)
|
187,172 | 7,997,860 | ||||
TuSimple Holdings, Inc. Class A (a)
|
147,394 | 5,284,075 | ||||
Uber Technologies, Inc. (a)
|
200,755 | 8,417,657 | ||||
35,682,888 | ||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 9.4% | ||||||
Advanced Micro Devices, Inc. (a)
|
31,245 | 4,496,155 | ||||
Allegro MicroSystems, Inc. (a)
|
321,808 | 11,643,013 | ||||
Ambarella, Inc. (a)
|
77,810 | 15,786,871 | ||||
Analog Devices, Inc.
|
7,880 | 1,385,068 | ||||
Applied Materials, Inc.
|
22,083 | 3,474,981 | ||||
Azenta, Inc.
|
40,767 | 4,203,485 | ||||
Broadcom, Inc.
|
8,394 | 5,585,452 | ||||
Canadian Solar, Inc. (a) (b)
|
120,920 | 3,783,587 | ||||
CyberOptics Corp. (a)
|
34,137 | 1,587,370 | ||||
Daqo New Energy Corp. ADR (a)
|
67,013 | 2,701,964 | ||||
eMagin Corp. (a) (b)
|
601,181 | 775,523 | ||||
Enphase Energy, Inc. (a)
|
18,641 | 3,410,185 | ||||
First Solar, Inc. (a)
|
46,636 | 4,064,794 | ||||
Himax Technologies, Inc. ADR (b)
|
741,462 | 11,855,977 | ||||
indie Semiconductor, Inc. Class A (a)
(b)
|
412,607 | 4,947,158 | ||||
Intel Corp.
|
80,733 | 4,157,749 | ||||
JinkoSolar Holding Co., Ltd. ADR (a)
(b)
|
76,298 | 3,506,656 | ||||
KLA Corp.
|
21,543 | 9,265,860 | ||||
Kopin Corp. (a) (b)
|
1,360,155 | 5,563,034 | ||||
Maxeon Solar Technologies, Ltd. (a)
(b)
|
263,533 | 3,663,109 | ||||
Micron Technology, Inc.
|
60,148 | 5,602,786 | ||||
NeoPhotonics Corp. (a)
|
290,321 | 4,462,234 | ||||
NVE Corp.
|
33,822 | 2,310,043 | ||||
NVIDIA Corp.
|
38,848 | 11,425,585 | ||||
NXP Semiconductors NV
|
21,482 | 4,893,170 | ||||
ON Semiconductor Corp. (a)
|
195,848 | 13,301,996 | ||||
Qorvo, Inc. (a)
|
16,795 | 2,626,570 | ||||
Silicon Laboratories, Inc. (a)
|
12,983 | 2,679,951 | ||||
SolarEdge Technologies, Inc. (a)
|
17,147 | 4,810,934 | ||||
STMicroelectronics NV (b)
|
219,141 | 10,711,612 |
Security Description | Shares | Value | ||||
SunPower Corp. (a)
|
164,560 | $ 3,434,367 | ||||
Synaptics, Inc. (a)
|
17,131 | 4,959,596 | ||||
Teradyne, Inc.
|
25,763 | 4,213,023 | ||||
Texas Instruments, Inc.
|
8,282 | 1,560,909 | ||||
Tower Semiconductor, Ltd. (a)
|
136,676 | 5,423,304 | ||||
Ultra Clean Holdings, Inc. (a)
|
65,128 | 3,735,742 | ||||
192,009,813 | ||||||
SOFTWARE — 16.4% | ||||||
8x8, Inc. (a)
|
580,143 | 9,723,197 | ||||
A10 Networks, Inc.
|
286,266 | 4,746,290 | ||||
ACI Worldwide, Inc. (a)
|
18,211 | 631,922 | ||||
Adobe, Inc. (a)
|
13,682 | 7,758,515 | ||||
Agilysys, Inc. (a)
|
9,563 | 425,171 | ||||
Alarm.com Holdings, Inc. (a)
|
30,519 | 2,588,316 | ||||
Alteryx, Inc. Class A (a)
|
112,383 | 6,799,171 | ||||
ANSYS, Inc. (a)
|
14,966 | 6,003,162 | ||||
Asana, Inc. Class A (a)
|
86,872 | 6,476,308 | ||||
Aspen Technology, Inc. (a)
|
50,266 | 7,650,485 | ||||
Atlassian Corp. PLC Class A (a)
|
27,443 | 10,463,741 | ||||
Autodesk, Inc. (a)
|
29,320 | 8,244,491 | ||||
Avaya Holdings Corp. (a)
|
587,207 | 11,626,699 | ||||
Bit Digital, Inc. (a) (b)
|
677,031 | 4,116,348 | ||||
BIT Mining, Ltd. ADR (a) (b)
|
915,859 | 5,623,374 | ||||
Blackbaud, Inc. (a)
|
44,068 | 3,480,491 | ||||
BlackBerry, Ltd. (a) (b)
|
426,162 | 3,984,615 | ||||
Box, Inc. Class A (a)
|
502,535 | 13,161,392 | ||||
C3.ai, Inc. Class A (a)
|
89,485 | 2,796,406 | ||||
Check Point Software Technologies, Ltd. (a)
|
41,337 | 4,818,241 | ||||
Cognyte Software, Ltd. (a)
|
233,515 | 3,659,180 | ||||
Crowdstrike Holdings, Inc. Class A (a)
|
16,330 | 3,343,568 | ||||
CyberArk Software, Ltd. (a)
|
23,453 | 4,063,936 | ||||
Dropbox, Inc. Class A (a)
|
428,278 | 10,509,942 | ||||
Fortinet, Inc. (a)
|
13,526 | 4,861,244 | ||||
Latch, Inc. (a)
|
257,457 | 1,948,949 | ||||
Mandiant, Inc. (a)
|
256,489 | 4,498,817 | ||||
Marathon Digital Holdings, Inc. (a)
(b)
|
112,770 | 3,705,622 | ||||
Materialise NV ADR (a) (b)
|
110,060 | 2,627,132 | ||||
Mawson Infrastructure Group, Inc. (a)
|
151,132 | 1,002,005 | ||||
McAfee Corp. Class A
|
228,576 | 5,894,975 | ||||
Microsoft Corp.
|
43,995 | 14,796,398 | ||||
Mimecast, Ltd. (a)
|
57,103 | 4,543,686 | ||||
Nuance Communications, Inc. (a)
|
14,146 | 782,557 |
Security Description | Shares | Value | ||||
OneConnect Financial Technology Co., Ltd.
(a)
|
2,011,638 | $ 4,968,746 | ||||
OneSpan, Inc. (a)
|
222,520 | 3,767,264 | ||||
Palo Alto Networks, Inc. (a)
|
9,694 | 5,397,231 | ||||
PTC, Inc. (a)
|
126,475 | 15,322,446 | ||||
Q2 Holdings, Inc. (a)
|
4,757 | 377,896 | ||||
Qualys, Inc. (a)
|
34,163 | 4,687,847 | ||||
Rapid7, Inc. (a)
|
34,226 | 4,028,058 | ||||
RingCentral, Inc. Class A (a)
|
51,236 | 9,599,065 | ||||
Riot Blockchain, Inc. (a) (b)
|
188,619 | 4,211,862 | ||||
salesforce.com, Inc. (a)
|
43,045 | 10,939,026 | ||||
SAP SE ADR
|
32,158 | 4,505,657 | ||||
SentinelOne, Inc. Class A (a)
|
66,594 | 3,362,331 | ||||
Stronghold Digital Mining, Inc. Class A (a)
|
279,056 | 3,585,870 | ||||
Telos Corp. (a)
|
392,585 | 6,053,661 | ||||
Tenable Holdings, Inc. (a)
|
82,679 | 4,553,133 | ||||
UiPath, Inc. Class A (a)
|
80,659 | 3,478,823 | ||||
Unity Software, Inc. (a)
|
23,172 | 3,313,364 | ||||
Varonis Systems, Inc. (a)
|
69,741 | 3,401,966 | ||||
Veritone, Inc. (a) (b)
|
70,544 | 1,585,829 | ||||
VMware, Inc. Class A
|
39,207 | 4,543,307 | ||||
Vonage Holdings Corp. (a)
|
821,375 | 17,076,386 | ||||
Workiva, Inc. (a)
|
77,898 | 10,164,910 | ||||
Xperi Holding Corp.
|
212,756 | 4,023,216 | ||||
Zoom Video Communications, Inc. Class A (a)
|
45,745 | 8,412,963 | ||||
Zscaler, Inc. (a)
|
14,635 | 4,702,665 | ||||
333,419,868 | ||||||
SPECIALTY RETAIL — 0.2% | ||||||
EVgo, Inc. (a) (b)
|
356,514 | 3,543,749 | ||||
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 3.1% | ||||||
3D Systems Corp. (a)
|
632,142 | 13,616,339 | ||||
Apple, Inc.
|
66,531 | 11,813,910 | ||||
Canaan, Inc. (a) (b)
|
659,792 | 3,397,929 | ||||
Eastman Kodak Co. (a) (b)
|
295,589 | 1,383,356 | ||||
Ebang International Holdings, Inc. Class A
(a) (b)
|
4,567,038 | 4,704,049 | ||||
HP, Inc.
|
94,018 | 3,541,658 | ||||
Immersion Corp. (a)
|
581,256 | 3,318,972 | ||||
Logitech International SA (b)
|
21,796 | 1,797,734 | ||||
Nano Dimension, Ltd. ADR (a) (b)
|
2,162,694 | 8,218,237 | ||||
Stratasys, Ltd. (a)
|
211,020 | 5,167,880 |
Security Description | Shares | Value | ||||
Xerox Holdings Corp.
|
240,696 | $ 5,449,357 | ||||
62,409,421 | ||||||
TEXTILES, APPAREL & LUXURY GOODS — 0.2% | ||||||
Fossil Group, Inc. (a)
|
425,962 | 4,383,149 | ||||
THRIFTS & MORTGAGE FINANCE — 0.3% | ||||||
loanDepot, Inc. Class A (b)
|
562,995 | 2,702,376 | ||||
Rocket Cos., Inc. Class A
|
241,088 | 3,375,232 | ||||
6,077,608 | ||||||
TOBACCO — 0.1% | ||||||
22nd Century Group, Inc. (a) (b)
|
386,532 | 1,194,384 | ||||
TRADING COMPANIES & DISTRIBUTORS — 0.3% | ||||||
Applied Industrial Technologies, Inc.
|
37,161 | 3,816,435 | ||||
Core & Main, Inc. Class A (a)
|
86,298 | 2,618,281 | ||||
6,434,716 | ||||||
WIRELESS TELECOMMUNICATION SERVICES — 0.5% | ||||||
Rogers Communications, Inc. Class B (b)
|
38,337 | 1,825,991 | ||||
SK Telelcom Co., Ltd. ADR (b)
|
9,435 | 251,631 | ||||
Turkcell Iletisim Hizmetleri A/S ADR (b)
|
598,533 | 2,148,734 | ||||
Vodafone Group PLC ADR (b)
|
456,804 | 6,820,084 | ||||
11,046,440 | ||||||
TOTAL COMMON STOCKS (Cost
$2,074,566,721)
|
2,036,961,755 | |||||
SHORT-TERM INVESTMENT — 9.6% | ||||||
State Street Navigator Securities Lending
Portfolio II (c) (d) (Cost $194,956,416)
|
194,956,416 | 194,956,416 | ||||
TOTAL INVESTMENTS — 109.6% (Cost
$2,269,523,137)
|
2,231,918,171 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (9.6)%
|
(194,994,435) | |||||
NET ASSETS — 100.0%
|
$ 2,036,923,736 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(c) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(d) | Investment of cash collateral for securities loaned. |
ADR | American Depositary Receipt |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$2,036,961,755 | $— | $— | $2,036,961,755 | ||||
Short-Term Investment
|
194,956,416 | — | — | 194,956,416 | ||||
TOTAL INVESTMENTS
|
$2,231,918,171 | $— | $— | $2,231,918,171 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,278,253 | $ 1,278,637 | $ 31,571,576 | $ 32,849,931 | $(282) | $— | — | $ — | $ 410 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
183,542,647 | 183,542,647 | 412,688,133 | 401,274,364 | — | — | 194,956,416 | 194,956,416 | 4,493,508 | ||||||||
Total
|
$184,821,284 | $444,259,709 | $434,124,295 | $(282) | $— | $194,956,416 | $4,493,918 |
Security Description | Shares | Value | ||||
COMMON STOCKS — 99.9% | ||||||
AEROSPACE & DEFENSE — 3.7% | ||||||
HEICO Corp.
|
12,504 | $ 1,803,327 | ||||
Huntington Ingalls Industries, Inc.
|
9,698 | 1,811,004 | ||||
Textron, Inc.
|
32,864 | 2,537,101 | ||||
6,151,432 | ||||||
AIRLINES — 1.5% | ||||||
Blade Air Mobility, Inc. (a)
|
277,535 | 2,450,634 | ||||
AUTO COMPONENTS — 16.7% | ||||||
American Axle & Manufacturing Holdings, Inc.
(a)
|
250,738 | 2,339,386 | ||||
Aptiv PLC (a)
|
14,438 | 2,381,548 | ||||
BorgWarner, Inc.
|
53,448 | 2,408,902 | ||||
Dana, Inc.
|
106,121 | 2,421,681 | ||||
Foresight Autonomous Holdings, Ltd. ADR (a)
(b)
|
1,050,939 | 1,786,596 | ||||
Garrett Motion, Inc. (a)
|
121,311 | 974,127 | ||||
Gentherm, Inc. (a)
|
28,790 | 2,501,851 | ||||
Kandi Technologies Group, Inc. (a)
(b)
|
584,277 | 1,875,529 | ||||
Lear Corp.
|
13,133 | 2,402,682 | ||||
Luminar Technologies, Inc. (a) (b)
|
152,828 | 2,584,322 | ||||
Modine Manufacturing Co. (a)
|
163,209 | 1,646,779 | ||||
Veoneer, Inc. (a) (b)
|
69,690 | 2,472,601 | ||||
Visteon Corp. (a)
|
21,080 | 2,342,831 | ||||
28,138,835 | ||||||
AUTOMOBILES — 20.5% | ||||||
ElectraMeccanica Vehicles Corp. (a)
(b)
|
860,708 | 1,962,414 | ||||
Electric Last Mile Solutions I (a)
|
289,150 | 2,032,725 | ||||
Fisker, Inc. (a)
|
130,942 | 2,059,718 | ||||
Ford Motor Co.
|
124,666 | 2,589,313 | ||||
General Motors Co. (a)
|
40,445 | 2,371,290 | ||||
Honda Motor Co., Ltd. ADR (b)
|
86,868 | 2,471,395 | ||||
Li Auto, Inc. ADR (a)
|
77,935 | 2,501,713 | ||||
Lordstown Motors Corp. Class A (a)
(b)
|
550,618 | 1,899,632 | ||||
NIO, Inc. ADR (a)
|
70,438 | 2,231,476 | ||||
Niu Technologies ADR (a) (b)
|
121,915 | 1,964,051 | ||||
Stellantis NV (b)
|
95,991 | 1,800,791 | ||||
Tata Motors, Ltd. ADR (a) (b)
|
55,818 | 1,791,200 | ||||
Tesla, Inc. (a)
|
2,290 | 2,420,026 | ||||
Toyota Motor Corp. ADR (b)
|
9,901 | 1,834,655 | ||||
Workhorse Group, Inc. (a)
|
446,768 | 1,947,908 |
Security Description | Shares | Value | ||||
XPeng, Inc. ADR (a)
|
51,420 | $ 2,587,969 | ||||
34,466,276 | ||||||
COMMUNICATIONS EQUIPMENT — 1.5% | ||||||
CalAmp Corp. (a)
|
62,936 | 444,328 | ||||
Gilat Satellite Networks, Ltd.
|
216,193 | 1,528,484 | ||||
Ituran Location & Control, Ltd.
|
19,901 | 530,760 | ||||
2,503,572 | ||||||
DIVERSIFIED FINANCIAL SERVICES — 0.6% | ||||||
ORIX Corp. ADR
|
9,355 | 952,152 | ||||
ELECTRICAL EQUIPMENT — 6.6% | ||||||
Advent Technologies Holdings, Inc. (a)
|
152,100 | 1,066,221 | ||||
Ballard Power Systems, Inc. (a) (b)
|
170,294 | 2,138,893 | ||||
Blink Charging Co. (a) (b)
|
71,855 | 1,904,876 | ||||
Plug Power, Inc. (a) (b)
|
67,493 | 1,905,327 | ||||
Romeo Power, Inc. (a) (b)
|
593,209 | 2,165,213 | ||||
Sensata Technologies Holding PLC (a)
|
30,332 | 1,871,181 | ||||
11,051,711 | ||||||
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 9.0% | ||||||
Aeva Technologies, Inc. (a) (b)
|
254,404 | 1,923,294 | ||||
Innoviz Technologies, Ltd. (a)
|
382,367 | 2,424,207 | ||||
Ouster, Inc. (a)
|
378,905 | 1,970,306 | ||||
Sanmina Corp. (a)
|
46,845 | 1,942,193 | ||||
Trimble, Inc. (a)
|
27,920 | 2,434,345 | ||||
Velodyne Lidar, Inc. (a) (b)
|
447,603 | 2,076,878 | ||||
Vontier Corp.
|
77,423 | 2,379,209 | ||||
15,150,432 | ||||||
ENERGY EQUIPMENT & SERVICES — 1.3% | ||||||
Aspen Aerogels, Inc. (a)
|
42,984 | 2,140,174 | ||||
INTERACTIVE MEDIA & SERVICES — 2.4% | ||||||
Baidu, Inc. ADR (a)
|
12,189 | 1,813,601 | ||||
Yandex NV Class A (a) (b)
|
36,803 | 2,226,582 | ||||
4,040,183 | ||||||
MACHINERY — 14.8% | ||||||
AgEagle Aerial Systems, Inc. (a) (b)
|
1,083,418 | 1,700,966 | ||||
Allison Transmission Holdings, Inc.
|
68,360 | 2,484,886 | ||||
Blue Bird Corp. (a)
|
41,221 | 644,697 | ||||
Cummins, Inc.
|
11,184 | 2,439,678 |
Security Description | Shares | Value | ||||
GreenPower Motor Co., Inc. (a) (b)
|
54,267 | $ 514,451 | ||||
Hyliion Holdings Corp. (a)
|
375,197 | 2,326,221 | ||||
Hyster-Yale Materials Handling, Inc.
|
37,741 | 1,551,155 | ||||
Hyzon Motors, Inc. (a) (b)
|
350,203 | 2,272,818 | ||||
Lightning eMotors, Inc. (a) (b)
|
374,134 | 2,248,545 | ||||
Luxfer Holdings PLC
|
41,494 | 801,249 | ||||
Meritor, Inc. (a)
|
68,942 | 1,708,383 | ||||
Nikola Corp. (a) (b)
|
237,863 | 2,347,708 | ||||
PACCAR, Inc.
|
20,462 | 1,805,976 | ||||
Proterra, Inc. (a)
|
238,187 | 2,103,191 | ||||
24,949,924 | ||||||
METALS & MINING — 1.1% | ||||||
ArcelorMittal SA (b)
|
61,098 | 1,944,749 | ||||
ROAD & RAIL — 5.6% | ||||||
Avis Budget Group, Inc. (a)
|
9,910 | 2,055,037 | ||||
Lyft, Inc. Class A (a)
|
58,336 | 2,492,697 | ||||
TuSimple Holdings, Inc. Class A (a)
|
61,756 | 2,213,953 | ||||
Uber Technologies, Inc. (a)
|
63,622 | 2,667,670 | ||||
9,429,357 | ||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 11.4% | ||||||
Allegro MicroSystems, Inc. (a)
|
70,657 | 2,556,370 | ||||
Ambarella, Inc. (a)
|
11,361 | 2,305,033 | ||||
indie Semiconductor, Inc. Class A (a)
(b)
|
165,416 | 1,983,338 | ||||
Intel Corp.
|
35,004 | 1,802,706 | ||||
NVIDIA Corp.
|
5,724 | 1,683,486 | ||||
NXP Semiconductors NV
|
7,933 | 1,806,979 | ||||
ON Semiconductor Corp. (a)
|
28,172 | 1,913,442 | ||||
SolarEdge Technologies, Inc. (a)
|
5,484 | 1,538,646 | ||||
STMicroelectronics NV (b)
|
36,994 | 1,808,267 | ||||
Texas Instruments, Inc.
|
9,215 | 1,736,751 | ||||
19,135,018 | ||||||
SOFTWARE — 2.1% | ||||||
ANSYS, Inc. (a)
|
4,478 | 1,796,215 | ||||
Xperi Holding Corp.
|
91,001 | 1,720,829 | ||||
3,517,044 | ||||||
WIRELESS TELECOMMUNICATION SERVICES — 1.1% | ||||||
Vodafone Group PLC ADR (b)
|
120,256 | 1,795,422 | ||||
TOTAL COMMON STOCKS (Cost
$189,277,270)
|
167,816,915 |
Security Description | Shares | Value | ||||
SHORT-TERM INVESTMENTS — 15.7% | ||||||
State Street Institutional Liquid Reserves Fund,
Premier Class 0.04% (c) (d)
|
70,782 | $ 70,789 | ||||
State Street Navigator Securities Lending
Portfolio II (e) (f)
|
26,324,861 | 26,324,861 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost
$26,395,650)
|
26,395,650 | |||||
TOTAL INVESTMENTS — 115.6% (Cost
$215,672,920)
|
194,212,565 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (15.6)%
|
(26,253,418) | |||||
NET ASSETS — 100.0%
|
$ 167,959,147 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(d) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(e) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(f) | Investment of cash collateral for securities loaned. |
ADR | American Depositary Receipt |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$167,816,915 | $— | $— | $167,816,915 | ||||
Short-Term Investments
|
26,395,650 | — | — | 26,395,650 | ||||
TOTAL INVESTMENTS
|
$194,212,565 | $— | $— | $194,212,565 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
16,914 | $ 16,919 | $ 1,910,348 | $ 1,856,426 | $(52) | $— | 70,782 | $ 70,789 | $ 53 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
31,673,974 | 31,673,974 | 248,688,001 | 254,037,114 | — | — | 26,324,861 | 26,324,861 | 587,449 | ||||||||
Total
|
$31,690,893 | $250,598,349 | $255,893,540 | $(52) | $— | $26,395,650 | $587,502 |
SPDR S&P Kensho Clean Power ETF | SPDR S&P Kensho Final Frontiers ETF | SPDR S&P Kensho Future Security ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$ 351,899,166 | $21,126,939 | $27,255,917 | ||
Investments in affiliated issuers, at value
|
31,136,220 | 562,561 | 156,928 | ||
Total Investments
|
383,035,386 | 21,689,500 | 27,412,845 | ||
Receivable for investments sold
|
902,817 | — | — | ||
Dividends receivable — unaffiliated issuers
|
381,327 | 3,931 | 2,943 | ||
Dividends receivable — affiliated issuers
|
20 | 1 | — | ||
Securities lending income receivable —
unaffiliated issuers
|
6,726 | — | — | ||
Securities lending income receivable — affiliated
issuers
|
9,480 | 197 | 49 | ||
TOTAL ASSETS
|
384,335,756 | 21,693,629 | 27,415,837 | ||
LIABILITIES | |||||
Payable upon return of securities loaned
|
30,850,667 | 543,480 | 142,148 | ||
Payable for fund shares repurchased
|
902,539 | — | — | ||
Advisory fee payable
|
140,661 | 8,031 | 10,074 | ||
Trustees’ fees and expenses payable
|
241 | 4 | 10 | ||
TOTAL LIABILITIES
|
31,894,108 | 551,515 | 152,232 | ||
NET ASSETS
|
$ 352,441,648 | $ 21,142,114 | $27,263,605 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in Capital
|
$ 461,873,284 | $22,570,467 | $27,652,154 | ||
Total distributable earnings (loss)
|
(109,431,636) | (1,428,353) | (388,549) | ||
NET ASSETS
|
$ 352,441,648 | $ 21,142,114 | $27,263,605 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 90.25 | $ 39.89 | $ 52.43 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
3,905,000 | 530,000 | 520,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$ 416,134,287 | $21,092,107 | $25,925,343 | ||
Investments in affiliated issuers
|
31,136,221 | 562,561 | 156,928 | ||
Total cost of investments
|
$ 447,270,508 | $21,654,668 | $26,082,271 | ||
* Includes investments in securities on loan, at
value
|
$ 58,310,221 | $ 983,078 | $ 133,998 |
SPDR S&P Kensho Intelligent Structures ETF | SPDR S&P Kensho New Economies Composite ETF | SPDR S&P Kensho Smart Mobility ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$55,817,786 | $2,036,961,755 | $167,816,915 | ||
Investments in affiliated issuers, at value
|
5,121,619 | 194,956,416 | 26,395,650 | ||
Total Investments
|
60,939,405 | 2,231,918,171 | 194,212,565 | ||
Foreign currency, at value
|
— | 462,847 | — | ||
Cash
|
— | — | 4,557,150 | ||
Receivable for investments sold
|
— | 6,225 | 8,591 | ||
Receivable for fund shares sold
|
— | 1,185,169 | 1,394 | ||
Dividends receivable — unaffiliated issuers
|
49,276 | 1,080,623 | 105,390 | ||
Dividends receivable — affiliated issuers
|
2 | 50 | 8 | ||
Securities lending income receivable —
unaffiliated issuers
|
137 | 126,614 | 6,120 | ||
Securities lending income receivable — affiliated
issuers
|
9,591 | 755,630 | 27,499 | ||
Receivable for foreign taxes recoverable
|
2,318 | 33,236 | 358 | ||
TOTAL ASSETS
|
61,000,729 | 2,235,568,565 | 198,919,075 | ||
LIABILITIES | |||||
Due to custodian
|
— | 3,336,867 | — | ||
Payable upon return of securities loaned
|
5,044,606 | 194,956,416 | 26,324,861 | ||
Payable for investments purchased
|
— | — | 4,565,742 | ||
Advisory fee payable
|
21,728 | 349,847 | 69,228 | ||
Trustees’ fees and expenses payable
|
4 | 1,699 | 97 | ||
TOTAL LIABILITIES
|
5,066,338 | 198,644,829 | 30,959,928 | ||
NET ASSETS
|
$55,934,391 | $2,036,923,736 | $167,959,147 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in Capital
|
$60,437,308 | $2,386,684,143 | $219,888,215 | ||
Total distributable earnings (loss)
|
(4,502,917) | (349,760,407) | (51,929,068) | ||
NET ASSETS
|
$55,934,391 | $2,036,923,736 | $167,959,147 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 45.48 | $ 58.95 | $ 55.25 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
1,230,000 | 34,555,000 | 3,040,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$56,761,409 | $2,074,566,721 | $189,277,270 | ||
Investments in affiliated issuers
|
5,121,619 | 194,956,416 | 26,395,650 | ||
Total cost of investments
|
$61,883,028 | $2,269,523,137 | $215,672,920 | ||
Foreign currency, at cost
|
$ — | $ 484,441 | $ — | ||
* Includes investments in securities on loan, at
value
|
$ 7,859,494 | $ 299,164,324 | $ 35,177,961 |
SPDR S&P Kensho Clean Power ETF | SPDR S&P Kensho Final Frontiers ETF | SPDR S&P Kensho Future Security ETF | |||
INVESTMENT INCOME | |||||
Dividend income — unaffiliated issuers
|
$ 2,821,507 | $ 90,819 | $ 159,935 | ||
Dividend income — affiliated issuers
|
58 | 6 | 6 | ||
Unaffiliated securities lending income
|
70,477 | — | 492 | ||
Affiliated securities lending income
|
264,290 | — | 2,755 | ||
Foreign taxes withheld
|
(106,421) | (432) | (481) | ||
TOTAL INVESTMENT INCOME (LOSS)
|
3,049,911 | 90,393 | 162,707 | ||
EXPENSES | |||||
Advisory fee
|
859,607 | 49,216 | 59,919 | ||
Trustees’ fees and expenses
|
2,019 | 115 | 128 | ||
Miscellaneous expenses
|
6 | — | — | ||
TOTAL EXPENSES
|
861,632 | 49,331 | 60,047 | ||
NET INVESTMENT INCOME (LOSS)
|
$ 2,188,279 | $ 41,062 | $ 102,660 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(16,298,895) | (121,004) | (536,466) | ||
Investments — affiliated issuers
|
(66) | (6) | (5) | ||
In-kind redemptions — unaffiliated issuers
|
9,730,296 | 513,780 | 2,455,803 | ||
Foreign currency transactions
|
(3,761) | — | — | ||
Net realized gain (loss)
|
(6,572,426) | 392,770 | 1,919,332 | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers
|
(54,693,330) | (1,741,912) | (1,632,716) | ||
Investments — affiliated issuers
|
(2) | — | — | ||
Foreign currency translations
|
106 | — | 1 | ||
Net change in unrealized
appreciation/depreciation
|
(54,693,226) | (1,741,912) | (1,632,715) | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(61,265,652) | (1,349,142) | 286,617 | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$(59,077,373) | $(1,308,080) | $ 389,277 |
SPDR S&P Kensho Intelligent Structures ETF | SPDR S&P Kensho New Economies Composite ETF | SPDR S&P Kensho Smart Mobility ETF | |||
INVESTMENT INCOME | |||||
Dividend income — unaffiliated issuers
|
$ 252,663 | $ 7,730,013 | $ 483,574 | ||
Dividend income — affiliated issuers
|
— | 410 | 53 | ||
Unaffiliated securities lending income
|
6,921 | 1,020,719 | — | ||
Affiliated securities lending income
|
55,555 | 4,493,508 | 587,449 | ||
Foreign taxes withheld
|
(13,890) | (325,383) | (13,239) | ||
TOTAL INVESTMENT INCOME (LOSS)
|
301,249 | 12,919,267 | 1,057,837 | ||
EXPENSES | |||||
Advisory fee
|
123,480 | 2,087,565 | 431,711 | ||
Trustees’ fees and expenses
|
254 | 11,751 | 1,110 | ||
Miscellaneous expenses
|
— | 26 | 2 | ||
TOTAL EXPENSES
|
123,734 | 2,099,342 | 432,823 | ||
NET INVESTMENT INCOME (LOSS)
|
$ 177,515 | $ 10,819,925 | $ 625,014 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(1,711,164) | (201,721,649) | (11,496,106) | ||
Investments — affiliated issuers
|
(7) | (282) | (52) | ||
In-kind redemptions — unaffiliated issuers
|
2,424,460 | 143,466,715 | 11,949,253 | ||
Foreign currency transactions
|
401 | 221 | — | ||
Net realized gain (loss)
|
713,690 | (58,254,995) | 453,095 | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers
|
(3,653,231) | (208,100,607) | (26,291,236) | ||
Foreign currency translations
|
375 | (17,821) | (13) | ||
Net change in unrealized
appreciation/depreciation
|
(3,652,856) | (208,118,428) | (26,291,249) | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(2,939,166) | (266,373,423) | (25,838,154) | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$(2,761,651) | $(255,553,498) | $(25,213,140) |
SPDR S&P Kensho Clean Power ETF | |||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 | ||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||
Net investment income (loss)
|
$ 2,188,279 | $ 2,623,202 | |
Net realized gain (loss)
|
(6,572,426) | 31,752,013 | |
Net change in unrealized
appreciation/depreciation
|
(54,693,226) | (9,438,330) | |
Net increase (decrease) in net assets resulting
from operations
|
(59,077,373) | 24,936,885 | |
Net equalization credits and charges
|
81,859 | 1,096,816 | |
Distributions to shareholders
|
(2,595,560) | (2,261,215) | |
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||
Proceeds from shares sold
|
64,644,347 | 519,162,987 | |
Cost of shares redeemed
|
(52,844,566) | (168,941,797) | |
Net income equalization
|
(81,859) | (1,096,816) | |
Net increase (decrease) in net assets from
beneficial interest transactions
|
11,717,922 | 349,124,374 | |
Net increase (decrease) in net assets during the
period
|
(49,873,152) | 372,896,860 | |
Net assets at beginning of period
|
402,314,800 | 29,417,940 | |
NET ASSETS AT END OF PERIOD
|
$352,441,648 | $ 402,314,800 | |
SHARES OF BENEFICIAL INTEREST: | |||
Shares sold
|
670,000 | 4,850,000 | |
Shares redeemed
|
(570,000) | (1,640,000) | |
Net increase (decrease) from share
transactions
|
100,000 | 3,210,000 |
SPDR S&P Kensho Final Frontiers ETF | |||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 | ||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||
Net investment income (loss)
|
$ 41,062 | $ 200,923 | |
Net realized gain (loss)
|
392,770 | 1,572,162 | |
Net change in unrealized
appreciation/depreciation
|
(1,741,912) | 2,645,277 | |
Net increase (decrease) in net assets resulting
from operations
|
(1,308,080) | 4,418,362 | |
Net equalization credits and charges
|
494 | 17,468 | |
Distributions to shareholders
|
(47,145) | (392,351) | |
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||
Proceeds from shares sold
|
3,191,727 | 20,084,297 | |
Cost of shares redeemed
|
(3,203,514) | (10,405,125) | |
Net income equalization
|
(494) | (17,468) | |
Net increase (decrease) in net assets from
beneficial interest transactions
|
(12,281) | 9,661,704 | |
Net increase (decrease) in net assets during the
period
|
(1,367,012) | 13,705,183 | |
Net assets at beginning of period
|
22,509,126 | 8,803,943 | |
NET ASSETS AT END OF PERIOD
|
$ 21,142,114 | $ 22,509,126 | |
SHARES OF BENEFICIAL INTEREST: | |||
Shares sold
|
80,000 | 500,000 | |
Shares redeemed
|
(80,000) | (260,000) | |
Net increase (decrease) from share
transactions
|
— | 240,000 |
SPDR S&P Kensho Future Security ETF | |||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 | ||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||
Net investment income (loss)
|
$ 102,660 | $ 86,239 | |
Net realized gain (loss)
|
1,919,332 | 2,684,483 | |
Net change in unrealized
appreciation/depreciation
|
(1,632,715) | 3,886,678 | |
Net increase (decrease) in net assets resulting
from operations
|
389,277 | 6,657,400 | |
Net equalization credits and charges
|
(12,038) | 77,814 | |
Distributions to shareholders
|
(95,245) | (161,621) | |
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||
Proceeds from shares sold
|
8,357,069 | 14,386,534 | |
Cost of shares redeemed
|
(8,816,731) | (12,850,322) | |
Net income equalization
|
12,038 | (77,814) | |
Net increase (decrease) in net assets from
beneficial interest transactions
|
(447,624) | 1,458,398 | |
Net increase (decrease) in net assets during the
period
|
(165,630) | 8,031,991 | |
Net assets at beginning of period
|
27,429,235 | 19,397,244 | |
NET ASSETS AT END OF PERIOD
|
$27,263,605 | $ 27,429,235 | |
SHARES OF BENEFICIAL INTEREST: | |||
Shares sold
|
160,000 | 290,000 | |
Shares redeemed
|
(170,000) | (290,000) | |
Net increase (decrease) from share
transactions
|
(10,000) | — |
SPDR S&P Kensho Intelligent Structures ETF | |||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 | ||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||
Net investment income (loss)
|
$ 177,515 | $ 345,084 | |
Net realized gain (loss)
|
713,690 | 4,663,640 | |
Net change in unrealized
appreciation/depreciation
|
(3,652,856) | 2,938,560 | |
Net increase (decrease) in net assets resulting
from operations
|
(2,761,651) | 7,947,284 | |
Net equalization credits and charges
|
1,317 | 27,355 | |
Distributions to shareholders
|
(175,511) | (371,749) | |
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||
Proceeds from shares sold
|
16,513,299 | 62,634,396 | |
Cost of shares redeemed
|
(10,654,611) | (23,478,369) | |
Net income equalization
|
(1,317) | (27,355) | |
Net increase (decrease) in net assets from
beneficial interest transactions
|
5,857,371 | 39,128,672 | |
Net increase (decrease) in net assets during the
period
|
2,921,526 | 46,731,562 | |
Net assets at beginning of period
|
53,012,865 | 6,281,303 | |
NET ASSETS AT END OF PERIOD
|
$ 55,934,391 | $ 53,012,865 | |
SHARES OF BENEFICIAL INTEREST: | |||
Shares sold
|
360,000 | 1,420,000 | |
Shares redeemed
|
(240,000) | (520,000) | |
Net increase (decrease) from share
transactions
|
120,000 | 900,000 |
SPDR S&P Kensho New Economies Composite ETF | |||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 | ||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||
Net investment income (loss)
|
$ 10,819,925 | $ 17,112,251 | |
Net realized gain (loss)
|
(58,254,995) | 700,211,021 | |
Net change in unrealized
appreciation/depreciation
|
(208,118,428) | 162,322,195 | |
Net increase (decrease) in net assets resulting
from operations
|
(255,553,498) | 879,645,467 | |
Net equalization credits and charges
|
107,204 | 446,101 | |
Distributions to shareholders
|
(16,589,423) | (19,138,938) | |
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||
Proceeds from shares sold
|
762,143,980 | 2,150,181,464 | |
Cost of shares redeemed
|
(584,105,915) | (1,890,919,014) | |
Net income equalization
|
(107,204) | (446,101) | |
Net increase (decrease) in net assets from
beneficial interest transactions
|
177,930,861 | 258,816,349 | |
Net increase (decrease) in net assets during the
period
|
(94,104,856) | 1,119,768,979 | |
Net assets at beginning of period
|
2,131,028,592 | 1,011,259,613 | |
NET ASSETS AT END OF PERIOD
|
$2,036,923,736 | $ 2,131,028,592 | |
SHARES OF BENEFICIAL INTEREST: | |||
Shares sold
|
12,540,000 | 35,180,000 | |
Shares redeemed
|
(9,870,000) | (30,430,000) | |
Net increase (decrease) from share
transactions
|
2,670,000 | 4,750,000 |
SPDR S&P Kensho Smart Mobility ETF | |||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 | ||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||
Net investment income (loss)
|
$ 625,014 | $ 1,885,286 | |
Net realized gain (loss)
|
453,095 | 17,721,819 | |
Net change in unrealized
appreciation/depreciation
|
(26,291,249) | 5,251,959 | |
Net increase (decrease) in net assets resulting
from operations
|
(25,213,140) | 24,859,064 | |
Net equalization credits and charges
|
193,331 | (1,367,163) | |
Distributions to shareholders
|
(1,101,558) | (1,561,657) | |
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||
Proceeds from shares sold
|
43,702,471 | 349,103,006 | |
Cost of shares redeemed
|
(82,733,942) | (144,462,300) | |
Net income equalization
|
(193,331) | 1,367,163 | |
Net increase (decrease) in net assets from
beneficial interest transactions
|
(39,224,802) | 206,007,869 | |
Net increase (decrease) in net assets during the
period
|
(65,346,169) | 227,938,113 | |
Net assets at beginning of period
|
233,305,316 | 5,367,203 | |
NET ASSETS AT END OF PERIOD
|
$167,959,147 | $ 233,305,316 | |
SHARES OF BENEFICIAL INTEREST: | |||
Shares sold
|
760,000 | 6,020,000 | |
Shares redeemed
|
(1,480,000) | (2,430,000) | |
Net increase (decrease) from share
transactions
|
(720,000) | 3,590,000 |
SPDR S&P Kensho Clean Power ETF | |||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
For
the Period 10/23/18*- 6/30/19 | ||||
Net asset value, beginning of period
|
$ 105.73 | $ 49.44 | $ 38.06 | $29.92 | |||
Income (loss) from investment operations: | |||||||
Net investment income (loss) (a)
|
0.57 | 1.20 | 1.04 | 0.48 | |||
Net realized and unrealized gain (loss) (b)
|
(15.40) | 55.34 | 10.88 | 7.97 | |||
Total from investment operations
|
(14.83) | 56.54 | 11.92 | 8.45 | |||
Net equalization credits and charges (a)
|
0.02 | 0.50 | 0.26 | 0.06 | |||
Distributions to shareholders from: | |||||||
Net investment income
|
(0.67) | (0.75) | (0.80) | (0.37) | |||
Net asset value, end of period
|
$ 90.25 | $ 105.73 | $ 49.44 | $38.06 | |||
Total return (c)
|
(14.02)% | 115.51% | 32.40% | 28.61% | |||
Ratios and Supplemental Data: | |||||||
Net assets, end of period (in 000s)
|
$352,442 | $402,315 | $29,418 | $6,279 | |||
Ratios to average net assets: | |||||||
Total expenses
|
0.45%(d) | 0.45% | 0.45% | 0.45%(d) | |||
Net investment income (loss)
|
1.15%(d) | 1.15% | 2.42% | 2.08%(d) | |||
Portfolio turnover rate (e)
|
9%(f) | 43% | 37% | 24%(f) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR S&P Kensho Final Frontiers ETF | |||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
For
the Period 10/23/18*- 6/30/19 | ||||
Net asset value, beginning of period
|
$ 42.47 | $ 30.36 | $33.70 | $30.13 | |||
Income (loss) from investment operations: | |||||||
Net investment income (loss) (a)
|
0.08 | 0.48 | 0.29 | 0.18 | |||
Net realized and unrealized gain (loss) (b)
|
(2.57) | 12.32 | (3.63) | 3.57 | |||
Total from investment operations
|
(2.49) | 12.80 | (3.34) | 3.75 | |||
Net equalization credits and charges (a)
|
0.00(c) | 0.04 | 0.21 | 0.00(c) | |||
Distributions to shareholders from: | |||||||
Net investment income
|
(0.09) | (0.73) | (0.21) | (0.18) | |||
Net asset value, end of period
|
$ 39.89 | $ 42.47 | $30.36 | $33.70 | |||
Total return (d)
|
(5.87)% | 42.54% | (9.34)% | 12.52% | |||
Ratios and Supplemental Data: | |||||||
Net assets, end of period (in 000s)
|
$21,142 | $22,509 | $8,804 | $3,370 | |||
Ratios to average net assets: | |||||||
Total expenses
|
0.45%(e) | 0.45% | 0.45% | 0.46%(e) | |||
Net investment income (loss)
|
0.38%(e) | 1.26% | 0.87% | 0.89%(e) | |||
Portfolio turnover rate (f)
|
10%(g) | 43% | 39% | 17%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Kensho Future Security ETF | |||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
For
the Period 12/27/17* - 6/30/18 | |||||
Net asset value, beginning of period
|
$ 51.75 | $ 36.60 | $ 37.52 | $ 32.83 | $30.00 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.20 | 0.19 | 0.46 | 0.09 | 0.03 | ||||
Net realized and unrealized gain (loss) (b)
|
0.70 | 15.15 | (0.96) | 5.44 | 2.84 | ||||
Total from investment operations
|
0.90 | 15.34 | (0.50) | 5.53 | 2.87 | ||||
Net equalization credits and charges (a)
|
(0.02) | 0.17 | 0.02 | (0.30) | 0.00(c) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.20) | (0.36) | (0.44) | (0.54) | (0.04) | ||||
Net asset value, end of period
|
$ 52.43 | $ 51.75 | $ 36.60 | $ 37.52 | $32.83 | ||||
Total return (d)
|
1.69% | 42.50% | (1.16)% | 16.36% | 9.56% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$27,264 | $27,429 | $19,397 | $19,883 | $8,207 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.45%(e) | 0.45% | 0.45% | 0.45% | 0.46%(e) | ||||
Net investment income (loss)
|
0.77%(e) | 0.42% | 1.25% | 0.27% | 0.20%(e) | ||||
Portfolio turnover rate (f)
|
42%(g) | 39% | 25% | 28% | 32%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Kensho Intelligent Structures ETF | |||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
For
the Period 12/27/17* - 6/30/18 | |||||
Net asset value, beginning of period
|
$ 47.76 | $ 29.91 | $30.22 | $28.99 | $30.00 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.15 | 0.56 | 0.42 | 0.21 | 0.11 | ||||
Net realized and unrealized gain (loss) (b)
|
(2.29) | 17.65 | (0.27) | 1.23 | (1.03) | ||||
Total from investment operations
|
(2.14) | 18.21 | 0.15 | 1.44 | (0.92) | ||||
Net equalization credits and charges (a)
|
0.00(c) | 0.04 | (0.01) | (0.00)(c) | 0.00(c) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.14) | (0.40) | (0.45) | (0.21) | (0.09) | ||||
Net asset value, end of period
|
$ 45.48 | $ 47.76 | $29.91 | $30.22 | $28.99 | ||||
Total return (d)
|
(4.48)% | 61.22% | 0.45% | 5.01% | (3.07)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$55,934 | $53,013 | $6,281 | $9,067 | $4,349 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.45%(e) | 0.45% | 0.45% | 0.45% | 0.46%(e) | ||||
Net investment income (loss)
|
0.65%(e) | 1.27% | 1.43% | 0.73% | 0.67%(e) | ||||
Portfolio turnover rate (f)
|
35%(g) | 58% | 26% | 22% | 45%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Kensho New Economies Composite ETF | |||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
For
the Period 10/23/18*- 6/30/19 | ||||
Net asset value, beginning of period
|
$ 66.83 | $ 37.27 | $ 33.27 | $ 30.17 | |||
Income (loss) from investment operations: | |||||||
Net investment income (loss) (a)
|
0.33 | 0.57 | 0.43 | 0.21 | |||
Net realized and unrealized gain (loss) (b)
|
(7.72) | 29.61 | 3.43 | 2.56 | |||
Total from investment operations
|
(7.39) | 30.18 | 3.86 | 2.77 | |||
Net equalization credits and charges (a)
|
0.00(c) | 0.01 | 0.48 | 0.44 | |||
Distributions to shareholders from: | |||||||
Net investment income
|
(0.49) | (0.63) | (0.34) | (0.11) | |||
Net asset value, end of period
|
$ 58.95 | $ 66.83 | $ 37.27 | $ 33.27 | |||
Total return (d)
|
(11.09)% | 81.27% | 13.09% | 10.71% | |||
Ratios and Supplemental Data: | |||||||
Net assets, end of period (in 000s)
|
$2,036,924 | $2,131,029 | $1,011,260 | $41,760 | |||
Ratios to average net assets: | |||||||
Total expenses
|
0.20%(e) | 0.20% | 0.20% | 0.20%(e) | |||
Net investment income (loss)
|
1.04%(e) | 1.01% | 1.27% | 0.99%(e) | |||
Portfolio turnover rate (f)
|
55%(g) | 67% | 91% | 98%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Kensho Smart Mobility ETF | |||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
For
the Period 12/27/17* - 6/30/18 | |||||
Net asset value, beginning of period
|
$ 62.05 | $ 31.57 | $28.05 | $29.77 | $30.00 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.19 | 0.88 | 0.40 | 0.24 | 0.06 | ||||
Net realized and unrealized gain (loss) (b)
|
(6.71) | 30.70 | 3.41 | (1.20) | (0.24) | ||||
Total from investment operations
|
(6.52) | 31.58 | 3.81 | (0.96) | (0.18) | ||||
Net equalization credits and charges (a)
|
0.06 | (0.64) | 0.16 | (0.10) | 0.01 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.34) | (0.46) | (0.45) | (0.66) | (0.06) | ||||
Net asset value, end of period
|
$ 55.25 | $ 62.05 | $31.57 | $28.05 | $29.77 | ||||
Total return (c)
|
(10.41)% | 98.17% | 14.48% | (3.22)% | (0.58)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$167,959 | $233,305 | $5,367 | $ 7,011 | $5,954 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.45%(d) | 0.45% | 0.45% | 0.45% | 0.46%(d) | ||||
Net investment income (loss)
|
0.65%(d) | 1.49% | 1.47% | 0.85% | 0.39%(d) | ||||
Portfolio turnover rate (e)
|
41%(f) | 70% | 29% | 36% | 63%(f) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR S&P Kensho Clean Power ETF |
SPDR S&P Kensho Final Frontiers ETF |
SPDR S&P Kensho Future Security ETF |
SPDR S&P Kensho Intelligent Structures ETF |
SPDR S&P Kensho New Economies Composite ETF |
SPDR S&P Kensho Smart Mobility ETF |
Annual Rate | |
SPDR S&P Kensho Clean Power ETF
|
0.45% |
SPDR S&P Kensho Final Frontiers ETF
|
0.45 |
SPDR S&P Kensho Future Security ETF
|
0.45 |
SPDR S&P Kensho Intelligent Structures
ETF
|
0.45 |
SPDR S&P Kensho New Economies Composite
ETF
|
0.20 |
SPDR S&P Kensho Smart Mobility ETF
|
0.45 |
Purchases | Sales | ||
SPDR S&P Kensho Clean Power ETF
|
$ 33,946,471 | $ 34,398,229 | |
SPDR S&P Kensho Final Frontiers ETF
|
2,208,868 | 2,291,424 | |
SPDR S&P Kensho Future Security ETF
|
10,989,861 | 11,384,172 | |
SPDR S&P Kensho Intelligent Structures
ETF
|
24,552,801 | 18,723,254 | |
SPDR S&P Kensho New Economies Composite
ETF
|
1,325,387,930 | 1,144,161,881 | |
SPDR S&P Kensho Smart Mobility ETF
|
78,147,148 | 117,641,974 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR S&P Kensho Clean Power ETF
|
$ 64,628,150 | $ 52,517,651 | $ 9,730,296 | ||
SPDR S&P Kensho Final Frontiers ETF
|
3,192,207 | 3,114,702 | 513,780 | ||
SPDR S&P Kensho Future Security ETF
|
8,359,754 | 8,804,602 | 2,455,803 | ||
SPDR S&P Kensho Intelligent Structures
ETF
|
16,520,548 | 10,735,984 | 2,424,460 | ||
SPDR S&P Kensho New Economies Composite
ETF
|
756,391,747 | 575,467,478 | 143,466,715 | ||
SPDR S&P Kensho Smart Mobility ETF
|
43,172,566 | 82,342,577 | 11,949,253 |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
SPDR S&P Kensho Clean Power ETF
|
$ 447,528,220 | $ 12,793,453 | $ 77,286,287 | $(64,492,834) | |||
SPDR S&P Kensho Final Frontiers ETF
|
21,752,806 | 1,334,771 | 1,398,077 | (63,306) | |||
SPDR S&P Kensho Future Security ETF
|
26,133,033 | 3,128,567 | 1,848,755 | 1,279,812 | |||
SPDR S&P Kensho Intelligent Structures
ETF
|
62,030,604 | 4,271,689 | 5,362,888 | (1,091,199) | |||
SPDR S&P Kensho New Economies Composite
ETF
|
2,273,433,902 | 162,781,841 | 204,297,572 | (41,515,731) | |||
SPDR S&P Kensho Smart Mobility ETF
|
215,697,962 | 13,273,789 | 34,759,186 | (21,485,397) |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received * |
Total
Collateral Received | ||||
SPDR S&P Kensho Clean Power ETF
|
$ 58,310,221 | $ 30,850,667 | $ 29,428,512 | $ 60,279,179 | ||||
SPDR S&P Kensho Final Frontiers ETF
|
983,078 | 543,480 | 454,282 | 997,762 | ||||
SPDR S&P Kensho Future Security ETF
|
133,998 | 142,148 | — | 142,148 | ||||
SPDR S&P Kensho Intelligent Structures
ETF
|
7,859,494 | 5,044,606 | 3,136,609 | 8,181,215 | ||||
SPDR S&P Kensho New Economies Composite
ETF
|
299,164,324 | 194,956,416 | 117,253,762 | 312,210,178 | ||||
SPDR S&P Kensho Smart Mobility ETF
|
35,177,961 | 26,324,861 | 10,453,265 | 36,778,126 |
* | The non-cash collateral includes U.S. Treasuries and U.S. Government Agency securities. |
Remaining Contractual Maturity of the Agreements as of December 31, 2021 | ||||||||||||||
Fund | Securities
Lending Transactions |
Overnight
and Continuous |
<30 Days | Between
30 & 90 Days |
>90 Days | Total
Borrowings |
Gross
Amount of Recognized Liabilities for Securities Lending Transactions | |||||||
SPDR S&P Kensho Clean Power ETF
|
Common Stocks | $ 30,850,667 | $— | $— | $— | $ 30,850,667 | $ 30,850,667 | |||||||
SPDR S&P Kensho Final Frontiers ETF
|
Common Stocks | 543,480 | — | — | — | 543,480 | 543,480 | |||||||
SPDR S&P Kensho Future Security ETF
|
Common Stocks | 142,148 | — | — | — | 142,148 | 142,148 | |||||||
SPDR S&P Kensho Intelligent Structures
ETF
|
Common Stocks | 5,044,606 | — | — | — | 5,044,606 | 5,044,606 | |||||||
SPDR S&P Kensho New Economies Composite
ETF
|
Common Stocks | 194,956,416 | — | — | — | 194,956,416 | 194,956,416 | |||||||
SPDR S&P Kensho Smart Mobility ETF
|
Common Stocks | 26,324,861 | — | — | — | 26,324,861 | 26,324,861 |
SPDR S&P Kensho Clean Power ETF | SPDR S&P Kensho Final Frontiers ETF | SPDR S&P Kensho Future Security ETF | |||
Annualized Expense Ratio
|
0.45% | 0.45% | 0.45% | ||
Actual: | |||||
Ending Account Value
|
$ 859.80 | $ 941.30 | $1,016.90 | ||
Expenses Paid During Period(a)
|
2.11 | 2.20 | 2.29 | ||
Hypothetical (assuming a 5% return before expenses): | |||||
Ending Account Value
|
1,022.90 | 1,022.90 | 1,022.90 | ||
Expenses Paid During Period(a)
|
2.29 | 2.29 | 2.29 |
(a) | Expenses are equal to the Fund's annualized net expense ratio multiplied by the average account value of the period, multiplied by 184, then divided by 365. |
SPDR S&P Kensho Intelligent Structures ETF | SPDR S&P Kensho New Economies Composite ETF | SPDR S&P Kensho Smart Mobility ETF | |||
Annualized Expense Ratio
|
0.45% | 0.20% | 0.45% | ||
Actual: | |||||
Ending Account Value
|
$ 955.20 | $ 889.10 | $ 895.90 | ||
Expenses Paid During Period(a)
|
2.22 | 0.95 | 2.15 | ||
Hypothetical (assuming a 5% return before expenses): | |||||
Ending Account Value
|
1,022.90 | 1,024.20 | 1,022.90 | ||
Expenses Paid During Period(a)
|
2.29 | 1.02 | 2.29 |
(a) | Expenses are equal to the Fund's annualized net expense ratio multiplied by the average account value of the period, multiplied by 184, then divided by 365. |
• | the Program supported each Fund’s ability to honor redemption requests timely; |
• | the Program supported SSGA FM’s management of each Fund’s liquidity profile, including during periods of market volatility and net redemptions; |
• | no material liquidity issues were identified during the period; |
• | there were no material changes to the Program during the period; |
• | the implementation of the Program was effective to manage each Fund’s liquidity risk; and |
• | the Program operated adequately during the period. |