The Communication Services Select Sector SPDR Fund | XLC |
The Consumer Discretionary Select Sector SPDR Fund | XLY |
The Consumer Staples Select Sector SPDR Fund | XLP |
The Energy Select Sector SPDR Fund | XLE |
The Financial Select Sector SPDR Fund | XLF |
The Health Care Select Sector SPDR Fund | XLV |
The Industrial Select Sector SPDR Fund | XLI |
The Materials Select Sector SPDR Fund | XLB |
The Real Estate Select Sector SPDR Fund | XLRE |
The Technology Select Sector SPDR Fund | XLK |
The Utilities Select Sector SPDR Fund | XLU |
Portfolio Statistics (Unaudited) | |
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3 |
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4 |
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5 |
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6 |
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7 |
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8 |
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9 |
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10 |
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11 |
Schedules of Investments (Unaudited) | |
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12 |
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14 |
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16 |
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18 |
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20 |
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22 |
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24 |
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27 |
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29 |
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31 |
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33 |
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36 |
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49 |
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60 |
|
70 |
Description | Market Value | % of Net Assets | ||
Meta Platforms, Inc. Class A | 2,355,760,555 | 19.9% | ||
Alphabet, Inc. Class A | 1,402,353,889 | 11.8 | ||
Alphabet, Inc. Class C | 1,300,485,969 | 11.0 | ||
Netflix, Inc. | 543,363,397 | 4.6 | ||
Walt Disney Co. | 513,900,252 | 4.3 | ||
TOTAL | 6,115,864,062 | 51.6% |
Description | Market Value | % of Net Assets | ||
Amazon.com, Inc. | 4,552,741,852 | 23.0% | ||
Tesla, Inc. | 4,333,739,738 | 21.9 | ||
McDonald's Corp. | 946,712,716 | 4.8 | ||
Home Depot, Inc. | 881,916,578 | 4.4 | ||
NIKE, Inc. Class B | 879,908,428 | 4.4 | ||
TOTAL | 11,595,019,312 | 58.5% |
Description | Market Value | % of Net Assets | ||
Procter & Gamble Co. | 2,402,934,481 | 15.7% | ||
Costco Wholesale Corp. | 1,675,265,123 | 10.9 | ||
Coca-Cola Co. | 1,581,231,446 | 10.3 | ||
PepsiCo, Inc. | 1,519,141,717 | 9.9 | ||
Philip Morris International, Inc. | 682,942,015 | 4.5 | ||
TOTAL | 7,861,514,782 | 51.3% |
Description | Market Value | % of Net Assets | ||
Exxon Mobil Corp. | 8,160,706,007 | 22.2% | ||
Chevron Corp. | 7,874,208,693 | 21.4 | ||
EOG Resources, Inc. | 1,750,034,452 | 4.8 | ||
ConocoPhillips | 1,668,235,000 | 4.5 | ||
Schlumberger NV | 1,607,757,935 | 4.4 | ||
TOTAL | 21,060,942,087 | 57.3% |
Description | Market Value | % of Net Assets | ||
Berkshire Hathaway, Inc. Class B | 6,959,271,916 | 15.2% | ||
JPMorgan Chase & Co. | 4,337,872,119 | 9.4 | ||
Bank of America Corp. | 3,155,037,209 | 6.9 | ||
Wells Fargo & Co. | 2,027,610,256 | 4.4 | ||
S&P Global, Inc. | 1,564,428,981 | 3.4 | ||
TOTAL | 18,044,220,481 | 39.3% |
Description | Market Value | % of Net Assets | ||
UnitedHealth Group, Inc. | 3,407,001,456 | 9.2% | ||
Johnson & Johnson | 3,309,516,280 | 8.9 | ||
Pfizer, Inc. | 2,061,131,383 | 5.6 | ||
AbbVie, Inc. | 2,032,835,083 | 5.5 | ||
Thermo Fisher Scientific, Inc. | 1,650,907,505 | 4.5 | ||
TOTAL | 12,461,391,707 | 33.7% |
Description | Market Value | % of Net Assets | ||
Union Pacific Corp. | 932,110,284 | 5.8% | ||
United Parcel Service, Inc. Class B | 837,945,189 | 5.2 | ||
Raytheon Technologies Corp. | 792,040,279 | 4.9 | ||
Honeywell International, Inc. | 714,982,070 | 4.4 | ||
Caterpillar, Inc. | 645,858,476 | 4.0 | ||
TOTAL | 3,922,936,298 | 24.3% |
Description | Market Value | % of Net Assets | ||
Linde PLC | 1,261,133,597 | 16.3% | ||
Freeport-McMoRan, Inc. | 562,463,352 | 7.3 | ||
Newmont Corp. | 488,015,110 | 6.3 | ||
Sherwin-Williams Co. | 463,813,929 | 6.0 | ||
Air Products & Chemicals, Inc. | 426,799,297 | 5.5 | ||
TOTAL | 3,202,225,285 | 41.4% |
Description | Market Value | % of Net Assets | ||
Prologis, Inc. REIT | 655,603,310 | 11.4% | ||
American Tower Corp. REIT | 627,697,036 | 11.0 | ||
Crown Castle International Corp. REIT | 437,740,503 | 7.6 | ||
Equinix, Inc. REIT | 366,340,256 | 6.4 | ||
Public Storage REIT | 326,671,775 | 5.7 | ||
TOTAL | 2,414,052,880 | 42.1% |
Description | Market Value | % of Net Assets | ||
Apple, Inc. | 10,896,669,579 | 22.9% | ||
Microsoft Corp. | 10,537,347,960 | 22.1 | ||
NVIDIA Corp. | 2,139,676,166 | 4.5 | ||
Visa, Inc. Class A | 1,747,704,613 | 3.7 | ||
Mastercard, Inc. Class A | 1,465,684,712 | 3.1 | ||
TOTAL | 26,787,083,030 | 56.3% |
Description | Market Value | % of Net Assets | ||
NextEra Energy, Inc. | 2,356,025,338 | 15.8% | ||
Duke Energy Corp. | 1,217,483,135 | 8.2 | ||
Southern Co. | 1,089,276,182 | 7.3 | ||
Dominion Energy, Inc. | 975,583,820 | 6.6 | ||
Sempra Energy | 761,008,462 | 5.1 | ||
TOTAL | 6,399,376,937 | 43.0% |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$11,841,137,851 | $— | $— | $11,841,137,851 | ||||
Short-Term Investments
|
246,218,881 | — | — | 246,218,881 | ||||
TOTAL INVESTMENTS
|
$12,087,356,732 | $— | $— | $12,087,356,732 |
Number
of Shares Held at 9/30/21 |
Value
at 9/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 3/31/22 |
Value
at 3/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
3,600,221 | $ 3,600,941 | $117,193,658 | $114,032,195 | $(2,298) | $756 | 6,761,538 | $ 6,760,862 | $ 2,923 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
76,583,434 | 76,583,434 | 625,318,721 | 462,444,136 | — | — | 239,458,019 | 239,458,019 | 129,592 | ||||||||
Total
|
$80,184,375 | $742,512,379 | $576,476,331 | $(2,298) | $756 | $246,218,881 | $132,515 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$19,809,801,174 | $— | $— | $19,809,801,174 | ||||
Short-Term Investments
|
92,288,706 | — | — | 92,288,706 | ||||
TOTAL INVESTMENTS
|
$19,902,089,880 | $— | $— | $19,902,089,880 |
Number
of Shares Held at 9/30/21 |
Value
at 9/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 3/31/22 |
Value
at 3/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
5,827,718 | $ 5,828,883 | $110,851,302 | $104,682,804 | $(3,567) | $1,774 | 11,996,788 | $11,995,588 | $ 4,174 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
88,081,524 | 88,081,524 | 823,057,503 | 830,845,909 | — | — | 80,293,118 | 80,293,118 | 72,064 | ||||||||
Total
|
$93,910,407 | $933,908,805 | $935,528,713 | $(3,567) | $1,774 | $92,288,706 | $76,238 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$15,260,349,362 | $— | $— | $15,260,349,362 | ||||
Short-Term Investments
|
47,055,793 | — | — | 47,055,793 | ||||
TOTAL INVESTMENTS
|
$15,307,405,155 | $— | $— | $15,307,405,155 |
Number
of Shares Held at 9/30/21 |
Value
at 9/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 3/31/22 |
Value
at 3/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
15,187,963 | $15,191,001 | $262,722,955 | $259,637,694 | $(5,247) | $1,392 | 18,274,235 | $18,272,407 | $ 6,703 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
3,227,202 | 3,227,202 | 238,882,678 | 213,326,494 | — | — | 28,783,386 | 28,783,386 | 8,698 | ||||||||
Total
|
$18,418,203 | $501,605,633 | $472,964,188 | $(5,247) | $1,392 | $47,055,793 | $15,401 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Energy Sector Index (long) | 1,000 | 06/17/2022 | $79,383,250 | $79,710,000 | $326,750 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$36,621,769,927 | $— | $— | $36,621,769,927 | ||||
Short-Term Investment
|
78,062,669 | — | — | 78,062,669 | ||||
TOTAL INVESTMENTS
|
$36,699,832,596 | $— | $— | $36,699,832,596 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(a)
|
326,750 | — | — | 326,750 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 326,750 | $— | $— | $ 326,750 |
(a) | Futures Contracts are valued at unrealized appreciation (depreciation). |
Number
of Shares Held at 9/30/21 |
Value
at 9/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 3/31/22 |
Value
at 3/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
25,520,972 | $ 25,526,076 | $ 973,563,481 | $ 921,035,120 | $3,057 | $5,175 | 78,070,476 | $78,062,669 | $31,321 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
204,202,820 | 204,202,820 | 606,625,429 | 810,828,249 | — | — | — | — | 20,314 | ||||||||
Total
|
$229,728,896 | $1,580,188,910 | $1,731,863,369 | $3,057 | $5,175 | $78,062,669 | $51,635 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$45,785,196,867 | $— | $— | $45,785,196,867 | ||||
Short-Term Investments
|
109,760,231 | — | — | 109,760,231 | ||||
TOTAL INVESTMENTS
|
$45,894,957,098 | $— | $— | $45,894,957,098 |
Number
of Shares Held at 9/30/21 |
Value
at 9/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 3/31/22 |
Value
at 3/31/22 |
Dividend
Income | |||||||||
State Street Corp.
|
3,542,553 | $300,125,090 | $ 198,299,582 | $ 156,958,115 | $9,661,127 | $(7,801,616) | 3,940,841 | $343,326,068 | $4,416,412 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
43,504,448 | 43,513,149 | 722,593,058 | 690,134,138 | (14,757) | 4,090 | 75,968,999 | 75,961,402 | 15,818 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
3,282,379 | 3,282,379 | 788,475,015 | 757,958,565 | — | — | 33,798,829 | 33,798,829 | 31,379 | ||||||||
Total
|
$346,920,618 | $1,709,367,655 | $1,605,050,818 | $9,646,370 | $(7,797,526) | $453,086,299 | $4,463,609 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$36,970,364,309 | $— | $— | $36,970,364,309 | ||||
Short-Term Investments
|
54,759,219 | — | — | 54,759,219 | ||||
TOTAL INVESTMENTS
|
$37,025,123,528 | $— | $— | $37,025,123,528 |
Number
of Shares Held at 9/30/21 |
Value
at 9/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 3/31/22 |
Value
at 3/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
28,313,341 | $28,319,003 | $ 343,066,851 | $ 337,949,941 | $(9,442) | $1,434 | 33,431,248 | $33,427,905 | $14,807 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
27,800 | 27,800 | 870,114,470 | 848,810,956 | — | — | 21,331,314 | 21,331,314 | 28,500 | ||||||||
Total
|
$28,346,803 | $1,213,181,321 | $1,186,760,897 | $(9,442) | $1,434 | $54,759,219 | $43,307 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Industrial Select Sector Index (long) | 285 | 06/17/2022 | $27,893,876 | $29,537,400 | $1,643,524 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$16,119,744,614 | $— | $— | $16,119,744,614 | ||||
Short-Term Investments
|
66,837,910 | — | — | 66,837,910 | ||||
TOTAL INVESTMENTS
|
$16,186,582,524 | $— | $— | $16,186,582,524 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(a)
|
1,643,524 | — | — | 1,643,524 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 1,643,524 | $— | $— | $ 1,643,524 |
(a) | Futures Contracts are valued at unrealized appreciation (depreciation). |
Number
of Shares Held at 9/30/21 |
Value
at 9/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 3/31/22 |
Value
at 3/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
54,880,923 | $54,891,899 | $176,063,731 | $207,134,340 | $(5,677) | $2,341 | 23,820,336 | $23,817,954 | $10,660 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
11,459,054 | 11,459,054 | 720,230,011 | 688,669,109 | — | — | 43,019,956 | 43,019,956 | 36,946 | ||||||||
Total
|
$66,350,953 | $896,293,742 | $895,803,449 | $(5,677) | $2,341 | $66,837,910 | $47,606 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$7,713,702,235 | $— | $— | $7,713,702,235 | ||||
Short-Term Investments
|
19,842,981 | — | — | 19,842,981 | ||||
TOTAL INVESTMENTS
|
$7,733,545,216 | $— | $— | $7,733,545,216 |
Number
of Shares Held at 9/30/21 |
Value
at 9/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 3/31/22 |
Value
at 3/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
8,680,014 | $8,681,750 | $104,697,634 | $104,126,188 | $(943) | $996 | 9,254,175 | $ 9,253,249 | $ — | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
— | — | 138,189,752 | 127,600,020 | — | — | 10,589,732 | 10,589,732 | 4,378 | ||||||||
Total
|
$8,681,750 | $242,887,386 | $231,726,208 | $(943) | $996 | $19,842,981 | $4,378 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Real Estate Select Sector Index (long) | 163 | 06/17/2022 | $9,105,141 | $9,612,925 | $507,784 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$5,720,349,832 | $— | $— | $5,720,349,832 | ||||
Short-Term Investment
|
13,193,662 | — | — | 13,193,662 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
TOTAL INVESTMENTS
|
$5,733,543,494 | $— | $— | $5,733,543,494 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(a)
|
507,784 | — | — | 507,784 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 507,784 | $— | $— | $ 507,784 |
(a) | Futures Contracts are valued at unrealized appreciation (depreciation). |
Number
of Shares Held at 9/30/21 |
Value
at 9/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 3/31/22 |
Value
at 3/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
4,783,509 | $ 4,784,465 | $141,612,630 | $133,203,168 | $(370) | $105 | 13,194,981 | $13,193,662 | $ 1,086 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
11,462,368 | 11,462,368 | 67,079,975 | 78,542,343 | — | — | — | — | 9,141 | ||||||||
Total
|
$16,246,833 | $208,692,605 | $211,745,511 | $(370) | $105 | $13,193,662 | $10,227 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Technology Select Sector Index (long) | 474 | 06/17/2022 | $68,576,067 | $75,972,720 | $7,396,653 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$47,464,427,909 | $— | $— | $47,464,427,909 | ||||
Short-Term Investments
|
143,650,792 | — | — | 143,650,792 | ||||
TOTAL INVESTMENTS
|
$47,608,078,701 | $— | $— | $47,608,078,701 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(a)
|
7,396,653 | — | — | 7,396,653 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 7,396,653 | $— | $— | $ 7,396,653 |
(a) | Futures Contracts are valued at unrealized appreciation (depreciation). |
Number
of Shares Held at 9/30/21 |
Value
at 9/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 3/31/22 |
Value
at 3/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
77,796,250 | $77,811,810 | $ 361,274,812 | $ 349,818,859 | $(24,211) | $6,272 | 89,258,750 | $ 89,249,824 | $ 25,915 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
102,000 | 102,000 | 1,578,331,774 | 1,524,032,806 | — | — | 54,400,968 | 54,400,968 | 76,774 | ||||||||
Total
|
$77,913,810 | $1,939,606,586 | $1,873,851,665 | $(24,211) | $6,272 | $143,650,792 | $102,689 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$14,864,779,896 | $— | $— | $14,864,779,896 | ||||
Short-Term Investments
|
129,242,640 | — | — | 129,242,640 | ||||
TOTAL INVESTMENTS
|
$14,994,022,536 | $— | $— | $14,994,022,536 |
Number
of Shares Held at 9/30/21 |
Value
at 9/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 3/31/22 |
Value
at 3/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
21,505,066 | $21,509,367 | $ 274,215,966 | $ 281,164,424 | $(3,453) | $664 | 14,559,577 | $ 14,558,121 | $ 8,907 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,602,779 | 2,602,779 | 842,154,212 | 730,072,472 | — | — | 114,684,519 | 114,684,519 | 26,122 | ||||||||
Total
|
$24,112,146 | $1,116,370,178 | $1,011,236,896 | $(3,453) | $664 | $129,242,640 | $35,029 |
The Communication Services Select Sector SPDR Fund | The Consumer Discretionary Select Sector SPDR Fund | The Consumer Staples Select Sector SPDR Fund | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$11,841,137,851 | $19,809,801,174 | $15,260,349,362 | ||
Investments in affiliated issuers, at value
|
246,218,881 | 92,288,706 | 47,055,793 | ||
Total Investments
|
12,087,356,732 | 19,902,089,880 | 15,307,405,155 | ||
Net cash at broker
|
— | — | — | ||
Cash
|
— | 1,082,013 | — | ||
Receivable from broker — accumulated variation
margin on futures contracts
|
— | — | — | ||
Receivable for investments sold
|
— | 654,064,247 | — | ||
Receivable for income related to Select Sector
SPDR shares in-kind transactions
|
— | 1,804 | — | ||
Dividends receivable — unaffiliated issuers
|
3,501,073 | 4,291,473 | 44,806,421 | ||
Dividends receivable — affiliated issuers
|
1,125 | 2,455 | 2,920 | ||
Securities lending income receivable —
unaffiliated issuers
|
513 | 21,885 | — | ||
Securities lending income receivable — affiliated
issuers
|
34,348 | 18,270 | 1,067 | ||
Prepaid expenses and other assets
|
8,578 | 11,258 | 4,121 | ||
TOTAL ASSETS
|
12,090,902,369 | 20,561,583,285 | 15,352,219,684 | ||
LIABILITIES | |||||
Net cash at broker
|
— | — | — | ||
Payable upon return of securities loaned
|
239,458,019 | 80,293,118 | 28,783,386 | ||
Payable for investments purchased
|
— | 660,519,849 | — | ||
Payable for income related to Select Sector SPDR
shares in-kind transactions
|
34,893 | — | 12,968 | ||
Advisory and Administration fees payable
|
300,075 | 484,442 | 396,977 | ||
Custodian fees payable
|
44,371 | 100,284 | 74,882 | ||
Distribution fees payable
|
321,047 | 522,468 | 402,835 | ||
Unitary fees payable
|
167,729 | 261,008 | 208,047 | ||
License fee payable
|
907,606 | 1,483,984 | 1,095,555 | ||
Registration and filing fees payable
|
18,945 | 30,141 | 16,362 | ||
Professional fees payable
|
42,395 | 53,337 | 42,076 | ||
Printing and postage fees payable
|
— | — | 15,767 | ||
Accrued expenses and other liabilities
|
447,461 | 624,729 | 375,729 | ||
TOTAL LIABILITIES
|
241,742,541 | 744,373,360 | 31,424,584 | ||
NET ASSETS
|
$11,849,159,828 | $19,817,209,925 | $15,320,795,100 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in Capital
|
$13,625,002,399 | $20,969,220,506 | $16,657,299,248 | ||
Total distributable earnings (loss)
|
(1,775,842,571) | (1,152,010,581) | (1,336,504,148) | ||
NET ASSETS
|
$11,849,159,828 | $19,817,209,925 | $15,320,795,100 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 68.75 | $ 184.94 | $ 75.76 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
172,350,000 | 107,153,252 | 202,221,809 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$13,164,669,676 | $19,032,064,536 | $15,493,729,068 | ||
Investments in affiliated issuers
|
246,218,125 | 92,286,932 | 47,054,401 | ||
Total cost of investments
|
$13,410,887,801 | $19,124,351,468 | $15,540,783,469 | ||
* Includes investments in securities on loan, at
value
|
$ 245,607,112 | $ 267,579,226 | $ 28,507,992 |
The Energy Select Sector SPDR Fund | The Financial Select Sector SPDR Fund | The Health Care Select Sector SPDR Fund | The Industrial Select Sector SPDR Fund | The Materials Select Sector SPDR Fund | The Real Estate Select Sector SPDR Fund | The Technology Select Sector SPDR Fund | ||||||
$36,621,769,927 | $45,441,870,799 | $36,970,364,309 | $16,119,744,614 | $7,713,702,235 | $5,720,349,832 | $47,464,427,909 | ||||||
78,062,669 | 453,086,299 | 54,759,219 | 66,837,910 | 19,842,981 | 13,193,662 | 143,650,792 | ||||||
36,699,832,596 | 45,894,957,098 | 37,025,123,528 | 16,186,582,524 | 7,733,545,216 | 5,733,543,494 | 47,608,078,701 | ||||||
4,100,000 | — | — | — | — | 7,223 | — | ||||||
— | 914,255 | — | 1,434,290 | — | — | — | ||||||
330,000 | — | — | 1,644,450 | — | 508,238 | 7,398,194 | ||||||
— | — | — | — | — | — | 505,324,313 | ||||||
— | — | — | — | 6,436 | 64,689 | — | ||||||
13,666,089 | 26,312,682 | 34,269,054 | 7,945,398 | 8,627,994 | 8,466,892 | 8,070,917 | ||||||
19,427 | 2,267,175 | 6,774 | 4,106 | 1,649 | 626 | 12,642 | ||||||
4,504 | 5,680 | 19,202 | 11,281 | 3,562 | — | 63,250 | ||||||
742 | 14,873 | 3,361 | 16,014 | 1,690 | — | 50,726 | ||||||
15,908 | 24,081 | 15,737 | 11,793 | 5,854 | 1,458 | 24,516 | ||||||
36,717,969,266 | 45,924,495,844 | 37,059,437,656 | 16,197,649,856 | 7,742,192,401 | 5,742,592,620 | 48,129,023,259 | ||||||
— | — | — | 664,050 | — | — | 3,677,294 | ||||||
— | 33,798,829 | 21,331,314 | 43,019,956 | 10,589,732 | — | 54,400,968 | ||||||
— | — | — | — | — | 11,464,137 | 506,220,722 | ||||||
26,897 | 42,919 | 13,389 | 7,014 | — | — | 28,458 | ||||||
964,384 | 1,159,438 | 911,284 | 416,183 | 188,125 | 138,450 | 1,155,869 | ||||||
126,883 | 204,600 | 152,036 | 81,005 | 15,555 | 12,073 | 181,892 | ||||||
949,684 | 1,225,328 | 931,741 | 439,517 | 200,072 | 146,836 | 1,220,192 | ||||||
551,098 | 782,074 | 543,581 | 236,146 | 100,330 | 72,337 | 742,013 | ||||||
2,517,642 | 3,437,848 | 2,543,368 | 1,229,902 | 562,640 | 412,078 | 3,415,690 | ||||||
34,976 | 57,661 | 42,583 | 23,546 | 10,583 | 2,158 | 63,903 | ||||||
48,822 | 67,553 | 60,092 | 49,502 | 33,861 | 28,407 | 79,054 | ||||||
— | — | — | — | — | 3,729 | — | ||||||
788,179 | 1,221,660 | 897,722 | 557,191 | 232,121 | 113,728 | 1,326,445 | ||||||
6,008,565 | 41,997,910 | 27,427,110 | 46,724,012 | 11,933,019 | 12,393,933 | 572,512,500 | ||||||
$36,711,960,701 | $45,882,497,934 | $37,032,010,546 | $16,150,925,844 | $7,730,259,382 | $5,730,198,687 | $47,556,510,759 | ||||||
$37,306,808,323 | $47,252,327,909 | $36,201,540,651 | $18,092,894,152 | $8,655,422,328 | $5,796,613,224 | $40,215,820,057 | ||||||
(594,847,622) | (1,369,829,975) | 830,469,895 | (1,941,968,308) | (925,162,946) | (66,414,537) | 7,340,690,702 | ||||||
$36,711,960,701 | $45,882,497,934 | $37,032,010,546 | $16,150,925,844 | $7,730,259,382 | $5,730,198,687 | $47,556,510,759 | ||||||
$ 76.42 | $ 38.31 | $ 136.77 | $ 102.92 | $ 88.12 | $ 48.29 | $ 158.70 | ||||||
480,424,200 | 1,197,595,427 | 270,765,324 | 156,926,000 | 87,723,725 | 118,650,000 | 299,655,897 | ||||||
$29,888,017,879 | $45,731,097,391 | $35,146,113,685 | $17,429,019,090 | $7,729,972,927 | $5,668,906,459 | $38,965,971,810 | ||||||
78,057,494 | 488,245,826 | 54,754,900 | 66,835,569 | 19,841,985 | 13,193,557 | 143,627,195 | ||||||
$29,966,075,373 | $46,219,343,217 | $35,200,868,585 | $17,495,854,659 | $7,749,814,912 | $5,682,100,016 | $39,109,599,005 | ||||||
$ 38,769,025 | $ 87,634,910 | $ 173,129,097 | $ 144,657,123 | $ 98,959,251 | $ — | $ 606,098,654 |
The Utilities Select Sector SPDR Fund | |
ASSETS | |
Investments in unaffiliated issuers, at
value*
|
$14,864,779,896 |
Investments in affiliated issuers, at value
|
129,242,640 |
Total Investments
|
14,994,022,536 |
Cash
|
5,075,048 |
Receivable for income related to Select Sector
SPDR shares in-kind transactions
|
8,798 |
Dividends receivable — unaffiliated issuers
|
17,005,904 |
Dividends receivable — affiliated issuers
|
5,051 |
Securities lending income receivable —
unaffiliated issuers
|
1,527 |
Securities lending income receivable — affiliated
issuers
|
10,841 |
Prepaid expenses and other assets
|
5,243 |
TOTAL ASSETS
|
15,016,134,948 |
LIABILITIES | |
Payable upon return of securities loaned
|
114,684,519 |
Advisory and Administration fees payable
|
356,772 |
Custodian fees payable
|
65,675 |
Distribution fees payable
|
361,442 |
Unitary fees payable
|
181,249 |
License fee payable
|
980,347 |
Registration and filing fees payable
|
16,631 |
Professional fees payable
|
42,638 |
Accrued expenses and other liabilities
|
407,113 |
TOTAL LIABILITIES
|
117,096,386 |
NET ASSETS
|
$14,899,038,562 |
NET ASSETS CONSIST OF: | |
Paid-in Capital
|
$15,112,847,003 |
Total distributable earnings (loss)
|
(213,808,441) |
NET ASSETS
|
$14,899,038,562 |
NET ASSET VALUE PER SHARE | |
Net asset value per share
|
$ 74.43 |
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
200,174,160 |
COST OF INVESTMENTS: | |
Investments in unaffiliated issuers
|
$14,267,751,587 |
Investments in affiliated issuers
|
129,238,396 |
Total cost of investments
|
$14,396,989,983 |
* Includes investments in securities on loan, at
value
|
$ 130,311,644 |
The Communication Services Select Sector SPDR Fund | The Consumer Discretionary Select Sector SPDR Fund | The Consumer Staples Select Sector SPDR Fund | |||
INVESTMENT INCOME | |||||
Dividend income — unaffiliated issuers
|
67,024,129 | $ 76,510,272 | $ 176,098,239 | ||
Dividend income — affiliated issuers
|
2,923 | 4,174 | 6,703 | ||
Unaffiliated securities lending income
|
43,379 | 98,499 | 8,309 | ||
Affiliated securities lending income
|
129,592 | 72,064 | 8,698 | ||
Foreign taxes withheld
|
— | — | — | ||
TOTAL INVESTMENT INCOME (LOSS)
|
67,200,023 | 76,685,009 | 176,121,949 | ||
EXPENSES | |||||
Advisory and Administration fees
|
2,050,976 | 3,257,438 | 2,044,060 | ||
Distribution fees
|
1,843,708 | 2,954,222 | 1,757,409 | ||
License fees
|
2,221,162 | 3,520,282 | 2,177,464 | ||
Custodian fees
|
40,511 | 64,361 | 40,399 | ||
Unitary fees
|
521,165 | 822,843 | 516,028 | ||
Trustees’ fees and expenses
|
69,836 | 100,090 | 58,955 | ||
Registration and filing fees
|
19,681 | 30,690 | 16,490 | ||
Professional fees
|
44,440 | 58,279 | 36,681 | ||
Printing and postage fees
|
392,750 | 444,358 | 380,818 | ||
Insurance expense
|
15,973 | 21,820 | 9,924 | ||
Miscellaneous expenses
|
249,164 | 397,106 | 205,854 | ||
TOTAL EXPENSES
|
7,469,366 | 11,671,489 | 7,244,082 | ||
NET INVESTMENT INCOME (LOSS)
|
$ 59,730,657 | $ 65,013,520 | $ 168,877,867 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(206,553,040) | (451,050,649) | (105,738,398) | ||
Investments — affiliated issuers
|
(2,298) | (3,567) | (10,674) | ||
In-kind redemptions — unaffiliated issuers
|
1,558,003,117 | 2,119,575,588 | 603,857,240 | ||
In-kind redemptions — affiliated issuers
|
— | — | 5,427 | ||
Futures contracts
|
— | — | — | ||
Net realized gain (loss)
|
1,351,447,779 | 1,668,521,372 | 498,113,595 | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers
|
(3,394,582,047) | (1,270,442,519) | 617,527,179 | ||
Investments — affiliated issuers
|
756 | 1,774 | 1,392 | ||
Futures contracts
|
— | — | — | ||
Net change in unrealized
appreciation/depreciation
|
(3,394,581,291) | (1,270,440,745) | 617,528,571 | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(2,043,133,512) | 398,080,627 | 1,115,642,166 | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$(1,983,402,855) | $ 463,094,147 | $1,284,520,033 |
The Energy Select Sector SPDR Fund | The Financial Select Sector SPDR Fund | The Health Care Select Sector SPDR Fund | The Industrial Select Sector SPDR Fund | The Materials Select Sector SPDR Fund | The Real Estate Select Sector SPDR Fund | The Technology Select Sector SPDR Fund | ||||||
$ 702,194,961 | $ 407,199,321 | $ 261,001,379 | $ 128,632,088 | $ 71,668,853 | $ 78,565,557 | $ 202,511,670 | ||||||
31,321 | 4,432,230 | 14,807 | 10,660 | — | 1,086 | 25,915 | ||||||
6,137 | 82,320 | 32,625 | 15,701 | 12,217 | 3,566 | 201,890 | ||||||
20,314 | 31,379 | 28,500 | 36,946 | 4,378 | 9,141 | 76,774 | ||||||
— | — | — | — | — | — | (249,564) | ||||||
702,252,733 | 411,745,250 | 261,077,311 | 128,695,395 | 71,685,448 | 78,579,350 | 202,566,685 | ||||||
4,611,918 | 6,873,500 | 5,070,504 | 2,609,750 | 1,185,821 | 803,971 | 7,192,911 | ||||||
3,933,844 | 5,841,647 | 4,527,776 | 2,334,171 | 1,018,453 | 656,028 | 6,423,526 | ||||||
4,903,835 | 7,369,306 | 5,434,981 | 2,812,176 | 1,277,186 | 860,182 | 7,746,652 | ||||||
91,147 | 135,827 | 100,203 | 51,560 | 23,431 | 15,891 | 142,128 | ||||||
1,164,378 | 1,735,779 | 1,280,329 | 659,349 | 299,519 | 202,928 | 1,816,721 | ||||||
116,859 | 199,919 | 151,956 | 87,159 | 39,085 | 21,271 | 218,841 | ||||||
36,424 | 59,843 | 44,157 | 23,756 | 10,812 | 8,555 | 65,563 | ||||||
67,954 | 108,472 | 76,908 | 54,755 | 31,473 | 21,272 | 106,223 | ||||||
626,425 | 675,957 | 590,856 | 463,048 | 439,396 | 173,225 | 984,284 | ||||||
28,821 | 45,033 | 30,934 | 21,896 | 10,644 | 3,290 | 46,841 | ||||||
430,584 | 791,404 | 508,991 | 303,663 | 128,098 | 81,079 | 771,272 | ||||||
16,012,189 | 23,836,687 | 17,817,595 | 9,421,283 | 4,463,918 | 2,847,692 | 25,514,962 | ||||||
$ 686,240,544 | $ 387,908,563 | $ 243,259,716 | $ 119,274,112 | $ 67,221,530 | $ 75,731,658 | $ 177,051,723 | ||||||
(249,812,378) | (154,563,532) | (41,792,456) | (13,361,684) | (5,272,293) | (9,630,484) | (150,876,494) | ||||||
3,057 | (864,500) | (9,442) | (5,677) | (943) | (370) | (24,211) | ||||||
4,125,029,358 | 3,212,256,419 | 1,999,659,469 | 1,111,272,276 | 437,949,700 | 224,307,631 | 5,431,182,383 | ||||||
— | 10,510,870 | — | — | — | — | — | ||||||
27,414,713 | — | — | (161,684) | — | 667,311 | (5,370,749) | ||||||
3,902,634,750 | 3,067,339,257 | 1,957,857,571 | 1,097,743,231 | 432,676,464 | 215,344,088 | 5,274,910,929 | ||||||
8,155,063,896 | (2,591,625,132) | 300,301,147 | (252,615,324) | 328,163,055 | 87,458,908 | (2,708,278,035) | ||||||
5,175 | (7,797,526) | 1,434 | 2,341 | 996 | 105 | 6,272 | ||||||
(2,246,625) | — | — | 3,942,922 | — | 1,034,829 | 10,933,308 | ||||||
8,152,822,446 | (2,599,422,658) | 300,302,581 | (248,670,061) | 328,164,051 | 88,493,842 | (2,697,338,455) | ||||||
12,055,457,196 | 467,916,599 | 2,258,160,152 | 849,073,170 | 760,840,515 | 303,837,930 | 2,577,572,474 | ||||||
$12,741,697,740 | $ 855,825,162 | $2,501,419,868 | $ 968,347,282 | $828,062,045 | $379,569,588 | $ 2,754,624,197 |
The Utilities Select Sector SPDR Fund | |
INVESTMENT INCOME | |
Dividend income — unaffiliated issuers
|
$ 201,761,720 |
Dividend income — affiliated issuers
|
8,907 |
Unaffiliated securities lending income
|
1,803 |
Affiliated securities lending income
|
26,122 |
TOTAL INVESTMENT INCOME (LOSS)
|
201,798,552 |
EXPENSES | |
Advisory and Administration fees
|
1,959,535 |
Distribution fees
|
1,708,649 |
License fees
|
2,100,702 |
Custodian fees
|
38,720 |
Unitary fees
|
494,903 |
Trustees’ fees and expenses
|
60,129 |
Registration and filing fees
|
16,857 |
Professional fees
|
39,073 |
Printing and postage fees
|
353,240 |
Insurance expense
|
11,270 |
Miscellaneous expenses
|
203,521 |
TOTAL EXPENSES
|
6,986,599 |
NET INVESTMENT INCOME (LOSS)
|
$ 194,811,953 |
REALIZED AND UNREALIZED GAIN (LOSS) | |
Net realized gain (loss) on: | |
Investments — unaffiliated issuers
|
(5,004,915) |
Investments — affiliated issuers
|
(3,453) |
In-kind redemptions — unaffiliated issuers
|
346,328,865 |
Net realized gain (loss)
|
341,320,497 |
Net change in unrealized appreciation/depreciation on: | |
Investments — unaffiliated issuers
|
1,679,083,381 |
Investments — affiliated issuers
|
664 |
Net change in unrealized
appreciation/depreciation
|
1,679,084,045 |
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
2,020,404,542 |
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$2,215,216,495 |
The Communication Services Select Sector SPDR Fund | The Consumer Discretionary Select Sector SPDR Fund | ||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 59,730,657 | $ 95,495,406 | $ 65,013,520 | $ 122,881,343 | |||
Net realized gain (loss)
|
1,351,447,779 | 2,320,315,595 | 1,668,521,372 | 2,727,630,494 | |||
Net change in unrealized
appreciation/depreciation
|
(3,394,581,291) | 1,196,720,146 | (1,270,440,745) | 894,744,506 | |||
Net increase (decrease) in net assets resulting
from operations
|
(1,983,402,855) | 3,612,531,147 | 463,094,147 | 3,745,256,343 | |||
Net equalization credits and charges
|
(3,080,825) | (625,116) | (1,113,605) | 723,053 | |||
Distributions to shareholders
|
(58,215,714) | (93,350,467) | (63,215,042) | (123,348,978) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
6,678,344,508 | 11,124,381,986 | 11,410,249,715 | 16,887,124,159 | |||
Cost of shares redeemed
|
(7,963,623,001) | (9,573,576,943) | (11,626,655,475) | (16,684,493,391) | |||
Net income equalization
|
3,080,825 | 625,116 | 1,113,605 | (723,053) | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
(1,282,197,668) | 1,551,430,159 | (215,292,155) | 201,907,715 | |||
Net increase (decrease) in net assets during the
period
|
(3,326,897,062) | 5,069,985,723 | 183,473,345 | 3,824,538,133 | |||
Net assets at beginning of period
|
15,176,056,890 | 10,106,071,167 | 19,633,736,580 | 15,809,198,447 | |||
NET ASSETS AT END OF PERIOD
|
$11,849,159,828 | $15,176,056,890 | $ 19,817,209,925 | $ 19,633,736,580 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
88,150,000 | 150,900,000 | 59,250,000 | 102,250,000 | |||
Shares redeemed
|
(105,150,000) | (131,700,000) | (61,450,000) | (100,450,000) | |||
Net increase (decrease) from share
transactions
|
(17,000,000) | 19,200,000 | (2,200,000) | 1,800,000 |
The Consumer Staples Select Sector SPDR Fund | The Energy Select Sector SPDR Fund | The Financial Select Sector SPDR Fund | ||||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 | |||||
$ 168,877,867 | $ 331,657,216 | $ 686,240,544 | $ 873,670,481 | $ 387,908,563 | $ 610,422,895 | |||||
498,113,595 | 1,150,724,231 | 3,902,634,750 | 1,029,351,744 | 3,067,339,257 | 5,580,105,015 | |||||
617,528,571 | (380,759,153) | 8,152,822,446 | 7,081,524,329 | (2,599,422,658) | 6,478,241,704 | |||||
1,284,520,033 | 1,101,622,294 | 12,741,697,740 | 8,984,546,554 | 855,825,162 | 12,668,769,614 | |||||
2,042,916 | (2,100,389) | (14,507,498) | 36,005,143 | (4,297,814) | 15,669,602 | |||||
(156,668,790) | (330,192,564) | (670,704,695) | (933,129,989) | (382,762,571) | (620,652,967) | |||||
14,132,586,248 | 19,938,578,383 | 19,476,149,817 | 28,094,738,429 | 31,388,529,159 | 58,491,980,218 | |||||
(11,697,218,586) | (22,639,671,840) | (19,919,520,680) | (19,492,605,558) | (26,391,784,223) | (46,773,810,008) | |||||
(2,042,916) | 2,100,389 | 14,507,498 | (36,005,143) | 4,297,814 | (15,669,602) | |||||
2,433,324,746 | (2,698,993,068) | (428,863,365) | 8,566,127,728 | 5,001,042,750 | 11,702,500,608 | |||||
3,563,218,905 | (1,929,663,727) | 11,627,622,182 | 16,653,549,436 | 5,469,807,527 | 23,766,286,857 | |||||
11,757,576,195 | 13,687,239,922 | 25,084,338,519 | 8,430,789,083 | 40,412,690,407 | 16,646,403,550 | |||||
$ 15,320,795,100 | $ 11,757,576,195 | $ 36,711,960,701 | $ 25,084,338,519 | $ 45,882,497,934 | $ 40,412,690,407 | |||||
189,300,000 | 290,000,000 | 310,150,000 | 624,550,000 | 800,900,000 | 1,797,500,000 | |||||
(157,900,000) | (332,600,000) | (311,050,000) | (424,500,000) | (680,050,000) | (1,412,600,000) | |||||
31,400,000 | (42,600,000) | (900,000) | 200,050,000 | 120,850,000 | 384,900,000 |
The Health Care Select Sector SPDR Fund | The Industrial Select Sector SPDR Fund | ||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 243,259,716 | $ 416,801,302 | $ 119,274,112 | $ 236,733,176 | |||
Net realized gain (loss)
|
1,957,857,571 | 3,400,196,431 | 1,097,743,231 | 2,956,551,516 | |||
Net change in unrealized
appreciation/depreciation
|
300,302,581 | 1,264,545,932 | (248,670,061) | 734,570,045 | |||
Net increase (decrease) in net assets resulting
from operations
|
2,501,419,868 | 5,081,543,665 | 968,347,282 | 3,927,854,737 | |||
Net equalization credits and charges
|
5,902,151 | 1,274,032 | (4,064,425) | 1,546,005 | |||
Distributions to shareholders
|
(246,244,887) | (409,925,315) | (117,490,402) | (241,943,347) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
20,558,014,635 | 29,361,014,407 | 10,438,431,747 | 23,703,127,522 | |||
Cost of shares redeemed
|
(16,140,034,934) | (27,547,231,773) | (12,505,544,753) | (22,201,590,532) | |||
Net income equalization
|
(5,902,151) | (1,274,032) | 4,064,425 | (1,546,005) | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
4,412,077,550 | 1,812,508,602 | (2,063,048,581) | 1,499,990,985 | |||
Net increase (decrease) in net assets during the
period
|
6,673,154,682 | 6,485,400,984 | (1,216,256,126) | 5,187,448,380 | |||
Net assets at beginning of period
|
30,358,855,864 | 23,873,454,880 | 17,367,181,970 | 12,179,733,590 | |||
NET ASSETS AT END OF PERIOD
|
$ 37,032,010,546 | $ 30,358,855,864 | $ 16,150,925,844 | $ 17,367,181,970 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
154,950,000 | 242,250,000 | 101,600,000 | 252,800,000 | |||
Shares redeemed
|
(122,750,000) | (229,850,000) | (122,300,000) | (233,400,000) | |||
Net increase (decrease) from share
transactions
|
32,200,000 | 12,400,000 | (20,700,000) | 19,400,000 |
The Materials Select Sector SPDR Fund | The Real Estate Select Sector SPDR Fund | The Technology Select Sector SPDR Fund | ||||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 | |||||
$ 67,221,530 | $ 130,501,877 | $ 75,731,658 | $ 59,481,840 | $ 177,051,723 | $ 322,398,863 | |||||
432,676,464 | 1,035,717,045 | 215,344,088 | 122,356,929 | 5,274,910,929 | 6,302,530,164 | |||||
328,164,051 | (34,117,715) | 88,493,842 | 469,240,178 | (2,697,338,455) | 3,132,265,670 | |||||
828,062,045 | 1,132,101,207 | 379,569,588 | 651,078,947 | 2,754,624,197 | 9,757,194,697 | |||||
(1,448,291) | (94,204) | 3,991,838 | 3,560,493 | 336,798 | (4,599,983) | |||||
(68,287,263) | (127,713,864) | (80,251,700) | (97,886,559) | (177,309,440) | (316,074,902) | |||||
5,348,245,545 | 12,989,379,344 | 3,436,105,951 | 4,788,360,980 | 19,513,148,743 | 23,233,034,545 | |||||
(5,879,666,826) | (10,408,905,093) | (2,287,366,398) | (3,323,817,883) | (17,556,468,940) | (23,746,663,758) | |||||
1,448,291 | 94,204 | (3,991,838) | (3,560,493) | (336,798) | 4,599,983 | |||||
(529,972,990) | 2,580,568,455 | 1,144,747,715 | 1,460,982,604 | 1,956,343,005 | (509,029,230) | |||||
228,353,501 | 3,584,861,594 | 1,448,057,441 | 2,017,735,485 | 4,533,994,560 | 8,927,490,582 | |||||
7,501,905,881 | 3,917,044,287 | 4,282,141,246 | 2,264,405,761 | 43,022,516,199 | 34,095,025,617 | |||||
$ 7,730,259,382 | $ 7,501,905,881 | $ 5,730,198,687 | $ 4,282,141,246 | $ 47,556,510,759 | $ 43,022,516,199 | |||||
62,100,000 | 168,250,000 | 71,050,000 | 115,000,000 | 121,400,000 | 172,150,000 | |||||
(69,200,000) | (135,000,000) | (48,700,000) | (82,850,000) | (109,800,000) | (176,100,000) | |||||
(7,100,000) | 33,250,000 | 22,350,000 | 32,150,000 | 11,600,000 | (3,950,000) |
The Utilities Select Sector SPDR Fund | |||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 | ||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||
Net investment income (loss)
|
$ 194,811,953 | $ 349,696,232 | |
Net realized gain (loss)
|
341,320,497 | 623,159,670 | |
Net change in unrealized
appreciation/depreciation
|
1,679,084,045 | 233,959,292 | |
Net increase (decrease) in net assets resulting
from operations
|
2,215,216,495 | 1,206,815,194 | |
Net equalization credits and charges
|
(1,596,951) | (1,339,318) | |
Distributions to shareholders
|
(192,605,179) | (374,646,864) | |
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||
Proceeds from shares sold
|
11,557,067,677 | 18,829,817,079 | |
Cost of shares redeemed
|
(10,637,309,651) | (19,111,067,494) | |
Net income equalization
|
1,596,951 | 1,339,318 | |
Net increase (decrease) in net assets from
beneficial interest transactions
|
921,354,977 | (279,911,097) | |
Net increase (decrease) in net assets during the
period
|
2,942,369,342 | 550,917,915 | |
Net assets at beginning of period
|
11,956,669,220 | 11,405,751,305 | |
NET ASSETS AT END OF PERIOD
|
$ 14,899,038,562 | $ 11,956,669,220 | |
SHARES OF BENEFICIAL INTEREST: | |||
Shares sold
|
168,250,000 | 293,450,000 | |
Shares redeemed
|
(155,250,000) | (298,300,000) | |
Net increase (decrease) from share
transactions
|
13,000,000 | (4,850,000) |
The Communication Services Select Sector SPDR Fund | |||||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) |
For
the Period 06/19/18* - 9/30/18(a) | |||||
Net asset value, beginning of period
|
$ 80.15 | $ 59.40 | $ 49.50 | $ 48.98 | $ 50.00 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (b)
|
0.33 | 0.54 | 0.47 | 0.44 | 0.09 | ||||
Net realized and unrealized gain (loss) (c)
|
(11.38) | 20.73 | 9.88 | 0.51 | (1.17) | ||||
Total from investment operations
|
(11.05) | 21.27 | 10.35 | 0.95 | (1.08) | ||||
Net equalization credits and charges (b)
|
(0.02) | (0.00)(d) | 0.02 | 0.02 | 0.19 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.33) | (0.52) | (0.47) | (0.45) | (0.05) | ||||
Return of Capital
|
— | — | — | — | (0.08) | ||||
Total distributions
|
(0.33) | (0.52) | (0.47) | (0.45) | (0.13) | ||||
Net asset value, end of period
|
$ 68.75 | $ 80.15 | $ 59.40 | $ 49.50 | $ 48.98 | ||||
Total return (e)
|
(13.83)% | 35.88% | 21.05% | 2.07% | (1.78)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$11,849,160 | $15,176,057 | $10,106,071 | $6,039,403 | $2,035,011 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.11%(f) | 0.11% | 0.13% | 0.13% | 0.15%(f) | ||||
Net expenses
|
0.11%(f) | 0.11% | 0.13% | 0.13% | 0.13%(f) | ||||
Net investment income (loss)
|
0.88%(f) | 0.73% | 0.86% | 0.93% | 0.62%(f) | ||||
Portfolio turnover rate (g)
|
44%(h) | 15% | 15% | 16% | 7%(h) |
* | Commencement of operations. |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | 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. |
(d) | Amount is less than $0.005 per share. |
(e) | 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. |
(f) | The ratios for periods less than one year are annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions on Select Sector SPDR shares. |
(h) | Period less than one year are not annualized. |
The Consumer Discretionary Select Sector SPDR Fund | |||||||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) |
Year
Ended 9/30/18(a) |
Year
Ended 9/30/17(a) | ||||||
Net asset value, beginning of period
|
$ 179.54 | $ 146.99 | $ 120.69 | $ 117.19 | $ 90.09 | $ 80.03 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.58 | 1.09 | 1.46 | 1.58 | 1.49 | 1.32 | |||||
Net realized and unrealized gain (loss) (c)
|
5.40 | 32.54 | 26.34 | 3.51 | 26.81 | 10.07 | |||||
Total from investment operations
|
5.98 | 33.63 | 27.80 | 5.09 | 28.30 | 11.39 | |||||
Net equalization credits and charges (b)
|
(0.01) | 0.01 | (0.06) | (0.02) | 0.09 | 0.02 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.57) | (1.09) | (1.44) | (1.57) | (1.29) | (1.35) | |||||
Net asset value, end of period
|
$ 184.94 | $ 179.54 | $ 146.99 | $ 120.69 | $ 117.19 | $ 90.09 | |||||
Total return (d)
|
3.31% | 22.93% | 23.25% | 4.45% | 31.63% | 14.34% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$19,817,210 | $19,633,737 | $15,809,198 | $13,928,314 | $16,218,942 | $11,518,585 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.11%(e) | 0.11% | 0.13% | 0.13% | 0.13% | 0.14% | |||||
Net investment income (loss)
|
0.61%(e) | 0.65% | 1.17% | 1.40% | 1.43% | 1.54% | |||||
Portfolio turnover rate (f)
|
10%(g) | 23% | 11% | 6% | 23% | 6% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | 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. |
(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) | The ratios for periods less than one year are annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions on Select Sector SPDR shares. |
(g) | Not annualized. |
The Consumer Staples Select Sector SPDR Fund | |||||||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) |
Year
Ended 9/30/18(a) |
Year
Ended 9/30/17(a) | ||||||
Net asset value, beginning of period
|
$ 68.83 | $ 64.13 | $ 61.41 | $ 53.92 | $ 53.99 | $ 53.21 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.93 | 1.85 | 1.66 | 1.60 | 1.52 | 1.48 | |||||
Net realized and unrealized gain (loss) (c)
|
6.84 | 4.67 | 2.70 | 7.41 | (0.17) | 0.72 | |||||
Total from investment operations
|
7.77 | 6.52 | 4.36 | 9.01 | 1.35 | 2.20 | |||||
Net equalization credits and charges (b)
|
0.01 | (0.01) | 0.00(d) | 0.05 | 0.08 | 0.04 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.85) | (1.81) | (1.64) | (1.57) | (1.50) | (1.46) | |||||
Net asset value, end of period
|
$ 75.76 | $ 68.83 | $ 64.13 | $ 61.41 | $ 53.92 | $ 53.99 | |||||
Total return (e)
|
11.32% | 10.19% | 7.32% | 17.14% | 2.70% | 4.21% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$15,320,795 | $11,757,576 | $13,687,240 | $14,015,004 | $9,256,716 | $8,808,903 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.11%(f) | 0.11% | 0.13% | 0.13% | 0.13% | 0.14% | |||||
Net investment income (loss)
|
2.51%(f) | 2.71% | 2.73% | 2.84% | 2.84% | 2.73% | |||||
Portfolio turnover rate (g)
|
8%(h) | 4% | 5% | 10% | 12% | 12% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | 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. |
(d) | Amount is less than $0.005 per share. |
(e) | 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. |
(f) | The ratios for periods less than one year are annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions on Select Sector SPDR shares. |
(h) | Not annualized. |
The Energy Select Sector SPDR Fund | |||||||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) |
Year
Ended 9/30/18(a) |
Year
Ended 9/30/17(a) | ||||||
Net asset value, beginning of period
|
$ 52.12 | $ 29.97 | $ 59.18 | $ 75.75 | $ 68.46 | $ 70.62 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
1.41 | 2.11 | 2.19 | 4.01 | 1.95 | 2.16(c) | |||||
Net realized and unrealized gain (loss) (d)
|
24.31 | 22.11 | (27.49) | (18.36) | 7.32 | (2.18) | |||||
Total from investment operations
|
25.72 | 24.22 | (25.30) | (14.35) | 9.27 | (0.02) | |||||
Net equalization credits and charges (b)
|
(0.03) | 0.09 | 0.08 | (0.04) | (0.02) | 0.00(e) | |||||
Voluntary Contribution from Affiliate
|
— | — | 0.00(e)(f) | — | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.39) | (2.16) | (3.99) | (2.18) | (1.96) | (2.14) | |||||
Net asset value, end of period
|
$ 76.42 | $ 52.12 | $ 29.97 | $ 59.18 | $ 75.75 | $ 68.46 | |||||
Total return (g)
|
49.83% | 81.93% | (44.68)%(h) | (19.08)% | 13.64% | (0.01)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$36,711,961 | $25,084,339 | $8,430,789 | $10,014,781 | $18,435,159 | $16,617,835 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.11%(i) | 0.11% | 0.13% | 0.13% | 0.13% | 0.14% | |||||
Net investment income (loss)
|
4.52%(i) | 4.54% | 5.08% | 6.25% | 2.71% | 3.12% | |||||
Portfolio turnover rate (j)
|
3%(k) | 14% | 13% | 10% | 8% | 23% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | Net investment income per share and ratio of net investment income to average net assets reflect receipt of special dividend from portfolio holding. The resulting increase to net investment income amounted to $0.44 per share and 0.64% of average net assets. If the special dividends were not received during the year ended September 30, 2017, the total return would have been (0.63)%. |
(d) | 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. |
(e) | Amount is less than $0.005 per share. |
(f) | Contribution paid by an Affiliate in the amount of $290,417. |
(g) | 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. |
(h) | The contribution from an Affiliate had no impact on total return. |
(i) | The ratios for periods less than one year are annualized. |
(j) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions on Select Sector SPDR shares. |
(k) | Not annualized. |
The Financial Select Sector SPDR Fund | |||||||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) |
Year
Ended 9/30/18(a) |
Year
Ended 9/30/17(a) | ||||||
Net asset value, beginning of period
|
$ 37.53 | $ 24.06 | $ 28.02 | $ 27.58 | $ 25.84 | $ 19.31 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.33 | 0.61 | 0.60 | 0.57 | 0.48 | 0.39 | |||||
Net realized and unrealized gain (loss) (c)
|
0.79 | 13.44 | (3.94) | 0.46 | 1.73 | 6.50 | |||||
Total from investment operations
|
1.12 | 14.05 | (3.34) | 1.03 | 2.21 | 6.89 | |||||
Net equalization credits and charges (b)
|
(0.00)(d) | 0.02 | (0.02) | (0.03) | 0.01 | 0.03 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.34) | (0.60) | (0.60) | (0.56) | (0.48) | (0.39) | |||||
Net asset value, end of period
|
$ 38.31 | $ 37.53 | $ 24.06 | $ 28.02 | $ 27.58 | $ 25.84 | |||||
Total return (e)
|
2.96% | 58.79% | (11.98)% | 3.81% | 8.58% | 36.01%(f) | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$45,882,498 | $40,412,690 | $16,646,404 | $22,552,204 | $31,053,806 | $27,418,852 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.11%(g) | 0.11% | 0.13% | 0.13% | 0.13% | 0.14% | |||||
Net investment income (loss)
|
1.71%(g) | 1.80% | 2.30% | 2.13% | 1.72% | 1.65% | |||||
Portfolio turnover rate (h)
|
3%(i) | 3% | 4% | 4% | 3% | 3% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | 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. |
(d) | Amount is less than $0.005 per share. |
(e) | 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. |
(f) | Includes a non-recurring litigation payment received by the Fund from State Street Corp., an affiliate, which amounted to less than $0.005 per share outstanding as of March 20,2017. This payment resulted in an increase to total return of less than 0.005% for the period ended September 30, 2017. |
(g) | The ratios for periods less than one year are annualized. |
(h) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions on Select Sector SPDR shares. |
(i) | Not annualized. |
The Health Care Select Sector SPDR Fund | |||||||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) |
Year
Ended 9/30/18(a) |
Year
Ended 9/30/17(a) | ||||||
Net asset value, beginning of period
|
$ 127.26 | $ 105.56 | $ 90.13 | $ 95.11 | $ 81.76 | $ 72.09 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.96 | 1.85 | 1.66 | 2.29 | 1.31 | 1.20 | |||||
Net realized and unrealized gain (loss) (c)
|
9.48 | 21.65 | 16.08 | (5.75) | 13.34 | 9.64 | |||||
Total from investment operations
|
10.44 | 23.50 | 17.74 | (3.46) | 14.65 | 10.84 | |||||
Net equalization credits and charges (b)
|
0.02 | 0.01 | (0.00)(d) | (0.02) | 0.01 | 0.02 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.95) | (1.81) | (2.31) | (1.50) | (1.31) | (1.19) | |||||
Net asset value, end of period
|
$ 136.77 | $ 127.26 | $ 105.56 | $ 90.13 | $ 95.11 | $ 81.76 | |||||
Total return (e)
|
8.22% | 22.37% | 19.90% | (3.65)% | 18.10% | 15.21% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$37,032,011 | $30,358,856 | $23,873,455 | $16,818,717 | $19,632,378 | $17,711,627 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.11%(f) | 0.11% | 0.13% | 0.13% | 0.13% | 0.14% | |||||
Net investment income (loss)
|
1.46%(f) | 1.54% | 1.67% | 2.53% | 1.54% | 1.60% | |||||
Portfolio turnover rate (g)
|
1%(h) | 4% | 3% | 2% | 5% | 4% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | 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. |
(d) | Amount is less than $0.005 per share. |
(e) | 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. |
(f) | The ratios for periods less than one year are annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions on Select Sector SPDR shares. |
(h) | Not annualized. |
The Industrial Select Sector SPDR Fund | |||||||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) |
Year
Ended 9/30/18(a) |
Year
Ended 9/30/17(a) | ||||||
Net asset value, beginning of period
|
$ 97.77 | $ 76.98 | $ 77.66 | $ 78.37 | $ 70.99 | $ 58.39 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.71 | 1.27 | 1.39 | 1.52 | 1.30 | 1.35 | |||||
Net realized and unrealized gain (loss) (c)
|
5.19 | 20.81 | (0.68) | (0.63) | 7.49 | 12.58 | |||||
Total from investment operations
|
5.90 | 22.08 | 0.71 | 0.89 | 8.79 | 13.93 | |||||
Net equalization credits and charges (b)
|
(0.02) | 0.01 | 0.02 | (0.03) | (0.02) | (0.01) | |||||
Voluntary contribution from Affiliate
|
— | — | — | 0.00(d)(e) | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.73) | (1.30) | (1.41) | (1.57) | (1.39) | (1.32) | |||||
Net asset value, end of period
|
$ 102.92 | $ 97.77 | $ 76.98 | $ 77.66 | $ 78.37 | $ 70.99 | |||||
Total return (f)
|
6.00% | 28.74% | 1.12% | 1.25%(g) | 12.43% | 24.03% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$16,150,926 | $17,367,182 | $12,179,734 | $9,802,368 | $12,925,332 | $11,055,679 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.11%(h) | 0.11% | 0.13% | 0.13% | 0.13% | 0.14% | |||||
Net investment income (loss)
|
1.39%(h) | 1.33% | 1.87% | 2.07% | 1.74% | 2.07% | |||||
Portfolio turnover rate (i)
|
3%(j) | 2% | 3% | 3% | 6% | 5% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | 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. |
(d) | Amount is less than $0.005 per share. |
(e) | Contribution paid by an Affiliate in the amount of $60,421. |
(f) | 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. |
(g) | The contribution from an Affiliate had no impact on total return. |
(h) | The ratios for periods less than one year are annualized. |
(i) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions on Select Sector SPDR shares. |
(j) | Not annualized. |
The Materials Select Sector SPDR Fund | |||||||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) |
Year
Ended 9/30/18(a) |
Year
Ended 9/30/17(a) | ||||||
Net asset value, beginning of period
|
$ 79.11 | $ 63.62 | $ 58.17 | $ 57.92 | $ 56.80 | $ 47.75 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.74 | 1.45 | 1.23 | 1.20 | 1.09 | 1.01 | |||||
Net realized and unrealized gain (loss) (c)
|
9.05 | 15.43 | 5.47 | 0.28 | 1.09 | 9.06 | |||||
Total from investment operations
|
9.79 | 16.88 | 6.70 | 1.48 | 2.18 | 10.07 | |||||
Net equalization credits and charges (b)
|
(0.02) | (0.00)(d) | (0.03) | (0.03) | 0.02 | 0.03 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.76) | (1.39) | (1.22) | (1.20) | (1.08) | (1.05) | |||||
Net asset value, end of period
|
$ 88.12 | $ 79.11 | $ 63.62 | $ 58.17 | $ 57.92 | $ 56.80 | |||||
Total return (e)
|
12.35% | 26.60% | 11.76% | 2.64% | 3.84% | 21.33% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$7,730,259 | $7,501,906 | $3,917,044 | $4,201,473 | $4,547,766 | $4,051,402 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.11%(f) | 0.11% | 0.13% | 0.13% | 0.13% | 0.14% | |||||
Net investment income (loss)
|
1.72%(f) | 1.83% | 2.15% | 2.18% | 1.84% | 1.95% | |||||
Portfolio turnover rate (g)
|
1%(h) | 5% | 4% | 20% | 17% | 10% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | 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. |
(d) | Amount is less than $0.005 per share. |
(e) | 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. |
(f) | The ratios for periods less than one year are annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions on Select Sector SPDR shares. |
(h) | Not annualized. |
The Real Estate Select Sector SPDR Fund | |||||||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) |
Year
Ended 9/30/18(a) |
Year
Ended 9/30/17(a) | ||||||
Net asset value, beginning of period
|
$ 44.47 | $ 35.30 | $ 39.35 | $ 32.62 | $ 32.26 | $ 32.74 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.68 | 0.85 | 0.88 | 0.95 | 0.95 | 0.75 | |||||
Net realized and unrealized gain (loss) (c)
|
3.79 | 9.66 | (3.78) | 6.91 | 0.58 | 0.11 | |||||
Total from investment operations
|
4.47 | 10.51 | (2.90) | 7.86 | 1.53 | 0.86 | |||||
Net equalization credits and charges (b)
|
0.04 | 0.05 | (0.05) | 0.01 | 0.00(d) | (0.08) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.69) | (1.39) | (1.10) | (1.14) | (1.17) | (1.26) | |||||
Net asset value, end of period
|
$ 48.29 | $ 44.47 | $ 35.30 | $ 39.35 | $ 32.62 | $ 32.26 | |||||
Total return (e)
|
10.17% | 30.42% | (7.46)% | 24.64% | 4.87% | 2.52% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$5,730,199 | $4,282,141 | $2,264,406 | $3,884,273 | $2,732,078 | $2,354,818 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.11%(f) | 0.11% | 0.13% | 0.13% | 0.13% | 0.14% | |||||
Net expenses
|
0.11%(f) | 0.11% | 0.13% | 0.13% | 0.13% | 0.14% | |||||
Net investment income (loss)
|
2.86%(f) | 2.05% | 2.42% | 2.69% | 2.94% | 2.38% | |||||
Portfolio turnover rate (g)
|
2%(h) | 4% | 5% | 3% | 7% | 16% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | 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. |
(d) | Amount is less than $0.005 per share. |
(e) | 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. |
(f) | The ratios for periods less than one year are annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions on Select Sector SPDR shares. |
(h) | Not annualized. |
The Technology Select Sector SPDR Fund | |||||||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) |
Year
Ended 9/30/18(a) |
Year
Ended 9/30/17(a) | ||||||
Net asset value, beginning of period
|
$ 149.35 | $ 116.76 | $ 80.51 | $ 75.30 | $ 59.13 | $ 47.78 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.60 | 1.11 | 1.20 | 1.05 | 0.93 | 0.85 | |||||
Net realized and unrealized gain (loss) (c)
|
9.35 | 32.60 | 36.24 | 5.18 | 16.17 | 11.35 | |||||
Total from investment operations
|
9.95 | 33.71 | 37.44 | 6.23 | 17.10 | 12.20 | |||||
Net equalization credits and charges (b)
|
0.00(d) | (0.02) | (0.00)(d) | 0.01 | 0.04 | (0.00)(d) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.60) | (1.10) | (1.19) | (1.03) | (0.97) | (0.85) | |||||
Net asset value, end of period
|
$ 158.70 | $ 149.35 | $ 116.76 | $ 80.51 | $ 75.30 | $ 59.13 | |||||
Total return (e)
|
6.65% | 28.93% | 46.88% | 8.44% | 29.14% | 25.72% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$47,556,511 | $43,022,516 | $34,095,026 | $22,417,160 | $22,959,484 | $17,832,444 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.11%(f) | 0.11% | 0.13% | 0.13% | 0.13% | 0.14% | |||||
Net investment income (loss)
|
0.75%(f) | 0.81% | 1.24% | 1.44% | 1.37% | 1.62% | |||||
Portfolio turnover rate (g)
|
3%(h) | 4% | 3% | 6% | 19% | 4% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | 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. |
(d) | Amount is less than $0.005 per share. |
(e) | 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. |
(f) | The ratios for periods less than one year are annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions on Select Sector SPDR shares. |
(h) | Not annualized. |
The Utilities Select Sector SPDR Fund | |||||||||||
Six
Months Ended 3/31/22 (Unaudited) |
Year
Ended 9/30/21 |
Year
Ended 9/30/20 |
Year
Ended 9/30/19(a) |
Year
Ended 9/30/18(a) |
Year
Ended 9/30/17(a) | ||||||
Net asset value, beginning of period
|
$ 63.88 | $ 59.40 | $ 64.73 | $ 52.68 | $ 53.05 | $ 49.00 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
1.03 | 1.86 | 2.00 | 1.90 | 1.76 | 1.69 | |||||
Net realized and unrealized gain (loss) (c)
|
10.55 | 4.61 | (5.36) | 12.01 | (0.28) | 4.07 | |||||
Total from investment operations
|
11.58 | 6.47 | (3.36) | 13.91 | 1.48 | 5.76 | |||||
Net equalization credits and charges (b)
|
(0.01) | (0.01) | (0.02) | 0.01 | (0.04) | (0.01) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.02) | (1.98) | (1.95) | (1.87) | (1.81) | (1.70) | |||||
Net asset value, end of period
|
$ 74.43 | $ 63.88 | $ 59.40 | $ 64.73 | $ 52.68 | $ 53.05 | |||||
Total return (d)
|
18.20% | 10.95% | (5.12)% | 26.85% | 2.89% | 11.88% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$14,899,039 | $11,956,669 | $11,405,751 | $11,296,483 | $7,642,260 | $7,775,414 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.11%(e) | 0.11% | 0.13% | 0.13% | 0.13% | 0.14% | |||||
Net investment income (loss)
|
3.02%(e) | 2.89% | 3.29% | 3.30% | 3.37% | 3.32% | |||||
Portfolio turnover rate (f)
|
1%(g) | 3% | 3% | 5% | 5% | 2% |
(a) | Beginning with the year ended September 30, 2020, the Fund was audited by Ernst & Young LLP. The previous years were audited by another independent registered public accounting firm. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | 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. |
(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) | The ratios for periods less than one year are annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
Asset Derivatives | ||||||||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | |||||||||||
The Energy Select Sector SPDR Fund | ||||||||||||||||
Futures Contracts
|
$— | $— | $— | $ 330,000 | $— | $ 330,000 | ||||||||||
The Industrial Select Sector SPDR Fund | ||||||||||||||||
Futures Contracts
|
— | — | — | 1,644,450 | — | 1,644,450 | ||||||||||
The Real Estate Select Sector SPDR Fund | ||||||||||||||||
Futures Contracts
|
— | — | — | 508,238 | — | 508,238 | ||||||||||
The Technology Select Sector SPDR Fund | ||||||||||||||||
Futures Contracts
|
— | — | — | 7,398,194 | — | 7,398,194 |
Net Realized Gain (Loss) | ||||||||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | |||||||||||
The Energy Select Sector SPDR Fund | ||||||||||||||||
Futures Contracts
|
$— | $— | $— | $27,414,713 | $— | $27,414,713 | ||||||||||
The Industrial Select Sector SPDR Fund | ||||||||||||||||
Futures Contracts
|
— | — | — | (161,684) | — | (161,684) | ||||||||||
The Real Estate Select Sector SPDR Fund | ||||||||||||||||
Futures Contracts
|
— | — | — | 667,311 | — | 667,311 | ||||||||||
The Technology Select Sector SPDR Fund | ||||||||||||||||
Futures Contracts
|
— | — | — | (5,370,749) | — | (5,370,749) |
Net Change in Unrealized Appreciation (Depreciation) | ||||||||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | |||||||||||
The Energy Select Sector SPDR Fund | ||||||||||||||||
Futures Contracts
|
$— | $— | $— | (2,246,625) | $— | (2,246,625) | ||||||||||
The Industrial Select Sector SPDR Fund | ||||||||||||||||
Futures Contracts
|
— | — | — | 3,942,922 | — | 3,942,922 | ||||||||||
The Real Estate Select Sector SPDR Fund | ||||||||||||||||
Futures Contracts
|
— | — | — | 1,034,829 | — | 1,034,829 | ||||||||||
The Technology Select Sector SPDR Fund | ||||||||||||||||
Futures Contracts
|
— | — | — | 10,933,308 | — | 10,933,308 |
Purchases | Sales | ||
The Communication Services Select Sector SPDR
Fund
|
$5,959,721,030 | $7,247,203,335 | |
The Consumer Discretionary Select Sector SPDR
Fund
|
2,190,545,851 | 2,214,667,113 | |
The Consumer Staples Select Sector SPDR
Fund
|
1,044,812,392 | 1,045,478,879 | |
The Energy Select Sector SPDR Fund
|
768,354,152 | 791,496,928 | |
The Financial Select Sector SPDR Fund
|
1,158,883,705 | 1,185,232,556 | |
The Health Care Select Sector SPDR Fund
|
268,016,867 | 279,664,627 | |
The Industrial Select Sector SPDR Fund
|
553,160,837 | 523,450,247 | |
The Materials Select Sector SPDR Fund
|
65,836,247 | 67,927,200 | |
The Real Estate Select Sector SPDR Fund
|
147,471,938 | 101,252,514 | |
The Technology Select Sector SPDR Fund
|
1,565,720,692 | 1,561,880,740 | |
The Utilities Select Sector SPDR Fund
|
116,957,975 | 107,413,634 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
The Communication Services Select Sector SPDR
Fund
|
$ 118,335,223 | $ 114,032,195 | $1,558,003,117 | ||
The Consumer Discretionary Select Sector SPDR
Fund
|
8,111,942,750 | 8,302,533,978 | 2,119,575,588 | ||
The Consumer Staples Select Sector SPDR
Fund
|
10,538,653,783 | 8,102,000,202 | 603,862,667 | ||
The Energy Select Sector SPDR Fund
|
15,137,522,938 | 15,575,591,337 | 4,125,029,358 | ||
The Financial Select Sector SPDR Fund
|
24,686,769,089 | 19,689,298,179 | 3,222,767,289 | ||
The Health Care Select Sector SPDR Fund
|
14,029,866,904 | 9,612,549,301 | 1,999,659,469 | ||
The Industrial Select Sector SPDR Fund
|
6,874,249,042 | 8,934,520,864 | 1,111,272,276 | ||
The Materials Select Sector SPDR Fund
|
4,097,373,597 | 4,628,184,639 | 437,949,700 | ||
The Real Estate Select Sector SPDR Fund
|
2,759,974,926 | 1,661,372,469 | 224,307,631 | ||
The Technology Select Sector SPDR Fund
|
12,613,179,899 | 10,665,407,011 | 5,431,182,383 | ||
The Utilities Select Sector SPDR Fund
|
8,414,909,230 | 7,494,490,521 | 346,328,865 |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
The Communication Services Select Sector SPDR
Fund
|
$13,437,039,292 | $ 499,441,255 | $1,849,123,815 | $(1,349,682,560) | |||
The Consumer Discretionary Select Sector SPDR
Fund
|
19,147,367,960 | 1,685,379,042 | 930,657,122 | 754,721,920 | |||
The Consumer Staples Select Sector SPDR
Fund
|
15,544,234,528 | 497,123,687 | 733,953,060 | (236,829,373) |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
The Energy Select Sector SPDR Fund
|
$30,096,955,114 | $6,707,502,711 | $ 104,625,229 | $ 6,602,877,482 | |||
The Financial Select Sector SPDR Fund
|
46,228,990,859 | 2,503,957,060 | 2,837,990,821 | (334,033,761) | |||
The Health Care Select Sector SPDR Fund
|
35,204,914,967 | 3,229,787,956 | 1,409,579,395 | 1,820,208,561 | |||
The Industrial Select Sector SPDR Fund
|
17,494,124,583 | 777,327,265 | 2,084,869,324 | (1,307,542,059) | |||
The Materials Select Sector SPDR Fund
|
7,752,182,928 | 523,011,011 | 541,648,723 | (18,637,712) | |||
The Real Estate Select Sector SPDR Fund
|
5,684,155,350 | 292,209,340 | 242,821,196 | 49,388,144 | |||
The Technology Select Sector SPDR Fund
|
39,122,480,894 | 9,721,976,496 | 1,228,982,036 | 8,492,994,460 | |||
The Utilities Select Sector SPDR Fund
|
14,405,014,332 | 779,746,315 | 190,738,111 | 589,008,204 |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received* |
Total
Collateral Received | ||||
The Communication Services Select Sector SPDR
Fund
|
$ 245,607,112 | $ 239,458,019 | $ 14,560,006 | $ 254,018,025 | ||||
The Consumer Discretionary Select Sector SPDR
Fund
|
267,579,226 | 80,293,118 | 198,913,086 | 279,206,204 | ||||
The Consumer Staples Select Sector SPDR
Fund
|
28,507,992 | 28,783,386 | — | 28,783,386 | ||||
The Energy Select Sector SPDR Fund
|
38,769,025 | — | 40,653,295 | 40,653,295 | ||||
The Financial Select Sector SPDR Fund
|
87,634,910 | 33,798,829 | 57,103,693 | 90,902,522 | ||||
The Health Care Select Sector SPDR Fund
|
173,129,097 | 21,331,314 | 157,608,907 | 178,940,221 | ||||
The Industrial Select Sector SPDR Fund
|
144,657,123 | 43,019,956 | 107,278,123 | 150,298,079 | ||||
The Materials Select Sector SPDR Fund
|
98,959,251 | 10,589,732 | 91,086,584 | 101,676,316 | ||||
The Technology Select Sector SPDR Fund
|
606,098,654 | 54,400,968 | 579,915,558 | 634,316,526 | ||||
The Utilities Select Sector SPDR Fund
|
130,311,644 | 114,684,519 | 18,878,500 | 133,563,019 |
* | The non-cash collateral includes U.S. Treasuries and U.S. Government Agency securities. |
Remaining Contractual Maturity of the Agreements as of March 31, 2022 | ||||||||||||||
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 | |||||||
The Communication Services Select Sector SPDR
Fund
|
Common Stocks | $239,458,019 | $— | $— | $— | $239,458,019 | $239,458,019 | |||||||
The Consumer Discretionary Select Sector SPDR
Fund
|
Common Stocks | 80,293,118 | — | — | — | 80,293,118 | 80,293,118 | |||||||
The Consumer Staples Select Sector SPDR
Fund
|
Common Stocks | 28,783,386 | — | — | — | 28,783,386 | 28,783,386 | |||||||
The Financial Select Sector SPDR Fund
|
Common Stocks | 33,798,829 | — | — | — | 33,798,829 | 33,798,829 | |||||||
The Health Care Select Sector SPDR Fund
|
Common Stocks | 21,331,314 | — | — | — | 21,331,314 | 21,331,314 | |||||||
The Industrial Select Sector SPDR Fund
|
Common Stocks | 43,019,956 | — | — | — | 43,019,956 | 43,019,956 | |||||||
The Materials Select Sector SPDR Fund
|
Common Stocks | 10,589,732 | — | — | — | 10,589,732 | 10,589,732 | |||||||
The Technology Select Sector SPDR Fund
|
Common Stocks | 54,400,968 | — | — | — | 54,400,968 | 54,400,968 | |||||||
The Utilities Select Sector SPDR Fund
|
Common Stocks | 114,684,519 | — | — | — | 114,684,519 | 114,684,519 |
Actual | Hypothetical (assuming a 5% return before expenses) | ||||||||
Annualized
Expense Ratio |
Ending
Account Value |
Expenses
Paid During Period(a) |
Ending
Account Value |
Expenses
Paid During Period(a) | |||||
The Communication Services Select Sector SPDR
Fund
|
0.11% | $ 861.70 | $0.51 | $1,024.40 | $0.56 | ||||
The Consumer Discretionary Select Sector SPDR
Fund
|
0.11 | 1,033.10 | 0.56 | 1,024.40 | 0.56 | ||||
The Consumer Staples Select Sector SPDR
Fund
|
0.11 | 1,113.20 | 0.58 | 1,024.40 | 0.56 | ||||
The Energy Select Sector SPDR Fund
|
0.11 | 1,498.30 | 0.69 | 1,024.40 | 0.56 | ||||
The Financial Select Sector SPDR Fund
|
0.11 | 1,029.60 | 0.56 | 1,024.40 | 0.56 | ||||
The Health Care Select Sector SPDR Fund
|
0.11 | 1,082.20 | 0.57 | 1,024.40 | 0.56 | ||||
The Industrial Select Sector SPDR Fund
|
0.11 | 1,060.00 | 0.56 | 1,024.40 | 0.56 | ||||
The Materials Select Sector SPDR Fund
|
0.11 | 1,123.50 | 0.58 | 1,024.40 | 0.56 | ||||
The Real Estate Select Sector SPDR Fund
|
0.11 | 1,101.70 | 0.58 | 1,024.40 | 0.56 | ||||
The Technology Select Sector SPDR Fund
|
0.11 | 1,066.50 | 0.57 | 1,024.40 | 0.56 | ||||
The Utilities Select Sector SPDR Fund
|
0.11 | 1,182.00 | 0.60 | 1,024.40 | 0.56 |
(a) | Expenses are equal to the Fund's annualized net expense ratio multiplied by the average account value of the period, multiplied by 182, 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. |
Trustee Nominee Name | Shares For | Shares Withheld |
Allison Grant Williams | 2,018,805,430.112 | 8,446,342,163 |
Sheila Hartnett-Devlin | 2,018,505,396.167 | 8,746,376.108 |
James Jessee | 2,018,682,127.524 | 8,569,644.751 |
Trustee Nominee Name | Shares For | Shares Withheld |
Teresa Polley | 2,018,840,484.986 | 8,411,287.289 |
Ashley T. Rabun | 2,009,049,386.873 | 18,202,385.402 |
James E. Ross | 2,015,282,401.356 | 11,969,370.919 |
Rory Tobin | 2,018,755,160.639 | 8,496,611.636 |