SPDR FactSet Innovative Technology ETF |
SPDR Global Dow ETF |
SPDR MSCI USA StrategicFactorsSM ETF |
SPDR NYSE Technology ETF |
SPDR S&P 500® Fossil Fuel Reserves Free ETF |
SPDR S&P Capital Markets ETF |
SPDR S&P Health Care Equipment ETF |
SPDR S&P Health Care Services ETF |
SPDR S&P Insurance ETF |
SPDR S&P Internet ETF |
SPDR S&P Metals & Mining ETF |
SPDR S&P Oil & Gas Equipment & Services ETF |
SPDR S&P Pharmaceuticals ETF |
SPDR S&P Retail ETF |
SPDR S&P Semiconductor ETF |
SPDR S&P Software & Services ETF |
SPDR S&P Telecom ETF |
SPDR S&P Transportation ETF |
SPDR SSGA Gender Diversity Index ETF |
SPDR ICE Preferred Securities ETF |
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Management’s Discussion of Fund Performance, Performance Summaries & Portfolio Statistics (Unaudited) | |
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Schedules of Investments | |
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Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
FactSet Innovative Technology Index | Net
Asset Value |
Market
Value |
FactSet Innovative Technology Index | ||
ONE YEAR | (52.30)% | (52.30)% | (52.14)% | (52.30)% | (52.30)% | (52.14)% | |
FIVE YEARS | 59.85% | 59.75% | 63.03% | 9.84% | 9.82% | 10.27% | |
SINCE INCEPTION(1) | 127.35% | 127.33% | 133.13% | 13.54% | 13.54% | 14.00% |
(1) | For the period January 13, 2016 to June 30, 2022. Since shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (1/13/16, 1/14/16, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Mandiant, Inc. | 2.5% | ||
Check Point Software Technologies, Ltd. | 2.1 | ||
Qualys, Inc. | 1.9 | ||
Tenable Holdings, Inc. | 1.8 | ||
Duolingo, Inc. | 1.8 | ||
SolarEdge Technologies, Inc. | 1.7 | ||
Crowdstrike Holdings, Inc. Class A | 1.6 | ||
Ubiquiti, Inc. | 1.6 | ||
Advanced Energy Industries, Inc. | 1.6 | ||
CyberArk Software, Ltd. | 1.6 | ||
TOTAL | 18.2% |
% of Net Assets | |||
Software | 47.1% | ||
Interactive Media & Services | 14.6 | ||
Semiconductors & Semiconductor Equipment | 9.6 | ||
Entertainment | 7.4 | ||
Health Care Technology | 5.2 | ||
IT Services | 3.2 | ||
Communications Equipment | 2.2 | ||
Diversified Consumer Services | 1.8 | ||
Real Estate Management & Development | 1.7 | ||
Electronic Equipment, Instruments & Components | 1.6 | ||
Household Durables | 1.4 | ||
Internet & Direct Marketing Retail | 1.3 | ||
Consumer Finance | 1.1 | ||
Media | 1.0 | ||
Commercial Services & Supplies | 0.6 | ||
Short-Term Investments | 8.6 | ||
Liabilities in Excess of Other Assets | (8.4) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Global Dow Index | Net
Asset Value |
Market
Value |
Global Dow Index | ||
ONE YEAR | (10.22)% | (10.05)% | (10.00)% | (10.22)% | (10.05)% | (10.00)% | |
FIVE YEARS | 42.43% | 42.60% | 42.69% | 7.33% | 7.36% | 7.37% | |
TEN YEARS | 140.38% | 141.22% | 141.21% | 9.17% | 9.20% | 9.20% |
Description | % of Net Assets | ||
ConocoPhillips | 1.2% | ||
Exxon Mobil Corp. | 1.2 | ||
Chevron Corp. | 1.1 | ||
Schlumberger NV | 1.0 | ||
BAE Systems PLC | 1.0 | ||
Williams Cos., Inc. | 1.0 | ||
Nutrien, Ltd. | 1.0 | ||
UnitedHealth Group, Inc. | 1.0 | ||
HSBC Holdings PLC | 1.0 | ||
Merck & Co., Inc. | 0.9 | ||
TOTAL | 10.4% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
MSCI USA Factor Mix A-Series Capped Index | Net
Asset Value |
Market
Value |
MSCI USA Factor Mix A-Series Capped Index | ||
ONE YEAR | (8.28)% | (8.23)% | (8.15)% | (8.28)% | (8.23)% | (8.15)% | |
FIVE YEARS | 69.10% | 69.20% | 70.72% | 11.08% | 11.09% | 11.29% | |
SINCE INCEPTION(1) | 105.90% | 106.04% | 108.41% | 10.53% | 10.54% | 10.72% |
(1) | For the period April 15, 2015 to June 30, 2022. Since shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (4/15/15, 4/16/15, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Microsoft Corp. | 2.9% | ||
Apple, Inc. | 2.9 | ||
Johnson & Johnson | 2.5 | ||
UnitedHealth Group, Inc. | 2.2 | ||
Meta Platforms, Inc. Class A | 1.7 | ||
Pfizer, Inc. | 1.6 | ||
Eli Lilly & Co. | 1.6 | ||
Alphabet, Inc. Class C | 1.6 | ||
Visa, Inc. Class A | 1.5 | ||
Merck & Co., Inc. | 1.5 | ||
TOTAL | 20.0% |
% of Net Assets | |||||
Information Technology | 26.2% | ||||
Health Care | 19.1 | ||||
Financials | 12.0 | ||||
Communication Services | 9.5 | ||||
Industrials | 8.5 | ||||
Consumer Staples | 8.4 | ||||
Consumer Discretionary | 6.3 | ||||
Utilities | 4.0 | ||||
Materials | 2.4 | ||||
Real Estate | 1.8 | ||||
Energy | 1.7 | ||||
Short-Term Investments | 0.1 | ||||
Other Assets in Excess of Liabilities | 0.0 * | ||||
TOTAL | 100.0% | ||||
* | Amount shown represents less than 0.05% of net assets. |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
NYSE Technology Index | Net
Asset Value |
Market
Value |
NYSE Technology Index | ||
ONE YEAR | (34.86)% | (34.82)% | (34.63)% | (34.86)% | (34.82)% | (34.63)% | |
FIVE YEARS | 88.65% | 88.60% | 93.85% | 13.53% | 13.53% | 14.15% | |
TEN YEARS | 349.48% | 349.53% | 371.11% | 16.22% | 16.22% | 16.76% |
Description | % of Net Assets | ||
International Business Machines Corp. | 5.3% | ||
Alibaba Group Holding, Ltd. ADR | 4.2 | ||
JD.com, Inc. ADR | 3.8 | ||
Texas Instruments, Inc. | 3.7 | ||
Booking Holdings, Inc. | 3.6 | ||
Broadcom, Inc. | 3.6 | ||
Apple, Inc. | 3.5 | ||
Microsoft Corp. | 3.5 | ||
Intel Corp. | 3.5 | ||
Alphabet, Inc. Class A | 3.4 | ||
TOTAL | 38.1% |
% of Net Assets | |||
Semiconductors & Semiconductor Equipment | 33.4% | ||
Software | 18.2 | ||
Internet & Direct Marketing Retail | 10.9 | ||
IT Services | 8.0 | ||
Interactive Media & Services | 6.9 | ||
Hotels, Restaurants & Leisure | 5.9 | ||
Entertainment | 4.0 | ||
Technology Hardware, Storage & Peripherals | 3.5 | ||
Communications Equipment | 3.4 | ||
Automobiles | 3.1 | ||
Road & Rail | 2.6 | ||
Other Assets in Excess of Liabilities | 0.1 | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P 500 Fossil Fuel Free Index | Net
Asset Value |
Market
Value |
S&P 500 Fossil Fuel Free Index | ||
ONE YEAR | (12.01)% | (12.01)% | (11.83)% | (12.01)% | (12.01)% | (11.83)% | |
FIVE YEARS | 69.84% | 69.79% | 71.78% | 11.18% | 11.17% | 11.43% | |
SINCE INCEPTION(1) | 105.49% | 105.63% | 108.56% | 11.56% | 11.57% | 11.82% |
(1) | For the period November 30, 2015 to June 30, 2022. Since shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (11/30/15, 12/1/15, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Apple, Inc. | 6.8% | ||
Microsoft Corp. | 6.3 | ||
Amazon.com, Inc. | 3.0 | ||
Alphabet, Inc. Class A | 2.1 | ||
Alphabet, Inc. Class C | 2.0 | ||
Tesla, Inc. | 1.8 | ||
Berkshire Hathaway, Inc. Class B | 1.6 | ||
UnitedHealth Group, Inc. | 1.6 | ||
Johnson & Johnson | 1.5 | ||
NVIDIA Corp. | 1.2 | ||
TOTAL | 27.9% |
% of Net Assets | |||||
Information Technology | 27.7% | ||||
Health Care | 15.7 | ||||
Financials | 11.2 | ||||
Consumer Discretionary | 10.9 | ||||
Communication Services | 9.2 | ||||
Industrials | 8.1 | ||||
Consumer Staples | 7.1 | ||||
Utilities | 3.2 | ||||
Real Estate | 2.9 | ||||
Materials | 2.7 | ||||
Energy | 1.1 | ||||
Short-Term Investments | 0.2 | ||||
Liabilities in Excess of Other Assets | (0.0) * | ||||
TOTAL | 100.0% | ||||
* | Amount shown represents less than 0.05% of net assets. |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Capital Markets Select Industry Index | Net
Asset Value |
Market
Value |
S&P Capital Markets Select Industry Index | ||
ONE YEAR | (20.82)% | (20.80)% | (20.56)% | (20.82)% | (20.80)% | (20.56)% | |
FIVE YEARS | 66.53% | 66.50% | 67.36% | 10.74% | 10.74% | 10.85% | |
TEN YEARS | 198.34% | 198.72% | 203.82% | 11.55% | 11.56% | 11.75% |
Description | % of Net Assets | ||
FactSet Research Systems, Inc. | 1.8% | ||
Morningstar, Inc. | 1.8 | ||
Goldman Sachs Group, Inc. | 1.8 | ||
Cboe Global Markets, Inc. | 1.8 | ||
CME Group, Inc. | 1.8 | ||
Nasdaq, Inc. | 1.8 | ||
Charles Schwab Corp. | 1.7 | ||
S&P Global, Inc. | 1.7 | ||
Cowen, Inc. Class A | 1.7 | ||
Hamilton Lane, Inc. Class A | 1.7 | ||
TOTAL | 17.6% |
% of Net Assets | |||
Asset Management & Custody Banks | 44.8% | ||
Investment Banking & Brokerage | 31.6 | ||
Financial Exchanges & Data | 23.4 | ||
Short-Term Investments | 3.5 | ||
Liabilities in Excess of Other Assets | (3.3) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Health Care Equipment Select Industry Index | Net
Asset Value |
Market
Value |
S&P Health Care Equipment Select Industry Index | ||
ONE YEAR | (34.18)% | (34.20)% | (34.06)% | (34.18)% | (34.20)% | (34.06)% | |
FIVE YEARS | 39.88% | 39.83% | 41.85% | 6.94% | 6.94% | 7.24% | |
TEN YEARS | 233.89% | 234.46% | 243.55% | 12.81% | 12.83% | 13.14% |
Description | % of Net Assets | ||
CryoPort, Inc. | 1.7% | ||
Figs, Inc. Class A | 1.6 | ||
Cerus Corp. | 1.5 | ||
Meridian Bioscience, Inc. | 1.5 | ||
Inari Medical, Inc. | 1.5 | ||
STAAR Surgical Co. | 1.5 | ||
Axonics, Inc. | 1.5 | ||
AtriCure, Inc. | 1.5 | ||
Glaukos Corp. | 1.4 | ||
Lantheus Holdings, Inc. | 1.4 | ||
TOTAL | 15.1% |
% of Net Assets | |||
Health Care Equipment | 74.1% | ||
Health Care Supplies | 25.8 | ||
Short-Term Investments | 5.7 | ||
Liabilities in Excess of Other Assets | (5.6) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Health Care Services Select Industry Index | Net
Asset Value |
Market
Value |
S&P Health Care Services Select Industry Index | ||
ONE YEAR | (27.91)% | (27.88)% | (27.83)% | (27.91)% | (27.88)% | (27.83)% | |
FIVE YEARS | 32.18% | 32.25% | 34.16% | 5.74% | 5.75% | 6.05% | |
TEN YEARS | 193.43% | 193.61% | 203.15% | 11.37% | 11.37% | 11.73% |
Description | % of Net Assets | ||
Accolade, Inc. | 1.9% | ||
Hims & Hers Health, Inc. | 1.9 | ||
Signify Health, Inc. Class A | 1.9 | ||
23andMe Holding Co. Class A | 1.8 | ||
agilon health, Inc. | 1.8 | ||
Privia Health Group, Inc. | 1.8 | ||
Apollo Medical Holdings, Inc. | 1.8 | ||
MEDNAX, Inc. | 1.8 | ||
AMN Healthcare Services, Inc. | 1.8 | ||
Fulgent Genetics, Inc. | 1.7 | ||
TOTAL | 18.2% |
% of Net Assets | |||
Health Care Services | 54.1% | ||
Health Care Facilities | 18.4 | ||
Health Care Distributors | 14.2 | ||
Managed Health Care | 13.2 | ||
Short-Term Investments | 9.8 | ||
Liabilities in Excess of Other Assets | (9.7) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Insurance Select Industry Index | Net
Asset Value |
Market
Value |
S&P Insurance Select Industry Index | ||
ONE YEAR | (0.01)% | 0.08% | 0.39% | (0.01)% | 0.08% | 0.39% | |
FIVE YEARS | 41.71% | 41.78% | 44.38% | 7.22% | 7.23% | 7.62% | |
TEN YEARS | 235.15% | 235.43% | 248.06% | 12.86% | 12.87% | 13.28% |
Description | % of Net Assets | ||
Trupanion, Inc. | 2.3% | ||
Selective Insurance Group, Inc. | 2.2 | ||
Arthur J Gallagher & Co. | 2.2 | ||
Aon PLC Class A | 2.2 | ||
Globe Life, Inc. | 2.2 | ||
Brown & Brown, Inc. | 2.1 | ||
Marsh & McLennan Cos., Inc. | 2.1 | ||
Hanover Insurance Group, Inc. | 2.1 | ||
Kinsale Capital Group, Inc. | 2.1 | ||
American Financial Group, Inc. | 2.1 | ||
TOTAL | 21.6% |
% of Net Assets | |||
Property & Casualty Insurance | 45.1% | ||
Life & Health Insurance | 25.6 | ||
Insurance Brokers | 14.0 | ||
Reinsurance | 9.1 | ||
Multi-line Insurance | 6.0 | ||
Short-Term Investments | 2.1 | ||
Liabilities in Excess of Other Assets | (1.9) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Internet Select Industry Index | Net
Asset Value |
Market
Value |
S&P Internet Select Industry Index | ||
ONE YEAR | (58.98)% | (59.01)% | (58.92)% | (58.98)% | (59.01)% | (58.92)% | |
FIVE YEARS | 26.11% | 26.03% | 27.43% | 4.75% | 4.74% | 4.97% | |
SINCE INCEPTION(1) | 73.10% | 73.04% | 75.69% | 9.56% | 9.56% | 9.83% |
(1) | For the period June 27, 2016 to June 30, 2022. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (6/27/16, 6/28/16, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Chewy, Inc. Class A | 2.5% | ||
Snowflake, Inc. Class A | 2.3 | ||
DoorDash, Inc. Class A | 2.1 | ||
Ziff Davis, Inc. | 2.1 | ||
Squarespace, Inc. Class A | 2.1 | ||
Shutterstock, Inc. | 2.1 | ||
Fastly, Inc. Class A | 2.1 | ||
Okta, Inc. | 2.1 | ||
Switch, Inc. Class A | 2.1 | ||
VeriSign, Inc. | 2.0 | ||
TOTAL | 21.5% |
% of Net Assets | |||
Interactive Media & Services | 34.0% | ||
Internet Services & Infrastructure | 33.4 | ||
Internet & Direct Marketing Retail | 32.6 | ||
Short-Term Investments | 9.7 | ||
Liabilities in Excess of Other Assets | (9.7) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Metals & Mining Select Industry Index | Net
Asset Value |
Market
Value |
S&P Metals & Mining Select Industry Index | ||
ONE YEAR | 1.87% | 1.81% | 2.20% | 1.87% | 1.81% | 2.20% | |
FIVE YEARS | 56.97% | 56.93% | 59.65% | 9.44% | 9.43% | 9.81% | |
TEN YEARS | 22.62% | 22.63% | 23.23% | 2.06% | 2.06% | 2.11% |
Description | % of Net Assets | ||
Royal Gold, Inc. | 4.6% | ||
Reliance Steel & Aluminum Co. | 4.5 | ||
Newmont Corp. | 4.4 | ||
Steel Dynamics, Inc. | 4.4 | ||
Allegheny Technologies, Inc. | 4.4 | ||
Nucor Corp. | 4.3 | ||
MP Materials Corp. | 4.3 | ||
Alcoa Corp. | 4.2 | ||
Commercial Metals Co. | 4.2 | ||
Arch Resources, Inc. | 4.1 | ||
TOTAL | 43.4% |
% of Net Assets | |||
Steel | 41.5% | ||
Coal & Consumable Fuels | 17.8 | ||
Aluminum | 12.7 | ||
Gold | 11.3 | ||
Diversified Metals & Mining | 9.0 | ||
Silver | 3.9 | ||
Copper | 3.6 | ||
Short-Term Investments | 4.5 | ||
Liabilities in Excess of Other Assets | (4.3) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Oil & Gas Equipment & Services Select Industry Index | Net
Asset Value |
Market
Value |
S&P Oil & Gas Equipment & Services Select Industry Index | ||
ONE YEAR | (3.18)% | (3.13)% | (2.85)% | (3.18)% | (3.13)% | (2.85)% | |
FIVE YEARS | (58.47)% | (58.44)% | (58.12)% | (16.12)% | (16.10)% | (15.98)% | |
TEN YEARS | (77.90)% | (77.89)% | (77.58)% | (14.01)% | (14.01)% | (13.89)% |
Description | % of Net Assets | ||
Helmerich & Payne, Inc. | 4.9% | ||
Patterson-UTI Energy, Inc. | 4.9 | ||
TechnipFMC PLC | 4.9 | ||
NexTier Oilfield Solutions, Inc. | 4.8 | ||
Nov, Inc. | 4.8 | ||
Baker Hughes Co. | 4.6 | ||
ChampionX Corp. | 4.6 | ||
Cactus, Inc. Class A | 4.6 | ||
Halliburton Co. | 4.4 | ||
Nabors Industries, Ltd. | 4.4 | ||
TOTAL | 46.9% |
% of Net Assets | |||
Oil & Gas Equipment & Services | 73.3% | ||
Oil & Gas Drilling | 26.6 | ||
Short-Term Investments | 1.4 | ||
Liabilities in Excess of Other Assets | (1.3) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Pharmaceuticals Select Industry Index | Net
Asset Value |
Market
Value |
S&P Pharmaceuticals Select Industry Index | ||
ONE YEAR | (17.67)% | (17.64)% | (17.79)% | (17.67)% | (17.64)% | (17.79)% | |
FIVE YEARS | 1.60% | 1.65% | 2.17% | 0.32% | 0.33% | 0.43% | |
TEN YEARS | 74.10% | 74.12% | 76.63% | 5.70% | 5.70% | 5.85% |
Description | % of Net Assets | ||
Axsome Therapeutics, Inc. | 5.1% | ||
Nektar Therapeutics | 3.7 | ||
Amphastar Pharmaceuticals, Inc. | 3.6 | ||
Corcept Therapeutics, Inc. | 3.6 | ||
Eli Lilly & Co. | 3.5 | ||
Intra-Cellular Therapies, Inc. | 3.5 | ||
Harmony Biosciences Holdings, Inc. | 3.4 | ||
Zoetis, Inc. | 3.4 | ||
Jazz Pharmaceuticals PLC | 3.4 | ||
Pfizer, Inc. | 3.4 | ||
TOTAL | 36.6% |
% of Net Assets | |||
Pharmaceuticals | 99.8% | ||
Short-Term Investments | 2.6 | ||
Liabilities in Excess of Other Assets | (2.4) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Retail Select Industry Index | Net
Asset Value |
Market
Value |
S&P Retail Select Industry Index | ||
ONE YEAR | (39.02)% | (38.98)% | (38.91)% | (39.02)% | (38.98)% | (38.91)% | |
FIVE YEARS | 53.95% | 54.07% | 54.36% | 9.01% | 9.03% | 9.07% | |
TEN YEARS | 125.52% | 125.53% | 128.00% | 8.47% | 8.47% | 8.59% |
Description | % of Net Assets | ||
Chewy, Inc. Class A | 1.4% | ||
Grocery Outlet Holding Corp. | 1.3 | ||
Ollie's Bargain Outlet Holdings, Inc. | 1.3 | ||
Rite Aid Corp. | 1.3 | ||
Dollar General Corp. | 1.2 | ||
AutoZone, Inc. | 1.2 | ||
O'Reilly Automotive, Inc. | 1.2 | ||
Costco Wholesale Corp. | 1.2 | ||
National Vision Holdings, Inc. | 1.2 | ||
DoorDash, Inc. Class A | 1.2 | ||
TOTAL | 12.5% |
% of Net Assets | |||
Apparel Retail | 19.3% | ||
Automotive Retail | 19.0 | ||
Internet & Direct Marketing Retail | 18.1 | ||
Specialty Stores | 15.8 | ||
Food Retail | 7.5 | ||
General Merchandise Stores | 6.8 | ||
Hypermarkets & Super Centers | 4.5 | ||
Department Stores | 3.6 | ||
Computer & Electronics Retail | 3.0 | ||
Drug Retail | 2.3 | ||
Short-Term Investment | 7.6 | ||
Liabilities in Excess of Other Assets | (7.5) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Semiconductor Select Industry Index | Net
Asset Value |
Market
Value |
S&P Semiconductor Select Industry Index | ||
ONE YEAR | (20.86)% | (20.84)% | (20.71)% | (20.86)% | (20.84)% | (20.71)% | |
FIVE YEARS | 152.64% | 152.78% | 155.53% | 20.36% | 20.38% | 20.64% | |
TEN YEARS | 620.78% | 621.38% | 639.67% | 21.84% | 21.85% | 22.15% |
Description | % of Net Assets | ||
Impinj, Inc. | 3.3% | ||
Silicon Laboratories, Inc. | 3.0 | ||
First Solar, Inc. | 2.9 | ||
Lattice Semiconductor Corp. | 2.9 | ||
Texas Instruments, Inc. | 2.9 | ||
QUALCOMM, Inc. | 2.8 | ||
Power Integrations, Inc. | 2.8 | ||
Intel Corp. | 2.8 | ||
Cirrus Logic, Inc. | 2.8 | ||
Semtech Corp. | 2.8 | ||
TOTAL | 29.0% |
% of Net Assets | |||
Semiconductors | 99.9% | ||
Short-Term Investments | 5.2 | ||
Liabilities in Excess of Other Assets | (5.1) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Software & Services Select Industry Index | Net
Asset Value |
Market
Value |
S&P Software & Services Select Industry Index | ||
ONE YEAR | (35.16)% | (35.16)% | (35.00)% | (35.16)% | (35.16)% | (35.00)% | |
FIVE YEARS | 79.82% | 79.87% | 82.53% | 12.45% | 12.46% | 12.79% | |
TEN YEARS | 294.53% | 294.61% | 305.59% | 14.71% | 14.71% | 15.03% |
Description | % of Net Assets | ||
ForgeRock, Inc. Class A | 0.6% | ||
Gitlab, Inc. Class A | 0.6 | ||
Paya Holdings, Inc. | 0.6 | ||
Agilysys, Inc. | 0.6 | ||
Zendesk, Inc. | 0.6 | ||
Sprout Social, Inc. Class A | 0.6 | ||
Confluent, Inc. Class A | 0.6 | ||
Informatica, Inc. Class A | 0.6 | ||
Palantir Technologies, Inc. Class A | 0.6 | ||
Repay Holdings Corp. | 0.6 | ||
TOTAL | 6.0% |
% of Net Assets | |||
Application Software | 54.7% | ||
Data Processing & Outsourced Services | 20.0 | ||
Systems Software | 15.8 | ||
IT Consulting & Other Services | 6.1 | ||
Interactive Home Entertainment | 3.3 | ||
Short-Term Investments | 9.5 | ||
Liabilities in Excess of Other Assets | (9.4) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Telecom Select Industry Index | Net
Asset Value |
Market
Value |
S&P Telecom Select Industry Index | ||
ONE YEAR | (22.87)% | (22.82)% | (22.67)% | (22.87)% | (22.82)% | (22.67)% | |
FIVE YEARS | 18.15% | 18.25% | 18.16% | 3.39% | 3.41% | 3.39% | |
TEN YEARS | 117.89% | 117.86% | 120.52% | 8.10% | 8.10% | 8.23% |
Description | % of Net Assets | ||
Iridium Communications, Inc. | 3.4% | ||
T-Mobile US, Inc. | 3.3 | ||
Cogent Communications Holdings, Inc. | 3.3 | ||
AT&T, Inc. | 3.3 | ||
Ciena Corp. | 3.3 | ||
Motorola Solutions, Inc. | 3.2 | ||
Plantronics, Inc. | 3.2 | ||
Verizon Communications, Inc. | 3.2 | ||
Telephone & Data Systems, Inc. | 3.2 | ||
Juniper Networks, Inc. | 3.2 | ||
TOTAL | 32.6% |
% of Net Assets | |||
Communications Equipment | 54.0% | ||
Diversified Telecommunication Services | 34.9 | ||
Wireless Telecommunication Services | 11.0 | ||
Short-Term Investments | 4.1 | ||
Liabilities in Excess of Other Assets | (4.0) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Transportation Select Industry Index | Net
Asset Value |
Market
Value |
S&P Transportation Select Industry Index | ||
ONE YEAR | (19.57)% | (19.55)% | (19.30)% | (19.57)% | (19.55)% | (19.30)% | |
FIVE YEARS | 28.66% | 28.73% | 30.89% | 5.17% | 5.18% | 5.53% | |
TEN YEARS | 198.24% | 198.38% | 208.68% | 11.55% | 11.55% | 11.93% |
Description | % of Net Assets | ||
FedEx Corp. | 2.5% | ||
Spirit Airlines, Inc. | 2.5 | ||
United Parcel Service, Inc. Class B | 2.4 | ||
Old Dominion Freight Line, Inc. | 2.4 | ||
Union Pacific Corp. | 2.3 | ||
AMERCO | 2.3 | ||
Knight-Swift Transportation Holdings, Inc. | 2.3 | ||
Landstar System, Inc. | 2.3 | ||
C.H. Robinson Worldwide, Inc. | 2.3 | ||
Forward Air Corp. | 2.3 | ||
TOTAL | 23.6% |
% of Net Assets | |||
Trucking | 36.1% | ||
Airlines | 28.5 | ||
Air Freight & Logistics | 20.4 | ||
Marine | 8.0 | ||
Railroads | 6.8 | ||
Short-Term Investments | 5.2 | ||
Liabilities in Excess of Other Assets | (5.0) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
SSGA Gender Diversity Index | Net
Asset Value |
Market
Value |
SSGA Gender Diversity Index | ||
ONE YEAR | (24.47)% | (24.42)% | (24.34)% | (24.47)% | (24.42)% | (24.34)% | |
FIVE YEARS | 33.89% | 33.98% | 34.83% | 6.01% | 6.02% | 6.16% | |
SINCE INCEPTION(1) | 60.44% | 60.58% | 62.04% | 7.77% | 7.79% | 7.94% |
(1) | For the period March 7, 2016 to June 30, 2022. Since shares of the Fund did not trade in the secondary market until several days after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (3/7/16, 3/8/16, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
UnitedHealth Group, Inc. | 7.7% | ||
Visa, Inc. Class A | 5.6 | ||
Salesforce, Inc. | 4.1 | ||
Merck & Co., Inc. | 3.7 | ||
Walt Disney Co. | 3.6 | ||
Coca-Cola Co. | 2.9 | ||
Intuit, Inc. | 2.9 | ||
Bristol-Myers Squibb Co. | 2.7 | ||
NIKE, Inc. Class B | 2.5 | ||
American Express Co. | 2.2 | ||
TOTAL | 37.9% |
% of Net Assets | |||
Information Technology | 24.0% | ||
Health Care | 19.4 | ||
Consumer Discretionary | 10.4 | ||
Industrials | 10.0 | ||
Financials | 8.6 | ||
Consumer Staples | 6.6 | ||
Communication Services | 6.5 | ||
Energy | 4.4 | ||
Real Estate | 3.5 | ||
Materials | 3.2 | ||
Utilities | 3.0 | ||
Short-Term Investments | 1.2 | ||
Liabilities in Excess of Other Assets | (0.8) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value(1) |
Market
Value(1) |
ICE Exchange-Listed Fixed & Adjustable Rate Preferred Securities Index(2) | Net
Asset Value(1) |
Market
Value(1) |
ICE Exchange-Listed Fixed & Adjustable Rate Preferred Securities Index(2) | ||
ONE YEAR | (14.52)% | (14.47)% | (14.34)% | (14.52)% | (14.47)% | (14.34)% | |
FIVE YEARS | 4.44% | 4.57% | 5.96% | 0.87% | 0.90% | 1.16% | |
TEN YEARS | 40.00% | 39.95% | 43.84% | 3.42% | 3.42% | 3.70% |
(1) | Effective May 1, 2021, the Fund changed its investment strategy and its benchmark index to the ICE Exchange-Listed Fixed & Adjustable Rate Preferred Securities Index. The Fund’s performance in the table above and the line graph below is based on the Fund’s prior investment strategy to track a different benchmark index for periods prior to May 1, 2021. |
(2) | The ICE Exchange-Listed Fixed & Adjustable Rate Preferred Securities Index inception date is May 1, 2021. Index returns in the table above and the line graph below represent the Fund’s prior benchmark index from June 30, 2011 until May 1, 2021 and the ICE Exchange-Listed Fixed & Adjustable Rate Preferred Securities Index from May 1, 2021 through June 30, 2021. |
Description | % of Net Assets | ||
Citigroup
Capital XIII 7.61% 10/30/2040 |
3.4% | ||
PNC
Financial Services Group, Inc. 5.35% 8/1/2022 |
2.2 | ||
AT&T,
Inc. 5.35% 11/1/2066 |
1.8 | ||
Capital
One Financial Corp. 5.00% 1/12/2167 |
1.7 | ||
Allstate
Corp. 5.10% 10/15/2168 |
1.5 | ||
Duke
Energy Corp. 5.75% 9/16/2167 |
1.4 | ||
Capital
One Financial Corp. 4.80% 6/1/2025 |
1.4 | ||
Qwest
Corp. 6.50% 9/1/2056 |
1.3 | ||
MetLife,
Inc. 4.75% 3/15/2025 |
1.3 | ||
Southern
Co. 4.95% 1/30/2080 |
1.2 | ||
TOTAL | 17.2% |
% of Net Assets | |||
Financials | 73.2% | ||
Utilities | 13.9 | ||
Real Estate | 5.9 | ||
Communication Services | 5.2 | ||
Industrials | 0.8 | ||
Short-Term Investments | 9.5 | ||
Liabilities in Excess of Other Assets | (8.5) | ||
TOTAL | 100.0% |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$125,949,972 | $— | $ 0(a) | $125,949,972 | ||||
Short-Term Investments
|
10,786,965 | — | — | 10,786,965 | ||||
TOTAL INVESTMENTS
|
$136,736,937 | $— | $ 0 | $136,736,937 |
(a) | The Fund held a Level 3 security that was valued at $0 at June 30, 2022. |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
371,487 | $ 371,598 | $ 31,950,205 | $ 32,138,663 | $(456) | $(35) | 182,667 | $ 182,649 | $ 507 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
28,664,569 | 28,664,569 | 96,676,229 | 114,736,482 | — | — | 10,604,316 | 10,604,316 | 110,197 | ||||||||
Total
|
$29,036,167 | $128,626,434 | $146,875,145 | $(456) | $(35) | $10,786,965 | $110,704 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-Mini S&P 500 Index (long) | 2 | 09/16/2022 | $374,036 | $378,950 | $ 4,914 | |||||
MSCI EAFE Index (long) | 3 | 09/16/2022 | 281,733 | 278,490 | (3,243) | |||||
$ 1,671 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$95,362,015 | $— | $ 0(a) | $95,362,015 | ||||
Short-Term Investments
|
1,270,806 | — | — | 1,270,806 | ||||
TOTAL INVESTMENTS
|
$96,632,821 | $— | $ 0 | $96,632,821 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(b)
|
$ 1,671 | $— | $— | $ 1,671 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 1,671 | $— | $— | $ 1,671 | ||||
TOTAL INVESTMENTS AND OTHER FINANCIAL
INSTRUMENTS
|
$96,634,492 | $— | $ 0 | $96,634,492 |
(a) | The Fund held a Level 3 security that was valued at $0 at June 30, 2022. |
(b) | Futures Contracts are valued at unrealized appreciation (depreciation). |
% of Net Assets | ||
Financials | 17.5% | |
Industrials | 13.4 | |
Health Care | 11.5 | |
Energy | 11.0 | |
Information Technology | 10.2 | |
Consumer Discretionary | 10.2 | |
Consumer Staples | 8.0 | |
Communication Services | 7.1 | |
Materials | 5.8 | |
Utilities | 4.0 | |
Real Estate | 0.6 | |
Short-Term Investments | 1.3 | |
Liabilities in Excess of Other Assets | (0.6) | |
TOTAL | 100.0% |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
99,094 | $ 99,094 | $ 5,538,323 | $ 5,571,396 | $— | $— | 66,021 | $ 66,021 | $ 281 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
4,114,813 | 4,114,813 | 12,761,708 | 15,671,736 | — | — | 1,204,785 | 1,204,785 | 5,112 | ||||||||
Total
|
$4,213,907 | $18,300,031 | $21,243,132 | $— | $— | $1,270,806 | $5,393 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$813,249,451 | $— | $— | $813,249,451 | ||||
Short-Term Investments
|
903,780 | — | — | 903,780 | ||||
TOTAL INVESTMENTS
|
$814,153,231 | $— | $— | $814,153,231 |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Corp.
|
6,696 | $ 550,947 | $ 163,455 | $ 105,757 | $32,095 | $(179,536) | 7,481 | $ 461,204 | $16,144 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
2,152,468 | 2,153,114 | 27,816,700 | 29,362,763 | (426) | (10) | 606,676 | 606,615 | 3,173 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
478,989 | 478,989 | 8,124,855 | 8,306,679 | — | — | 297,165 | 297,165 | 2,263 | ||||||||
Total
|
$3,183,050 | $36,105,010 | $37,775,199 | $31,669 | $(179,546) | $1,364,984 | $21,580 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$383,472,013 | $— | $— | $383,472,013 | ||||
TOTAL INVESTMENTS
|
$383,472,013 | $— | $— | $383,472,013 |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
806,812 | $807,054 | $ 9,486,848 | $ 10,293,621 | $(207) | $(74) | — | $— | $1,062 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
— | — | 92,451,395 | 92,451,395 | — | — | — | — | 5,335 | ||||||||
Total
|
$807,054 | $101,938,243 | $102,745,016 | $(207) | $(74) | $— | $6,397 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-Mini S&P 500 Index (long) | 10 | 09/16/2022 | $1,872,912 | $1,894,750 | $21,838 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,159,886,638 | $— | $— | $1,159,886,638 | ||||
Short-Term Investments
|
2,457,615 | — | — | 2,457,615 | ||||
TOTAL INVESTMENTS
|
$1,162,344,253 | $— | $— | $1,162,344,253 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(a)
|
$ 21,838 | $— | $— | $ 21,838 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 21,838 | $— | $— | $ 21,838 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
TOTAL INVESTMENTS AND OTHER FINANCIAL
INSTRUMENTS
|
$1,162,366,091 | $— | $— | $1,162,366,091 |
(a) | Futures Contracts are valued at unrealized appreciation (depreciation). |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Corp.
|
11,303 | $ 930,011 | $ 341,842 | $ 127,533 | $27,971 | $(330,460) | 13,655 | $ 841,831 | $29,854 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
939,931 | 940,212 | 25,259,569 | 23,743,880 | (562) | (37) | 2,455,547 | 2,455,302 | 3,964 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
— | — | 4,589,150 | 4,586,837 | — | — | 2,313 | 2,313 | 363 | ||||||||
Total
|
$1,870,223 | $30,190,561 | $28,458,250 | $27,409 | $(330,497) | $3,299,446 | $34,181 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$89,159,798 | $— | $— | $89,159,798 | ||||
Short-Term Investments
|
3,148,946 | — | — | 3,148,946 | ||||
TOTAL INVESTMENTS
|
$92,308,744 | $— | $— | $92,308,744 |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Corp.
|
23,753 | $1,954,397 | $ 5,288,554 | $ 5,207,158 | $129,278 | $(719,748) | 23,444 | $1,445,323 | $ 90,439 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
158,671 | 158,719 | 7,223,673 | 7,218,233 | (128) | (6) | 164,042 | 164,025 | 582 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
32,962 | 32,962 | 30,542,724 | 27,590,765 | — | — | 2,984,921 | 2,984,921 | 36,335 | ||||||||
Total
|
$2,146,078 | $43,054,951 | $40,016,156 | $129,150 | $(719,754) | $4,594,269 | $127,356 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$384,018,291 | $— | $— | $384,018,291 | ||||
Short-Term Investments
|
21,866,829 | — | — | 21,866,829 | ||||
TOTAL INVESTMENTS
|
$405,885,120 | $— | $— | $405,885,120 |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
119,404 | $ 119,440 | $ 65,173,213 | $ 56,936,443 | $(796) | $(817) | 8,355,432 | $ 8,354,597 | $ 2,120 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
12,327,999 | 12,327,999 | 214,612,999 | 213,428,766 | — | — | 13,512,232 | 13,512,232 | 559,340 | ||||||||
Total
|
$12,447,439 | $279,786,212 | $270,365,209 | $(796) | $(817) | $21,866,829 | $561,460 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at June 30, 2022. |
(c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended June 30, 2022 are shown in the Affiliate Table below. |
(d) | The rate shown is the annualized seven-day yield at June 30, 2022. |
(e) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended June 30, 2022 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
|
$89,582,471 | $— | $— | $89,582,471 | ||||
Short-Term Investments
|
8,791,843 | — | — | 8,791,843 | ||||
TOTAL INVESTMENTS
|
$98,374,314 | $— | $— | $98,374,314 |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
515,301 | $ 515,455 | $ 5,286,883 | $ 4,388,388 | $(35) | $(70) | 1,413,986 | $1,413,845 | $ 306 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
4,199,262 | 4,199,262 | 63,027,806 | 59,849,070 | — | — | 7,377,998 | 7,377,998 | 41,529 | ||||||||
Total
|
$4,714,717 | $68,314,689 | $64,237,458 | $(35) | $(70) | $8,791,843 | $41,835 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$541,809,099 | $— | $— | $541,809,099 | ||||
Short-Term Investments
|
11,671,972 | — | — | 11,671,972 | ||||
TOTAL INVESTMENTS
|
$553,481,071 | $— | $— | $553,481,071 |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
659,163 | $659,361 | $17,985,169 | $17,678,680 | $(296) | $(36) | 965,614 | $ 965,518 | $ 1,836 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
— | — | 57,876,461 | 47,170,007 | — | — | 10,706,454 | 10,706,454 | 48,916 | ||||||||
Total
|
$659,361 | $75,861,630 | $64,848,687 | $(296) | $(36) | $ 11,671,972 | $50,752 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$26,256,878 | $— | $— | $26,256,878 | ||||
Short-Term Investments
|
2,550,235 | — | — | 2,550,235 | ||||
TOTAL INVESTMENTS
|
$ 28,807,113 | $— | $— | $ 28,807,113 |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
39,215 | $ 39,227 | $ 458,171 | $ 486,974 | $(24) | $ (2) | 10,399 | $ 10,398 | $ 46 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,554,443 | 2,554,443 | 28,882,273 | 28,896,879 | — | — | 2,539,837 | 2,539,837 | 8,679 | ||||||||
Total
|
$2,593,670 | $29,340,444 | $29,383,853 | $(24) | $ (2) | $2,550,235 | $8,725 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,995,109,639 | $— | $— | $1,995,109,639 | ||||
Short-Term Investments
|
89,052,211 | — | — | 89,052,211 | ||||
TOTAL INVESTMENTS
|
$2,084,161,850 | $— | $— | $2,084,161,850 |
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(a) |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
Arch Resources, Inc.
|
996,097 | $ 56,757,607 | $ 218,788,757 | $ 283,891,302 | $ 82,800,026 | $ —* | — | $ —* | $ 7,666,115 | ||||||||
Century Aluminum Co.
|
7,515,836 | 96,879,126 | 232,547,808 | 237,915,282 | 22,274,775 | (49,207,863) | 8,762,356 | 64,578,564 | — | ||||||||
Coeur Mining, Inc.
|
9,420,997 | 83,658,453 | 185,397,083 | 141,676,054 | (36,497,037) | (44,789,777) | 15,162,062 | 46,092,668 | — | ||||||||
CONSOL Energy, Inc.
|
746,481 | 13,787,504 | 121,680,837 | 113,300,012 | 33,664,039 | —* | — | —* | — | ||||||||
Peabody Energy Corp.
|
5,820,235 | 46,154,464 | 275,895,127 | 363,816,501 | 120,385,799 | —* | — | —* | — | ||||||||
Piedmont Lithium, Inc.
|
— | — | 124,844,451 | 38,765,813 | (3,721,848) | (36,378,096) | 1,262,804 | 45,978,694 | — | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,570,577 | 1,571,049 | 54,567,882 | 53,859,279 | (834) | (173) | 2,278,873 | 2,278,645 | 9,598 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
28,062,730 | 28,062,730 | 851,278,322 | 792,567,486 | — | — | 86,773,566 | 86,773,566 | 170,821 | ||||||||
TimkenSteel Corp.
|
2,902,283 | 41,067,304 | 71,771,595 | 85,501,437 | 9,214,787 | —* | — | —* | — | ||||||||
Uranium Energy Corp.
|
18,876,949 | 50,212,684 | 200,220,224 | 179,455,054 | 23,959,766 | (19,344,028) | 24,543,374 | 75,593,592 | — | ||||||||
Warrior Met Coal, Inc.
|
2,696,696 | 46,383,171 | 13,602,022 | 61,086,155 | (4,934,871) | —* | — | —* | 123,539 | ||||||||
Total
|
$464,534,092 | $2,350,594,108 | $2,351,834,375 | $247,144,602 | $(149,719,937) | $321,295,729 | $7,970,073 |
(a) | Does not include change in unrealized appreciation and depreciation from investments that are no longer affiliates at period ended June 30, 2022. |
* | As of June 30, 2022, no longer an affiliate. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$230,531,760 | $— | $— | $230,531,760 | ||||
Short-Term Investments
|
3,315,917 | — | — | 3,315,917 | ||||
TOTAL INVESTMENTS
|
$233,847,677 | $— | $— | $233,847,677 |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
113,239 | $113,273 | $ 2,674,632 | $ 2,516,512 | $(80) | $ 3 | 271,343 | $ 271,316 | $ 595 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
— | — | 65,256,698 | 62,212,097 | — | — | 3,044,601 | 3,044,601 | 8,634 | ||||||||
Total
|
$113,273 | $67,931,330 | $64,728,609 | $(80) | $ 3 | $3,315,917 | $9,229 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$205,488,993 | $— | $— | $205,488,993 | ||||
Short-Term Investments
|
5,321,761 | — | — | 5,321,761 | ||||
TOTAL INVESTMENTS
|
$210,810,754 | $— | $— | $210,810,754 |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
271,177 | $ 271,258 | $ 9,569,743 | $ 9,660,771 | $(82) | $ (1) | 180,164 | $ 180,147 | $ 791 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
16,787,951 | 16,787,951 | 156,432,125 | 168,078,462 | — | — | 5,141,614 | 5,141,614 | 780,932 | ||||||||
Total
|
$17,059,209 | $166,001,868 | $177,739,233 | $(82) | $ (1) | $5,321,761 | $781,723 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$377,570,002 | $— | $— | $377,570,002 | ||||
Short-Term Investment
|
28,813,697 | — | — | 28,813,697 | ||||
TOTAL INVESTMENTS
|
$406,383,699 | $— | $— | $406,383,699 |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
575,915 | $ 576,087 | $ 54,233,007 | $ 54,809,011 | $(82) | $ (1) | — | $ — | $ 1,146 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
44,696,050 | 44,696,050 | 460,489,282 | 476,371,635 | — | — | 28,813,697 | 28,813,697 | 802,457 | ||||||||
Total
|
$45,272,137 | $514,722,289 | $531,180,646 | $(82) | $ (1) | $28,813,697 | $803,603 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$932,026,358 | $— | $— | $932,026,358 | ||||
Short-Term Investments
|
48,737,847 | — | — | 48,737,847 | ||||
TOTAL INVESTMENTS
|
$980,764,205 | $— | $— | $980,764,205 |
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(a) |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
Kopin Corp.
|
2,886,934 | $23,615,120 | $ 18,889,101 | $ 21,066,825 | $(28,319,798) | $—* | — | $ —* | $ — | ||||||||
Meta Materials, Inc.
|
— | — | 56,417,565 | 19,925,729 | (14,138,008) | —* | — | —* | — | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
2,447,146 | 2,447,880 | 8,814,963 | 10,244,059 | (308) | — | 1,018,578 | 1,018,476 | 3,013 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
24,868,582 | 24,868,582 | 341,278,928 | 318,428,139 | — | — | 47,719,371 | 47,719,371 | 1,156,815 | ||||||||
Total
|
$50,931,582 | $425,400,557 | $369,664,752 | $ (42,458,114) | $— | $48,737,847 | $1,159,828 |
(a) | Does not include change in unrealized appreciation and depreciation from investments that are no longer affiliates at period ended June 30, 2022. |
* | As of June 30, 2022, no longer an affiliate. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$209,667,639 | $— | $— | $209,667,639 | ||||
Short-Term Investments
|
19,977,390 | — | — | 19,977,390 | ||||
TOTAL INVESTMENTS
|
$229,645,029 | $— | $— | $229,645,029 |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
430,618 | $ 430,747 | $ 14,117,845 | $ 14,347,666 | $(121) | $(32) | 200,793 | $ 200,773 | $ 569 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
24,637,133 | 24,637,133 | 184,663,897 | 189,524,413 | — | — | 19,776,617 | 19,776,617 | 150,375 | ||||||||
Total
|
$25,067,880 | $198,781,742 | $203,872,079 | $(121) | $(32) | $19,977,390 | $150,944 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$54,393,731 | $— | $— | $54,393,731 | ||||
Short-Term Investments
|
2,261,266 | — | — | 2,261,266 | ||||
TOTAL INVESTMENTS
|
$56,654,997 | $— | $— | $56,654,997 |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
201,557 | $ 201,618 | $ 2,269,519 | $ 2,400,845 | $43 | $(28) | 70,314 | $ 70,307 | $ 275 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,582,042 | 2,582,042 | 32,468,392 | 32,859,475 | — | — | 2,190,959 | 2,190,959 | 30,667 | ||||||||
Total
|
$2,783,660 | $ 34,737,911 | $35,260,320 | $43 | $(28) | $2,261,266 | $30,942 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$503,002,868 | $— | $— | $503,002,868 | ||||
Short-Term Investments
|
25,932,259 | — | — | 25,932,259 | ||||
TOTAL INVESTMENTS
|
$528,935,127 | $— | $— | $528,935,127 |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
114,813 | $114,847 | $ 57,177,727 | $ 56,627,988 | $286 | $ 1 | 664,939 | $ 664,873 | $ 2,432 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
— | — | 133,229,756 | 107,962,370 | — | — | 25,267,386 | 25,267,386 | 222,118 | ||||||||
Total
|
$114,847 | $190,407,483 | $164,590,358 | $286 | $ 1 | $25,932,259 | $224,550 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-Mini S&P 500 Index (long) | 3 | 09/16/2022 | $566,866 | $568,419 | $1,553 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$202,005,686 | $— | $— | $202,005,686 | ||||
Short-Term Investments
|
2,571,177 | — | — | 2,571,177 | ||||
TOTAL INVESTMENTS
|
$204,576,863 | $— | $— | $204,576,863 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(a)
|
$ 1,553 | $— | $— | $ 1,553 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 1,553 | $— | $— | $ 1,553 | ||||
TOTAL INVESTMENTS AND OTHER FINANCIAL
INSTRUMENTS
|
$204,578,416 | $— | $— | $204,578,416 |
(a) | Futures Contracts are valued at unrealized appreciation (depreciation). |
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 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
91,032 | $ 91,059 | $ 6,021,959 | $ 5,547,053 | $(68) | $ (1) | 565,952 | $ 565,896 | $ 1,021 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
472,848 | 472,848 | 30,786,990 | 29,254,557 | — | — | 2,005,281 | 2,005,281 | 18,242 | ||||||||
Total
|
$563,907 | $36,808,949 | $34,801,610 | $(68) | $ (1) | $2,571,177 | $19,263 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Preferred Stocks
|
$1,039,429,737 | $— | $— | $1,039,429,737 | ||||
Short-Term Investments
|
99,219,032 | — | — | 99,219,032 | ||||
TOTAL INVESTMENTS
|
$1,138,648,769 | $— | $— | $1,138,648,769 |
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(a) |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Dividend
Income | |||||||||
Apollo Asset Management, Inc.
|
— | $ — | $ 11,189,057 | $ 2,158,086 | $ (20,424) | $ (578,484) | 343,313 | $ 8,432,063 | $ 282,514 | ||||||||
Athene Holding, Ltd.
|
1,552,586 | 43,419,201 | 10,006,278 | 13,155,236 | 4,326 | (7,791,339) | 1,419,594 | 32,483,230 | 2,258,028 | ||||||||
Bank of America Corp.
|
2,421,229 | 64,993,373 | 22,192,722 | 27,840,223 | (1,247,870) | (11,759,622) | 2,182,321 | 46,338,380 | 2,924,720 | ||||||||
Brighthouse Financial, Inc.
|
913,957 | 25,589,590 | 13,365,128 | 9,835,711 | (345,506) | (6,768,571) | 1,042,817 | 22,004,930 | 1,527,071 | ||||||||
Capital One Financial Corp.
|
2,821,409 | 74,345,998 | 28,968,044 | 41,062,684 | (1,311,042) | (16,756,561) | 2,297,375 | 44,183,755 | 3,250,328 | ||||||||
First Republic Bank
|
1,265,854 | 33,863,354 | 36,115,130 | 15,076,366 | (1,361,265) | (15,846,596) | 2,048,094 | 37,694,257 | 2,001,556 | ||||||||
Morgan Stanley
|
2,601,780 | 73,097,410 | 25,005,999 | 34,592,889 | (1,436,212) | (11,133,399) | 2,252,737 | 50,940,909 | 3,468,258 | ||||||||
Public Storage
|
2,323,417 | 61,675,381 | 29,946,714 | 33,830,002 | (1,131,727) | (11,671,569) | 2,134,550 | 44,988,797 | 2,572,006 | ||||||||
State Street Corp.
|
814,577 | 23,806,828 | 5,414,730 | 7,083,611 | (80,327) | (3,505,874) | 745,589 | 18,551,746 | 1,151,642 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
65,923,522 | 65,943,299 | 261,707,364 | 320,124,426 | (6,364) | (187) | 7,520,438 | 7,519,686 | 12,206 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
128,329,545 | 128,329,545 | 439,162,905 | 475,793,104 | — | — | 91,699,346 | 91,699,346 | 1,273,431 | ||||||||
US Bancorp
|
2,557,773 | 66,183,925 | 20,069,638 | 34,692,012 | (2,278,024) | (10,450,159) | 1,953,967 | 38,833,368 | 2,560,263 | ||||||||
Vornado Realty Trust
|
794,703 | 21,018,858 | 3,292,697 | 20,014,107 | (3,620,452) | —* | — | —* | 683,231 | ||||||||
Wells Fargo & Co.
|
2,793,213 | 73,951,809 | 32,985,201 | 39,435,776 | (1,276,034) | (14,002,068) | 2,511,120 | 52,223,132 | 3,431,849 | ||||||||
Total
|
$756,218,571 | $939,421,607 | $1,074,694,233 | $(14,110,921) | $(110,264,429) | $495,893,599 | $27,397,103 |
(a) | Does not include change in unrealized appreciation and depreciation from investments that are no longer affiliates at period ended June 30, 2022. |
* | As of June 30, 2022, no longer an affiliate. |
SPDR FactSet Innovative Technology ETF | SPDR Global Dow ETF | SPDR MSCI USA StrategicFactorsSM ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$ 125,949,972 | $ 95,362,015 | $812,788,247 | ||
Investments in affiliated issuers, at value
|
10,786,965 | 1,270,806 | 1,364,984 | ||
Total Investments
|
136,736,937 | 96,632,821 | 814,153,231 | ||
Foreign currency, at value
|
— | 219,793 | — | ||
Net cash at broker
|
— | 29,974 | — | ||
Cash
|
248 | 35,095 | 7 | ||
Receivable from broker — accumulated variation
margin on futures contracts
|
— | 1,685 | — | ||
Receivable for investments sold
|
— | 412 | — | ||
Receivable for fund shares sold
|
— | — | — | ||
Dividends receivable — unaffiliated issuers
|
24,586 | 293,058 | 627,816 | ||
Dividends receivable — affiliated issuers
|
148 | 188 | 5,807 | ||
Securities lending income receivable —
unaffiliated issuers
|
2,231 | 91 | 23 | ||
Securities lending income receivable — affiliated
issuers
|
41,984 | 265 | 731 | ||
Receivable for foreign taxes recoverable
|
— | 69,629 | — | ||
TOTAL ASSETS
|
136,806,134 | 97,283,011 | 814,787,615 | ||
LIABILITIES | |||||
Due to custodian
|
— | — | — | ||
Payable upon return of securities loaned
|
10,604,316 | 1,204,785 | 297,165 | ||
Payable for investments purchased
|
— | — | — | ||
Payable for fund shares repurchased
|
1,161 | — | — | ||
Deferred foreign taxes payable
|
— | 26,409 | — | ||
Advisory fee payable
|
49,245 | 41,799 | 102,592 | ||
Trustees’ fees and expenses payable
|
180 | 22 | 225 | ||
TOTAL LIABILITIES
|
10,654,902 | 1,273,015 | 399,982 | ||
NET ASSETS
|
$ 126,151,232 | $ 96,009,996 | $814,387,633 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in Capital
|
$ 286,206,122 | $100,129,877 | $842,905,265 | ||
Total distributable earnings (loss)**
|
(160,054,890) | (4,119,881) | (28,517,632) | ||
NET ASSETS
|
$ 126,151,232 | $ 96,009,996 | $814,387,633 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 107.82 | $ 95.97 | $ 108.01 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
1,170,000 | 1,000,464 | 7,540,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$ 250,486,354 | $ 87,585,843 | $804,742,180 | ||
Investments in affiliated issuers
|
10,786,965 | 1,270,806 | 1,458,794 | ||
Total cost of investments
|
$ 261,273,319 | $ 88,856,649 | $806,200,974 | ||
Foreign currency, at cost
|
$ — | $ 220,858 | $ — | ||
* Includes investments in securities on loan, at
value
|
$ 14,930,415 | $ 2,009,721 | $ 337,138 | ||
** Includes deferred foreign taxes
|
$ — | $ 26,409 | $ — |
SPDR NYSE Technology ETF | SPDR S&P 500 Fossil Fuel Reserves Free ETF | SPDR S&P Capital Markets ETF | SPDR S&P Health Care Equipment ETF | SPDR S&P Health Care Services ETF | SPDR S&P Insurance ETF | |||||
$ 383,472,013 | $1,159,044,807 | $ 87,714,475 | $ 384,018,291 | $ 89,582,471 | $ 541,809,100 | |||||
— | 3,299,446 | 4,594,269 | 21,866,829 | 8,791,843 | 11,671,972 | |||||
383,472,013 | 1,162,344,253 | 92,308,744 | 405,885,120 | 98,374,314 | 553,481,072 | |||||
— | — | — | — | — | — | |||||
— | 77,764 | — | — | — | — | |||||
— | 7 | 1 | — | 96,237 | — | |||||
— | 21,862 | — | — | — | — | |||||
712,434 | — | — | — | — | — | |||||
— | — | — | 487 | — | — | |||||
96,978 | 896,771 | 61,696 | 118,473 | 24,242 | 449,332 | |||||
475 | 2,467 | 259 | 1,217 | 120 | 837 | |||||
108 | 34 | 206 | 11,684 | 898 | 341 | |||||
213 | — | 1,791 | 35,364 | 2,814 | 890 | |||||
21,081 | — | — | — | — | — | |||||
384,303,302 | 1,163,343,158 | 92,372,697 | 406,052,345 | 98,498,625 | 553,932,472 | |||||
343,679 | — | — | 8,145,821 | — | 182 | |||||
— | 2,313 | 2,984,921 | 13,512,232 | 7,377,998 | 10,706,454 | |||||
— | 1,199,770 | — | — | 1,399,552 | — | |||||
— | 24,711 | — | — | — | 15,502 | |||||
— | — | — | — | — | — | |||||
118,359 | 197,282 | 27,963 | 113,305 | 26,130 | 138,641 | |||||
153 | 249 | 46 | 229 | 32 | 139 | |||||
462,191 | 1,424,325 | 3,012,930 | 21,771,587 | 8,803,712 | 10,860,918 | |||||
$ 383,841,111 | $1,161,918,833 | $ 89,359,767 | $ 384,280,758 | $ 89,694,913 | $ 543,071,554 | |||||
$ 530,044,410 | $ 1,126,611,815 | $178,724,762 | $ 661,904,876 | $177,266,991 | $ 717,742,915 | |||||
(146,203,299) | 35,307,018 | (89,364,995) | (277,624,118) | (87,572,078) | (174,671,361) | |||||
$ 383,841,111 | $1,161,918,833 | $ 89,359,767 | $ 384,280,758 | $ 89,694,913 | $ 543,071,554 | |||||
$ 103.04 | $ 92.22 | $ 72.95 | $ 84.92 | $ 82.29 | $ 37.84 | |||||
3,725,012 | 12,600,000 | 1,225,000 | 4,525,000 | 1,090,000 | 14,350,000 | |||||
$ 462,104,409 | $ 1,112,488,882 | $125,586,010 | $ 496,914,029 | $121,570,153 | $ 602,254,202 | |||||
— | 3,533,067 | 5,264,656 | 21,867,643 | 8,791,843 | 11,671,989 | |||||
$ 462,104,409 | $ 1,116,021,949 | $130,850,666 | $ 518,781,672 | $130,361,996 | $ 613,926,191 | |||||
$ — | $ — | $ — | $ — | $ — | $ — | |||||
$ — | $ 237,244 | $ 3,627,774 | $ 27,289,837 | $ 14,997,130 | $ 10,308,009 | |||||
$ — | $ — | $ — | $ — | $ — | $ — |
SPDR S&P Internet ETF | SPDR S&P Metals & Mining ETF | SPDR S&P Oil & Gas Equipment & Services ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$ 26,256,878 | $ 1,762,866,121 | $ 230,531,760 | ||
Investments in affiliated issuers, at value
|
2,550,235 | 321,295,729 | 3,315,917 | ||
Total Investments
|
28,807,113 | 2,084,161,850 | 233,847,677 | ||
Cash
|
— | 221 | 4,965 | ||
Receivable for investments sold
|
— | — | 19,473 | ||
Receivable for fund shares sold
|
— | — | 1,176 | ||
Dividends receivable — unaffiliated issuers
|
— | 1,794,843 | 103,939 | ||
Dividends receivable — affiliated issuers
|
28 | 6,083 | 324 | ||
Interest receivable — unaffiliated issuers
|
— | — | — | ||
Securities lending income receivable —
unaffiliated issuers
|
263 | 17,411 | 173 | ||
Securities lending income receivable — affiliated
issuers
|
931 | 14,538 | 433 | ||
Due from broker
|
— | — | — | ||
TOTAL ASSETS
|
28,808,335 | 2,085,994,946 | 233,978,160 | ||
LIABILITIES | |||||
Payable upon return of securities loaned
|
2,539,837 | 86,773,566 | 3,044,601 | ||
Payable for investments purchased
|
— | — | — | ||
Payable for fund shares repurchased
|
— | 22,709 | — | ||
Advisory fee payable
|
7,554 | 740,648 | 90,522 | ||
Trustees’ fees and expenses payable
|
20 | 291 | 28 | ||
TOTAL LIABILITIES
|
2,547,411 | 87,537,214 | 3,135,151 | ||
NET ASSETS
|
$ 26,260,924 | $ 1,998,457,732 | $ 230,843,009 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in Capital
|
$ 69,418,759 | $ 4,150,224,418 | $ 876,445,276 | ||
Total distributable earnings (loss)
|
(43,157,835) | (2,151,766,686) | (645,602,267) | ||
NET ASSETS
|
$ 26,260,924 | $ 1,998,457,732 | $ 230,843,009 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 75.03 | $ 43.44 | $ 59.73 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
350,000 | 46,000,230 | 3,865,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$ 49,446,470 | $ 2,210,598,770 | $ 273,620,098 | ||
Investments in affiliated issuers
|
2,550,237 | 493,105,114 | 3,315,914 | ||
Total cost of investments
|
$ 51,996,707 | $ 2,703,703,884 | $ 276,936,012 | ||
* Includes investments in securities on loan, at
value
|
$ 3,261,664 | $ 192,431,799 | $ 2,872,074 |
SPDR S&P Pharmaceuticals ETF | SPDR S&P Retail ETF | SPDR S&P Semiconductor ETF | SPDR S&P Software & Services ETF | SPDR S&P Telecom ETF | SPDR S&P Transportation ETF | |||||
$ 205,488,993 | $ 377,570,002 | $ 932,026,358 | $ 209,667,639 | $ 54,393,731 | $ 503,002,868 | |||||
5,321,761 | 28,813,697 | 48,737,847 | 19,977,390 | 2,261,266 | 25,932,259 | |||||
210,810,754 | 406,383,699 | 980,764,205 | 229,645,029 | 56,654,997 | 528,935,127 | |||||
— | 456,177 | 360 | 191 | — | — | |||||
— | — | — | — | — | — | |||||
527 | — | — | — | — | — | |||||
125,834 | 227,255 | 176,226 | 18,388 | 7,064 | 183,701 | |||||
— | 408 | 1,133 | 99 | 131 | 1,181 | |||||
— | — | — | — | 131 | — | |||||
— | 4,262 | 49,746 | 4,432 | 631 | 15,045 | |||||
186,063 | 131,473 | 529,066 | 8,893 | 475 | 83,194 | |||||
— | 477,461 | — | — | — | — | |||||
211,123,178 | 407,680,735 | 981,520,736 | 229,677,032 | 56,663,429 | 529,218,248 | |||||
5,141,614 | 28,813,697 | 47,719,371 | 19,776,617 | 2,190,959 | 25,267,386 | |||||
— | 564,916 | — | — | — | — | |||||
— | 8,831 | 462 | — | — | — | |||||
52,939 | 108,581 | 299,934 | 63,369 | 16,160 | 157,334 | |||||
58 | 501 | 262 | 219 | 17 | 140 | |||||
5,194,611 | 29,496,526 | 48,020,029 | 19,840,205 | 2,207,136 | 25,424,860 | |||||
$ 205,928,567 | $ 378,184,209 | $ 933,500,707 | $ 209,836,827 | $ 54,456,293 | $ 503,793,388 | |||||
$ 615,845,642 | $1,043,567,908 | $1,367,671,413 | $ 390,123,437 | $107,920,197 | $ 814,288,449 | |||||
(409,917,075) | (665,383,699) | (434,170,706) | (180,286,610) | (53,463,904) | (310,495,061) | |||||
$ 205,928,567 | $ 378,184,209 | $ 933,500,707 | $ 209,836,827 | $ 54,456,293 | $ 503,793,388 | |||||
$ 42.02 | $ 58.18 | $ 151.79 | $ 111.02 | $ 77.79 | $ 67.81 | |||||
4,900,270 | 6,500,226 | 6,150,000 | 1,890,000 | 700,000 | 7,430,000 | |||||
$ 231,752,132 | $ 497,250,438 | $1,227,870,617 | $ 342,373,786 | $ 69,642,235 | $ 680,843,927 | |||||
5,321,761 | 28,813,697 | 48,737,843 | 19,977,399 | 2,261,269 | 25,932,259 | |||||
$ 237,073,893 | $ 526,064,135 | $1,276,608,460 | $ 362,351,185 | $ 71,903,504 | $ 706,776,186 | |||||
$ 16,571,618 | $ 44,046,962 | $ 50,466,862 | $ 29,406,030 | $ 5,258,132 | $ 34,325,133 |
SPDR SSGA Gender Diversity Index ETF | SPDR ICE Preferred Securities ETF | ||
ASSETS | |||
Investments in unaffiliated issuers, at
value*
|
$202,005,686 | $ 642,755,170 | |
Investments in affiliated issuers, at value
|
2,571,177 | 495,893,599 | |
Total Investments
|
204,576,863 | 1,138,648,769 | |
Net cash at broker
|
28,340 | — | |
Cash
|
41 | 185,898 | |
Receivable from broker — accumulated variation
margin on futures contracts
|
1,559 | — | |
Receivable for investments sold
|
— | 3,875,069 | |
Dividends receivable — unaffiliated issuers
|
290,908 | 2,901,115 | |
Dividends receivable — affiliated issuers
|
517 | 4,821 | |
Securities lending income receivable —
unaffiliated issuers
|
3,423 | 57,060 | |
Securities lending income receivable — affiliated
issuers
|
3,213 | 234,237 | |
TOTAL ASSETS
|
204,904,864 | 1,145,906,969 | |
LIABILITIES | |||
Payable upon return of securities loaned
|
2,005,281 | 91,699,346 | |
Payable for investments purchased
|
— | 3,984,866 | |
Advisory fee payable
|
34,659 | 390,672 | |
Trustees’ fees and expenses payable
|
58 | 338 | |
TOTAL LIABILITIES
|
2,039,998 | 96,075,222 | |
NET ASSETS
|
$202,864,866 | $1,049,831,747 | |
NET ASSETS CONSIST OF: | |||
Paid-in Capital
|
$272,909,417 | $1,336,615,105 | |
Total distributable earnings (loss)
|
(70,044,551) | (286,783,358) | |
NET ASSETS
|
$202,864,866 | $1,049,831,747 | |
NET ASSET VALUE PER SHARE | |||
Net asset value per share
|
$ 75.84 | $ 35.83 | |
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
2,675,000 | 29,300,000 | |
COST OF INVESTMENTS: | |||
Investments in unaffiliated issuers
|
$248,946,699 | $ 740,586,365 | |
Investments in affiliated issuers
|
2,571,178 | 586,376,244 | |
Total cost of investments
|
$251,517,877 | $1,326,962,609 | |
* Includes investments in securities on loan, at
value
|
$ 2,407,362 | $ 100,249,848 |
SPDR FactSet Innovative Technology ETF | SPDR Global Dow ETF | SPDR MSCI USA StrategicFactorsSM ETF | |||
INVESTMENT INCOME | |||||
Dividend income — unaffiliated issuers
|
$ 303,768 | $ 3,756,743 | $ 15,152,981 | ||
Dividend income — affiliated issuers
|
507 | 281 | 19,317 | ||
Unaffiliated securities lending income
|
19,428 | 2,262 | 1,978 | ||
Affiliated securities lending income
|
110,197 | 5,112 | 2,263 | ||
Foreign taxes withheld
|
— | (214,869) | (5,099) | ||
TOTAL INVESTMENT INCOME (LOSS)
|
433,900 | 3,549,529 | 15,171,440 | ||
EXPENSES | |||||
Advisory fee
|
1,147,608 | 505,415 | 1,447,433 | ||
Trustees’ fees and expenses
|
3,151 | 913 | 9,248 | ||
Miscellaneous expenses
|
147 | 56 | 533 | ||
TOTAL EXPENSES
|
1,150,906 | 506,384 | 1,457,214 | ||
NET INVESTMENT INCOME (LOSS)
|
$ (717,006) | $ 3,043,145 | $ 13,714,226 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(29,956,888) | (905,669) | (7,355,087) | ||
Investments — affiliated issuers
|
(456) | — | (426) | ||
In-kind redemptions — unaffiliated issuers
|
31,849,955 | — | 78,699,690 | ||
In-kind redemptions — affiliated issuers
|
— | — | 32,095 | ||
Foreign currency transactions
|
— | (33,273) | 4 | ||
Futures contracts
|
— | (90,726) | — | ||
Net realized gain (loss)
|
1,892,611 | (1,029,668) | 71,376,276 | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers**
|
(157,173,218) | (13,617,311) | (156,740,918) | ||
Investments — affiliated issuers
|
(35) | — | (179,546) | ||
Foreign currency translations
|
— | (11,522) | — | ||
Futures contracts
|
— | 4,903 | — | ||
Net change in unrealized
appreciation/depreciation
|
(157,173,253) | (13,623,930) | (156,920,464) | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(155,280,642) | (14,653,598) | (85,544,188) | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$(155,997,648) | $ (11,610,453) | $ (71,829,962) | ||
** Includes foreign deferred taxes
|
$ — | $ (8,513) | $ — |
SPDR NYSE Technology ETF | SPDR S&P 500 Fossil Fuel Reserves Free ETF | SPDR S&P Capital Markets ETF | SPDR S&P Health Care Equipment ETF | SPDR S&P Health Care Services ETF | SPDR S&P Insurance ETF | |||||
$ 5,170,640 | $ 17,289,054 | $ 4,164,112 | $ 1,123,919 | $ 674,795 | $ 10,580,158 | |||||
1,062 | 33,818 | 91,021 | 2,120 | 306 | 1,836 | |||||
390 | 1,091 | 3,425 | 330,295 | 15,522 | 4,298 | |||||
5,335 | 363 | 36,335 | 559,340 | 41,529 | 48,916 | |||||
(92,211) | (4,045) | — | — | — | — | |||||
5,085,216 | 17,320,281 | 4,294,893 | 2,015,674 | 732,152 | 10,635,208 | |||||
2,208,364 | 2,543,956 | 680,210 | 2,243,322 | 501,177 | 1,699,383 | |||||
6,605 | 11,883 | 1,828 | 6,918 | 1,538 | 4,235 | |||||
358 | 698 | 113 | 362 | 81 | 262 | |||||
2,215,327 | 2,556,537 | 682,151 | 2,250,602 | 502,796 | 1,703,880 | |||||
$ 2,869,889 | $ 14,763,744 | $ 3,612,742 | $ (234,928) | $ 229,356 | $ 8,931,328 | |||||
(37,613,977) | (1,673,306) | (5,129,269) | (53,647,171) | (7,985,639) | (28,498,139) | |||||
(207) | (2,349) | (50,014) | (796) | (35) | (296) | |||||
95,350,230 | 62,497,013 | (359,517) | 47,262,947 | 25,220,302 | 57,737,228 | |||||
— | 29,758 | 179,164 | — | — | — | |||||
— | — | — | — | — | — | |||||
— | (77,449) | — | — | — | — | |||||
57,736,046 | 60,773,667 | (5,359,636) | (6,385,020) | 17,234,628 | 29,238,793 | |||||
(290,607,683) | (242,394,114) | (51,850,624) | (230,957,505) | (61,552,974) | (44,334,955) | |||||
(74) | (330,497) | (719,754) | (817) | (70) | (36) | |||||
— | — | — | — | — | — | |||||
— | 21,838 | — | — | — | — | |||||
(290,607,757) | (242,702,773) | (52,570,378) | (230,958,322) | (61,553,044) | (44,334,991) | |||||
(232,871,711) | (181,929,106) | (57,930,014) | (237,343,342) | (44,318,416) | (15,096,198) | |||||
$(230,001,822) | $(167,165,362) | $(54,317,272) | $(237,578,270) | $(44,089,060) | $ (6,164,870) | |||||
$ — | $ — | $ — | $ — | $ — | $ — |
SPDR S&P Internet ETF | SPDR S&P Metals & Mining ETF | SPDR S&P Oil & Gas Equipment & Services ETF | |||
INVESTMENT INCOME | |||||
Dividend income — unaffiliated issuers
|
$ 165,644 | $ 20,669,180 | $ 1,209,376 | ||
Dividend income — affiliated issuers
|
46 | 7,799,252 | 595 | ||
Unaffiliated securities lending income
|
4,068 | 172,650 | 777 | ||
Affiliated securities lending income
|
8,679 | 170,821 | 8,634 | ||
Foreign taxes withheld
|
— | — | (1,690) | ||
TOTAL INVESTMENT INCOME (LOSS)
|
178,437 | 28,811,903 | 1,217,692 | ||
EXPENSES | |||||
Advisory fee
|
156,786 | 8,046,945 | 743,065 | ||
Trustees’ fees and expenses
|
546 | 20,152 | 1,632 | ||
Miscellaneous expenses
|
26 | 1,233 | 107 | ||
TOTAL EXPENSES
|
157,358 | 8,068,330 | 744,804 | ||
NET INVESTMENT INCOME (LOSS)
|
$ 21,079 | $ 20,743,573 | $ 472,888 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(7,801,817) | (420,567,572) | (24,280,285) | ||
Investments — affiliated issuers
|
(24) | 247,144,602 | (80) | ||
In-kind redemptions — unaffiliated issuers
|
2,596,780 | 704,659,042 | 29,695,412 | ||
Net realized gain (loss)
|
(5,205,061) | 531,236,072 | 5,415,047 | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers
|
(28,820,184) | (485,407,540) | (32,542,356) | ||
Investments — affiliated issuers
|
(2) | (159,799,178) | 3 | ||
Net change in unrealized
appreciation/depreciation
|
(28,820,186) | (645,206,718) | (32,542,353) | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(34,025,247) | (113,970,646) | (27,127,306) | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$(34,004,168) | $ (93,227,073) | $(26,654,418) |