# EDGAR Filing Document

**Accession Number:** 0001064641
**File Stem:** 0001410368-26-055485
**Filing Date:** 2026-5
**Character Count:** 77574
**Document Hash:** dba836105eb191b59da9b657c786dbee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-055485.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-055485

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SELECT SECTOR SPDR TRUST
- **CENTRAL INDEX KEY:** 0001064641

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08837
- **FILM NUMBER:** 261035174

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SECTOR SPDR TRUST
- **DATE OF NAME CHANGE:** 19980622

## Series and Classes Contracts Data

### State Street(R) Technology Select Sector SPDR(R) Premium Income ETF (Series ID: S000093832)

| Class ID   | Class Name                                                          | Ticker Symbol   |
|:---|:---|:---|
| C000262280 | State Street(R) Technology Select Sector SPDR(R) Premium Income ETF | XLKI            |

## Nport-Ex

Quarterly Report

March 31, 2026

**The Select Sector SPDR**<sup>®</sup> **Trust**

**The information contained in this report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-866-787-2257 or visiting www.ssga.com. Please read the prospectus carefully before you invest.**

![](img4b1d61401.jpg)

------

**TABLE OF CONTENTS** (Unaudited)

---

| | |
|:---|:---|
| **[Schedules of Investments (Unaudited)](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1884_1)** |  |
| &nbsp;&nbsp;&nbsp; [State Street Communication Services Select Sector SPDR Premium Income ETF (XLCI) (formerly The](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1884_1)<br> [Communication Services Select Sector SPDR Premium Income Fund)](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1884_1)<br>| &nbsp;&nbsp; 1 |
| &nbsp;&nbsp;&nbsp; [State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI) (formerly The Consumer](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1897_1)<br> [Discretionary Select Sector SPDR Premium Income Fund)](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1897_1)<br>| &nbsp;&nbsp; 2 |
| &nbsp;&nbsp;&nbsp; [State Street Consumer Staples Select Sector SPDR Premium Income ETF (XLSI) (formerly The Consumer](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1889_1)<br> [Staples Select Sector SPDR Premium Income Fund)](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1889_1)<br>| &nbsp;&nbsp; 3 |
| &nbsp;&nbsp;&nbsp; [State Street Energy Select Sector SPDR Premium Income ETF (XLEI) (formerly The Energy Select Sector SPDR](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1885_1)<br> [Premium Income Fund)](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1885_1)<br>| &nbsp;&nbsp; 4 |
| &nbsp;&nbsp;&nbsp; [State Street Financial Select Sector SPDR Premium Income ETF (XLFI) (formerly The Financial Select Sector](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1886_1)<br> [SPDR Premium Income Fund)](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1886_1)<br>| &nbsp;&nbsp; 6 |
| &nbsp;&nbsp;&nbsp; [State Street Health Care Select Sector SPDR Premium Income ETF (XLVI) (formerly The Health Care Select](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1896_1)<br> [Sector SPDR Premium Income Fund)](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1896_1)<br>| &nbsp;&nbsp; 7 |
| &nbsp;&nbsp;&nbsp; [State Street Industrial Select Sector SPDR Premium Income ETF (XLII) (formerly The Industrial Select Sector](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1887_1)<br> [SPDR Premium Income Fund)](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1887_1)<br>| &nbsp;&nbsp; 9 |
| &nbsp;&nbsp;&nbsp; [State Street Materials Select Sector SPDR Premium Income ETF (XLBI) (formerly The Materials Select Sector](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1883_1)<br> [SPDR Premium Income Fund)](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1883_1)<br>| &nbsp;&nbsp; 10 |
| &nbsp;&nbsp;&nbsp; [State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI) (formerly The Real Estate Select](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1894_1)<br> [Sector SPDR Premium Income Fund)](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1894_1)<br>| &nbsp;&nbsp; 11 |
| &nbsp;&nbsp;&nbsp; [State Street Technology Select Sector SPDR Premium Income ETF (XLKI) (formerly The Technology Select](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1888_1)<br> [Sector SPDR Premium Income Fund)](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1888_1)<br>| &nbsp;&nbsp; 12 |
| &nbsp;&nbsp;&nbsp; [State Street Utilities Select Sector SPDR Premium Income ETF (XLUI) (formerly The Utilities Select Sector](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1895_1)<br> [SPDR Premium Income Fund)](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_SOIC-CommonContent-Continued-1895_1)<br>| &nbsp;&nbsp; 14 |
| **[Notes to Schedules of Investments (Unaudited)](#xx_2d6ff499-40cb-403d-b515-d582dab9906c_NTPOI-CommonContent-Continued_1)** | &nbsp;&nbsp; 15 |

---

**The information contained in this report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-866-787-2257 or visiting www.ssga.com. Please read the prospectus carefully before you invest.**

------

**STATE STREET COMMUNICATION SERVICES SELECT SECTOR SPDR PREMIUM INCOME ETF**

**SCHEDULE OF INVESTMENTS**

***March 31, 2026 (Unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.1%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.1%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.1%**  |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Communication Services <br> Select Sector SPDR ETF (a) (b)<br> (Cost $1,874,148)<br>| 17264 | &nbsp;&nbsp; $1913887 |
| **SHORT-TERM INVESTMENT — 0.3%**  | **SHORT-TERM INVESTMENT — 0.3%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Class G Shares 3.64% (c) (d)<br> (Cost $6,056) | &nbsp;&nbsp; 6056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6056 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 99.4%**<br> (Cost $1,880,204) | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 99.4%**<br> (Cost $1,880,204) | &nbsp;&nbsp;&nbsp;&nbsp; 1919943 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES —** <br> **0.6%**  | **OTHER ASSETS IN EXCESS OF LIABILITIES —** <br> **0.6%**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12522 |
| **NET ASSETS — 100.0%** | **NET ASSETS — 100.0%** | &nbsp;&nbsp; $1932465 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. <br> Amounts related to these investments during the period <br> ended March 31, 2026 are shown in the Affiliate Table <br> below.<br>|
| (b) | At March 31, 2026, all or a portion of this security was <br> pledged to cover collateral requirements for options <br> contracts.<br>|
| (c) | The Fund invested in certain money market funds managed <br> by SSGA Funds Management, Inc. Amounts related to <br> these investments during the period ended March 31, 2026 <br> are shown in the Affiliate Table below.<br>|
| (d) | The rate shown is the annualized seven-day yield at <br> March 31, 2026.<br>|

---

The Fund had the following written call options contracts at March 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Number of**<br> **Contracts**<br>| **Notional**<br> **Amount**<br>| **Market**<br> **Value**<br>| **Premiums**<br> **Received**<br>| **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Communication Services<br> Select Sector SPDR ETF<br>| N/A | USD 117 | 04/17/2026 | (149) | USD (1743300) | $(1490)<br>| $(15363)<br>| $13873 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Communication Services<br> Select Sector SPDR ETF<br>| N/A | USD 115 | 04/17/2026 | (21) | USD (241500) | (1050)<br>| (1659)<br>| 609 |
|  |  |  |  |  |  | $(2540)<br>| $(17022)<br>| $14482 |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of March 31, 2026.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –** <br> **Quoted Prices**<br>| **Level 2 –**<br> **Other Significant**<br> **Observable Inputs**<br>| **Level 3 –**<br> **Significant**<br> **Unobservable Inputs**<br>| **Total** |
| **ASSETS:**  |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp; $1913887 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1913887 |
| Short-Term Investment | &nbsp;&nbsp; 6056 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 6056 |
| **TOTAL INVESTMENTS** | &nbsp;&nbsp; $1919943 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1919943 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Call Options Written | &nbsp;&nbsp; $(2540)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(2540)<br>|
| **TOTAL OTHER FINANCIAL INSTRUMENTS:** | &nbsp;&nbsp; $(2540)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(2540)<br>|

---

**Affiliate Table** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of**<br> **Shares Held**<br> **at** <br> **12/31/25**<br>| **Value at**<br> **12/31/25**<br>| **Cost of**<br> **Purchases**<br>| **Proceeds**<br> **from**<br> **Shares Sold**<br>| **Realized**<br> **Gain (Loss)**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Number of**<br> **Shares Held**<br> **at** <br> **3/31/26**<br>| **Value at**<br> **3/31/26**<br>| **Dividend**<br> **Income**<br>|
| State Street Communication Services Select Sector SPDR ETF | 12972 | $1527064 | $505986 | $17325 | $(421)<br>| $(101417)<br>| 17264 | $1913887 | $5431 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, <br> Class G Shares<br>| 407 | 407 | 33995 | 28346 |  |  | 6056 | 6056 | 51 |
| Total |  | $1527471 | $539981 | $45671 | $(421)<br>| $(101417)<br>|  | $1919943 | $5482 |

---

*See accompanying notes to Schedule of Investments.*

------

**STATE STREET CONSUMER DISCRETIONARY SELECT SECTOR SPDR PREMIUM INCOME ETF**

**SCHEDULE OF INVESTMENTS**

***March 31, 2026 (Unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.7%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.7%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.7%**  |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Consumer Discretionary <br> Select Sector SPDR ETF (a) (b)<br> (Cost $1,374,636)<br>| 12349 | &nbsp;&nbsp; $1345794 |
| **SHORT-TERM INVESTMENT — 0.7%**  | **SHORT-TERM INVESTMENT — 0.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Class G Shares 3.64% (c) (d)<br> (Cost $9,907) | &nbsp;&nbsp; 9907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9907 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 100.4%**<br> (Cost $1,384,543) | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 100.4%**<br> (Cost $1,384,543) | &nbsp;&nbsp;&nbsp;&nbsp; 1355701 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS —** <br> **(0.4)%**  | **LIABILITIES IN EXCESS OF OTHER ASSETS —** <br> **(0.4)%**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6068) |
| **NET ASSETS — 100.0%** | **NET ASSETS — 100.0%** | &nbsp;&nbsp; $1349633 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. <br> Amounts related to these investments during the period <br> ended March 31, 2026 are shown in the Affiliate Table <br> below.<br>|
| (b) | At March 31, 2026, all or a portion of this security was <br> pledged to cover collateral requirements for options <br> contracts.<br>|
| (c) | The Fund invested in certain money market funds managed <br> by SSGA Funds Management, Inc. Amounts related to <br> these investments during the period ended March 31, 2026 <br> are shown in the Affiliate Table below.<br>|
| (d) | The rate shown is the annualized seven-day yield at <br> March 31, 2026.<br>|

---

The Fund had the following written call options contracts at March 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Number of**<br> **Contracts**<br>| **Notional**<br> **Amount**<br>| **Market**<br> **Value**<br>| **Premiums**<br> **Received**<br>| **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Consumer Discretionary <br> Select Sector SPDR ETF<br>| N/A | USD 116 | 04/17/2026 | (80) | USD (928000) | $(2280)<br>| $(7925)<br>| $5645 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Consumer Discretionary <br> Select Sector SPDR ETF<br>| N/A | USD 110 | 04/17/2026 | (42) | USD (462000) | (9492)<br>| (5964)<br>| (3528)<br>|
|  |  |  |  |  |  | $(11772)<br>| $(13889)<br>| $2117 |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of March 31, 2026.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –** <br> **Quoted Prices**<br>| **Level 2 –**<br> **Other Significant**<br> **Observable Inputs**<br>| **Level 3 –**<br> **Significant**<br> **Unobservable Inputs**<br>| **Total** |
| **ASSETS:**  |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp; $1345794 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1345794 |
| Short-Term Investment | &nbsp;&nbsp; 9907 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 9907 |
| **TOTAL INVESTMENTS** | &nbsp;&nbsp; $1355701 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1355701 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Call Options Written | &nbsp;&nbsp; $(11772)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(11772)<br>|
| **TOTAL OTHER FINANCIAL INSTRUMENTS:** | &nbsp;&nbsp; $(11772)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(11772)<br>|

---

**Affiliate Table** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of**<br> **Shares Held**<br> **at** <br> **12/31/25**<br>| **Value at**<br> **12/31/25**<br>| **Cost of**<br> **Purchases**<br>| **Proceeds**<br> **from**<br> **Shares Sold**<br>| **Realized**<br> **Gain (Loss)**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Number of**<br> **Shares Held**<br> **at** <br> **3/31/26**<br>| **Value at**<br> **3/31/26**<br>| **Dividend**<br> **Income**<br>|
| State Street Consumer Discretionary Select Sector SPDR ETF | 10272 | $1226579 | $698540 | $471142 | $(9574)<br>| $(98609)<br>| 12349 | $1345794 | $2677 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, <br> Class G Shares<br>| 1989 | 1989 | 35424 | 27506 |  |  | 9907 | 9907 | 42 |
| Total |  | $1228568 | $733964 | $498648 | $(9574)<br>| $(98609)<br>|  | $1355701 | $2719 |

---

*See accompanying notes to Schedule of Investments.*

------

**STATE STREET CONSUMER STAPLES SELECT SECTOR SPDR PREMIUM INCOME ETF**

**SCHEDULE OF INVESTMENTS**

***March 31, 2026 (Unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.1%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.1%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.1%**  |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Consumer Staples Select <br> Sector SPDR ETF (a) (b)<br> (Cost $2,610,376)<br>| 31291 | &nbsp;&nbsp; $2565236 |
| **SHORT-TERM INVESTMENT — 0.7%**  | **SHORT-TERM INVESTMENT — 0.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Class G Shares 3.64% (c) (d)<br> (Cost $19,514) | 19514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19514 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 99.8%**<br> (Cost $2,629,890) | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 99.8%**<br> (Cost $2,629,890) | &nbsp;&nbsp;&nbsp;&nbsp; 2584750 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES —** <br> **0.2%**  | **OTHER ASSETS IN EXCESS OF LIABILITIES —** <br> **0.2%**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4631 |
| **NET ASSETS — 100.0%** | **NET ASSETS — 100.0%** | &nbsp;&nbsp; $2589381 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. <br> Amounts related to these investments during the period <br> ended March 31, 2026 are shown in the Affiliate Table <br> below.<br>|
| (b) | At March 31, 2026, all or a portion of this security was <br> pledged to cover collateral requirements for options <br> contracts.<br>|
| (c) | The Fund invested in certain money market funds managed <br> by SSGA Funds Management, Inc. Amounts related to <br> these investments during the period ended March 31, 2026 <br> are shown in the Affiliate Table below.<br>|
| (d) | The rate shown is the annualized seven-day yield at <br> March 31, 2026.<br>|

---

The Fund had the following written call options contracts at March 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Number of**<br> **Contracts**<br>| **Notional**<br> **Amount**<br>| **Market**<br> **Value**<br>| **Premiums**<br> **Received**<br>| **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Consumer<br> Select Sector SPDR ETF<br>| N/A | USD 85 | 04/17/2026 | (281) | USD (2388500) | $(10397)<br>| $(18546)<br>| $8149 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Consumer<br> Select Sector SPDR ETF<br>| N/A | USD 84 | 04/17/2026 | (28) | USD (235200) | (1750)<br>| (1540)<br>| (210)<br>|
|  |  |  |  |  |  | $(12147)<br>| $(20086)<br>| $7939 |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of March 31, 2026.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –** <br> **Quoted Prices**<br>| **Level 2 –**<br> **Other Significant**<br> **Observable Inputs**<br>| **Level 3 –**<br> **Significant**<br> **Unobservable Inputs**<br>| **Total** |
| **ASSETS:**  |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp; $2565236 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2565236 |
| Short-Term Investment | &nbsp;&nbsp; 19514 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 19514 |
| **TOTAL INVESTMENTS** | &nbsp;&nbsp; $2584750 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2584750 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Call Options Written | &nbsp;&nbsp; $(12147)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(12147)<br>|
| **TOTAL OTHER FINANCIAL INSTRUMENTS:** | &nbsp;&nbsp; $(12147)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(12147)<br>|

---

**Affiliate Table** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of**<br> **Shares Held**<br> **at** <br> **12/31/25**<br>| **Value at**<br> **12/31/25**<br>| **Cost of**<br> **Purchases**<br>| **Proceeds**<br> **from**<br> **Shares Sold**<br>| **Realized**<br> **Gain (Loss)**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Number of**<br> **Shares Held**<br> **at** <br> **3/31/26**<br>| **Value at**<br> **3/31/26**<br>| **Dividend**<br> **Income**<br>|
| State Street Consumer Staples Select Sector SPDR ETF | 18209 | $1414475 | $1727094 | $655972 | $64176 | $15463 | 31291 | $2565236 | $12995 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, <br> Class G Shares<br>| 475 | 475 | 66008 | 46969 |  |  | 19514 | 19514 | 54 |
| Total |  | $1414950 | $1793102 | $702941 | $64176 | $15463 |  | $2584750 | $13049 |

---

*See accompanying notes to Schedule of Investments.*

------

**STATE STREET ENERGY SELECT SECTOR SPDR PREMIUM INCOME ETF**

**SCHEDULE OF INVESTMENTS**

***March 31, 2026 (Unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **100.8%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **100.8%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **100.8%**  |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Energy Select Sector <br> SPDR ETF (a) (b)<br> (Cost $23,186,572)<br>| 438022 | &nbsp;&nbsp; $26833228 |
| **SHORT-TERM INVESTMENT — 0.6%**  | **SHORT-TERM INVESTMENT — 0.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund, Class G Shares <br> 3.64% (c) (d)<br> (Cost $177,924) | 177924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177924 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 101.4%**<br> (Cost $23,364,496) | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 101.4%**<br> (Cost $23,364,496) | &nbsp;&nbsp;&nbsp;&nbsp; 27011152 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS** <br> **— (1.4)%**  | **LIABILITIES IN EXCESS OF OTHER ASSETS** <br> **— (1.4)%**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (382927) |
| **NET ASSETS — 100.0%** | **NET ASSETS — 100.0%** | &nbsp;&nbsp; $26628225 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. <br> Amounts related to these investments during the period <br> ended March 31, 2026 are shown in the Affiliate Table <br> below.<br>|
| (b) | At March 31, 2026, all or a portion of this security was <br> pledged to cover collateral requirements for options <br> contracts.<br>|
| (c) | The Fund invested in certain money market funds managed <br> by SSGA Funds Management, Inc. Amounts related to <br> these investments during the period ended March 31, 2026 <br> are shown in the Affiliate Table below.<br>|
| (d) | The rate shown is the annualized seven-day yield at <br> March 31, 2026.<br>|

---

The Fund had the following written call options contracts at March 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Number of**<br> **Contracts**<br>| **Notional**<br> **Amount**<br>| **Market**<br> **Value**<br>| **Premiums**<br> **Received**<br>| **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Energy<br> Select Sector SPDR ETF<br>| N/A | USD 60 | 04/17/2026 | (445) | USD (2670000) | $(106355)<br>| $(40940)<br>| $(65415)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Energy<br> Select Sector SPDR ETF<br>| N/A | USD 61 | 04/17/2026 | (3016) | USD (18397600) | (541372)<br>| (238126)<br>| (303246)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Energy<br> Select Sector SPDR ETF<br>| N/A | USD 63 | 04/17/2026 | (270) | USD (1687500) | (29970)<br>| (19980)<br>| (9990)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Energy<br> Select Sector SPDR ETF<br>| N/A | USD 64 | 04/17/2026 | (234) | USD (1497600) | (15210)<br>| (18624)<br>| 3414 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Energy<br> Select Sector SPDR ETF<br>| N/A | USD 63 | 04/17/2026 | (91) | USD (573300) | (8463)<br>| (6643)<br>| (1820)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Energy<br> Select Sector SPDR ETF<br>| N/A | USD 65 | 04/17/2026 | (312) | USD (2028000) | (14196)<br>| (27037)<br>| 12841 |
|  |  |  |  |  |  | $(715566)<br>| $(351350)<br>| $(364216)<br>|

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of March 31, 2026.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –** <br> **Quoted Prices**<br>| **Level 2 –**<br> **Other Significant**<br> **Observable Inputs**<br>| **Level 3 –**<br> **Significant**<br> **Unobservable Inputs**<br>| **Total** |
| **ASSETS:**  |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp; $26833228 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $26833228 |
| Short-Term Investment | &nbsp;&nbsp; 177924 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 177924 |
| **TOTAL INVESTMENTS** | &nbsp;&nbsp; $27011152 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $27011152 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Call Options Written | &nbsp;&nbsp; $(715566)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(715566)<br>|
| **TOTAL OTHER FINANCIAL INSTRUMENTS:** | &nbsp;&nbsp; $(715566)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(715566)<br>|

---

*See accompanying notes to Schedule of Investments.*

------

**STATE STREET ENERGY SELECT SECTOR SPDR PREMIUM INCOME ETF**

**SCHEDULE OF INVESTMENTS (continued)** 

***March 31, 2026 (Unaudited)***

------

**Affiliate Table** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of**<br> **Shares Held**<br> **at** <br> **12/31/25**<br>| **Value at**<br> **12/31/25**<br>| **Cost of**<br> **Purchases**<br>| **Proceeds**<br> **from**<br> **Shares Sold**<br>| **Realized**<br> **Gain (Loss)**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Number of**<br> **Shares Held**<br> **at** <br> **3/31/26**<br>| **Value at**<br> **3/31/26**<br>| **Dividend**<br> **Income**<br>|
| State Street Energy Select Sector SPDR ETF | 103095 | $4609377 | $19973642 | $1500399 | $79257 | $3671351 | 438022 | $26833228 | $138512 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, <br> Class G Shares<br>| 1956 | 1956 | 595704 | 419736 |  |  | 177924 | 177924 | 363 |
| Total |  | $4611333 | $20569346 | $1920135 | $79257 | $3671351 |  | $27011152 | $138875 |

---

*See accompanying notes to Schedule of Investments.*

------

**STATE STREET FINANCIAL SELECT SECTOR SPDR PREMIUM INCOME ETF**

**SCHEDULE OF INVESTMENTS**

***March 31, 2026 (Unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.5%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.5%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.5%**  |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Financial Select Sector <br> SPDR ETF (a) (b)<br> (Cost $3,800,752)<br>| 72483 | &nbsp;&nbsp; $3578485 |
| **SHORT-TERM INVESTMENT — 1.2%**  | **SHORT-TERM INVESTMENT — 1.2%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Class G Shares 3.64% (c) (d)<br> (Cost $41,380) | 41380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41380 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 100.7%**<br> (Cost $3,842,132) | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 100.7%**<br> (Cost $3,842,132) | &nbsp;&nbsp;&nbsp;&nbsp; 3619865 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS —** <br> **(0.7)%**  | **LIABILITIES IN EXCESS OF OTHER ASSETS —** <br> **(0.7)%**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24098) |
| **NET ASSETS — 100.0%** | **NET ASSETS — 100.0%** | &nbsp;&nbsp; $3595767 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. <br> Amounts related to these investments during the period <br> ended March 31, 2026 are shown in the Affiliate Table <br> below.<br>|
| (b) | At March 31, 2026, all or a portion of this security was <br> pledged to cover collateral requirements for options <br> contracts.<br>|
| (c) | The Fund invested in certain money market funds managed <br> by SSGA Funds Management, Inc. Amounts related to <br> these investments during the period ended March 31, 2026 <br> are shown in the Affiliate Table below.<br>|
| (d) | The rate shown is the annualized seven-day yield at <br> March 31, 2026.<br>|

---

The Fund had the following written call options contracts at March 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Number of**<br> **Contracts**<br>| **Notional**<br> **Amount**<br>| **Market**<br> **Value**<br>| **Premiums**<br> **Received**<br>| **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Financial<br> Select Sector SPDR ETF<br>| N/A | USD 51 | 04/17/2026 | (629) | USD (3207900) | $(26104)<br>| $(25516)<br>| $(588)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Financial<br> Select Sector SPDR ETF<br>| N/A | USD 50 | 04/17/2026 | (89) | USD (445000) | (7164)<br>| (6319)<br>| (845)<br>|
|  |  |  |  |  |  | $(33268)<br>| $(31835)<br>| $(1433)<br>|

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of March 31, 2026.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –** <br> **Quoted Prices**<br>| **Level 2 –**<br> **Other Significant**<br> **Observable Inputs**<br>| **Level 3 –**<br> **Significant**<br> **Unobservable Inputs**<br>| **Total** |
| **ASSETS:**  |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp; $3578485 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $3578485 |
| Short-Term Investment | &nbsp;&nbsp; 41380 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 41380 |
| **TOTAL INVESTMENTS** | &nbsp;&nbsp; $3619865 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $3619865 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Call Options Written | &nbsp;&nbsp; $(33268)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(33268)<br>|
| **TOTAL OTHER FINANCIAL INSTRUMENTS:** | &nbsp;&nbsp; $(33268)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(33268)<br>|

---

**Affiliate Table** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of**<br> **Shares Held**<br> **at** <br> **12/31/25**<br>| **Value at**<br> **12/31/25**<br>| **Cost of**<br> **Purchases**<br>| **Proceeds**<br> **from**<br> **Shares Sold**<br>| **Realized**<br> **Gain (Loss)**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Number of**<br> **Shares Held**<br> **at** <br> **3/31/26**<br>| **Value at**<br> **3/31/26**<br>| **Dividend**<br> **Income**<br>|
| State Street Financial Select Sector SPDR ETF | 36317 | $1989082 | $2831864 | $955825 | $9870 | $(296506)<br>| 72483 | $3578485 | $17101 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, <br> Class G Shares<br>| 495 | 495 | 105628 | 64743 |  |  | 41380 | 41380 | 129 |
| Total |  | $1989577 | $2937492 | $1020568 | $9870 | $(296506)<br>|  | $3619865 | $17230 |

---

*See accompanying notes to Schedule of Investments.*

------

**STATE STREET HEALTH CARE SELECT SECTOR SPDR PREMIUM INCOME ETF**

**SCHEDULE OF INVESTMENTS**

***March 31, 2026 (Unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.2%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.2%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.2%**  |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Health Care Select Sector <br> SPDR ETF (a) (b)<br> (Cost $13,495,220)<br>| 88360 | &nbsp;&nbsp; $12954460 |
| **SHORT-TERM INVESTMENT — 0.6%**  | **SHORT-TERM INVESTMENT — 0.6%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Class G Shares 3.64% (c) (d)<br> (Cost $85,327) | 85327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85327 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 99.8%**<br> (Cost $13,580,547) | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 99.8%**<br> (Cost $13,580,547) | &nbsp;&nbsp;&nbsp;&nbsp; 13039787 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES** <br> **— 0.2%**  | **OTHER ASSETS IN EXCESS OF LIABILITIES** <br> **— 0.2%**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24766 |
| **NET ASSETS — 100.0%** | **NET ASSETS — 100.0%** | &nbsp;&nbsp; $13064553 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. <br> Amounts related to these investments during the period <br> ended March 31, 2026 are shown in the Affiliate Table <br> below.<br>|
| (b) | At March 31, 2026, all or a portion of this security was <br> pledged to cover collateral requirements for options <br> contracts.<br>|
| (c) | The Fund invested in certain money market funds managed <br> by SSGA Funds Management, Inc. Amounts related to <br> these investments during the period ended March 31, 2026 <br> are shown in the Affiliate Table below.<br>|
| (d) | The rate shown is the annualized seven-day yield at <br> March 31, 2026.<br>|

---

The Fund had the following written call options contracts at March 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Number of**<br> **Contracts**<br>| **Notional**<br> **Amount**<br>| **Market**<br> **Value**<br>| **Premiums**<br> **Received**<br>| **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Health Care<br> Select Sector SPDR ETF<br>| N/A | USD 152 | 04/17/2026 | (831) | USD (12631200) | $(56508)<br>| $(109692)<br>| $53184 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Health Care<br> Select Sector SPDR ETF<br>| N/A | USD 150 | 04/17/2026 | (33) | USD (495000) | (3943)<br>| (4719)<br>| 776 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Health Care<br> Select Sector SPDR ETF<br>| N/A | USD 150 | 04/17/2026 | (13) | USD (194350) | (1820)<br>| (1820)<br>|  |
|  |  |  |  |  |  | $(62271)<br>| $(116231)<br>| $53960 |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of March 31, 2026.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –** <br> **Quoted Prices**<br>| **Level 2 –**<br> **Other Significant**<br> **Observable Inputs**<br>| **Level 3 –**<br> **Significant**<br> **Unobservable Inputs**<br>| **Total** |
| **ASSETS:**  |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp; $12954460 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $12954460 |
| Short-Term Investment | &nbsp;&nbsp; 85327 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 85327 |
| **TOTAL INVESTMENTS** | &nbsp;&nbsp; $13039787 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $13039787 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Call Options Written | &nbsp;&nbsp; $(62271)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(62271)<br>|
| **TOTAL OTHER FINANCIAL INSTRUMENTS:** | &nbsp;&nbsp; $(62271)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(62271)<br>|

---

*See accompanying notes to Schedule of Investments.*

------

**STATE STREET HEALTH CARE SELECT SECTOR SPDR PREMIUM INCOME ETF**

**SCHEDULE OF INVESTMENTS (continued)** 

***March 31, 2026 (Unaudited)***

------

**Affiliate Table** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of**<br> **Shares Held**<br> **at** <br> **12/31/25**<br>| **Value at**<br> **12/31/25**<br>| **Cost of**<br> **Purchases**<br>| **Proceeds**<br> **from**<br> **Shares Sold**<br>| **Realized**<br> **Gain (Loss)**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Number of**<br> **Shares Held**<br> **at** <br> **3/31/26**<br>| **Value at**<br> **3/31/26**<br>| **Dividend**<br> **Income**<br>|
| State Street Health Care Select Sector SPDR ETF | 75486 | $11685233 | $3010098 | $1016499 | $72348 | $(796720)<br>| 88360 | $12954460 | $51789 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, <br> Class G Shares<br>| 585 | 585 | 358857 | 274115 |  |  | 85327 | 85327 | 279 |
| Total |  | $11685818 | $3368955 | $1290614 | $72348 | $(796720)<br>|  | $13039787 | $52068 |

---

*See accompanying notes to Schedule of Investments.*

------

**STATE STREET INDUSTRIAL SELECT SECTOR SPDR PREMIUM INCOME ETF**

**SCHEDULE OF INVESTMENTS**

***March 31, 2026 (Unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.1%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.1%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **99.1%**  |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Industrial Select Sector <br> SPDR ETF (a) (b)<br> (Cost $5,314,787)<br>| 32564 | &nbsp;&nbsp; $5266576 |
| **SHORT-TERM INVESTMENT — 1.0%**  | **SHORT-TERM INVESTMENT — 1.0%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Class G Shares 3.64% (c) (d)<br> (Cost $50,218) | 50218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50218 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 100.1%**<br> (Cost $5,365,005) | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 100.1%**<br> (Cost $5,365,005) | &nbsp;&nbsp;&nbsp;&nbsp; 5316794 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS —** <br> **(0.1)%**  | **LIABILITIES IN EXCESS OF OTHER ASSETS —** <br> **(0.1)%**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2776) |
| **NET ASSETS — 100.0%** | **NET ASSETS — 100.0%** | &nbsp;&nbsp; $5314018 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. <br> Amounts related to these investments during the period <br> ended March 31, 2026 are shown in the Affiliate Table <br> below.<br>|
| (b) | At March 31, 2026, all or a portion of this security was <br> pledged to cover collateral requirements for options <br> contracts.<br>|
| (c) | The Fund invested in certain money market funds managed <br> by SSGA Funds Management, Inc. Amounts related to <br> these investments during the period ended March 31, 2026 <br> are shown in the Affiliate Table below.<br>|
| (d) | The rate shown is the annualized seven-day yield at <br> March 31, 2026.<br>|

---

The Fund had the following written call options contracts at March 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Number of**<br> **Contracts**<br>| **Notional**<br> **Amount**<br>| **Market**<br> **Value**<br>| **Premiums**<br> **Received**<br>| **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Industrial<br> Select Sector SPDR ETF<br>| N/A | USD 172 | 04/17/2026 | (192) | USD (3302400) | $(9696)<br>| $(29621)<br>| $19925 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Industrial<br> Select Sector SPDR ETF<br>| N/A | USD 167 | 04/17/2026 | (133) | USD (2221100) | (22610)<br>| (27930)<br>| 5320 |
|  |  |  |  |  |  | $(32306)<br>| $(57551)<br>| $25245 |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of March 31, 2026.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –** <br> **Quoted Prices**<br>| **Level 2 –**<br> **Other Significant**<br> **Observable Inputs**<br>| **Level 3 –**<br> **Significant**<br> **Unobservable Inputs**<br>| **Total** |
| **ASSETS:**  |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp; $5266576 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5266576 |
| Short-Term Investment | &nbsp;&nbsp; 50218 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 50218 |
| **TOTAL INVESTMENTS** | &nbsp;&nbsp; $5316794 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5316794 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Call Options Written | &nbsp;&nbsp; $(32306)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(32306)<br>|
| **TOTAL OTHER FINANCIAL INSTRUMENTS:** | &nbsp;&nbsp; $(32306)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(32306)<br>|

---

**Affiliate Table** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of**<br> **Shares Held**<br> **at** <br> **12/31/25**<br>| **Value at**<br> **12/31/25**<br>| **Cost of**<br> **Purchases**<br>| **Proceeds**<br> **from**<br> **Shares Sold**<br>| **Realized**<br> **Gain (Loss)**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Number of**<br> **Shares Held**<br> **at** <br> **3/31/26**<br>| **Value at**<br> **3/31/26**<br>| **Dividend**<br> **Income**<br>|
| State Street Industrial Select Sector SPDR ETF | 8043 | $1247630 | $4485284 | $443879 | $37756 | $(60215)<br>| 32564 | $5266576 | $14834 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, <br> Class G Shares<br>| 218 | 218 | 115495 | 65495 |  |  | 50218 | 50218 | 88 |
| Total |  | $1247848 | $4600779 | $509374 | $37756 | $(60215)<br>|  | $5316794 | $14922 |

---

*See accompanying notes to Schedule of Investments.*

------

**STATE STREET MATERIALS SELECT SECTOR SPDR PREMIUM INCOME ETF**

**SCHEDULE OF INVESTMENTS**

***March 31, 2026 (Unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **100.0%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **100.0%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **100.0%**  |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Materials Select Sector <br> SPDR ETF (a) (b)<br> (Cost $5,292,778)<br>| 109021 | &nbsp;&nbsp; $5447780 |
| **SHORT-TERM INVESTMENT — 0.4%**  | **SHORT-TERM INVESTMENT — 0.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Class G Shares 3.64% (c) <br> (d)<br> (Cost $23,222) | &nbsp;&nbsp; 23222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23222 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 100.4%**<br> (Cost $5,316,000) | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 100.4%**<br> (Cost $5,316,000) | &nbsp;&nbsp;&nbsp;&nbsp; 5471002 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS —** <br> **(0.4)%**  | **LIABILITIES IN EXCESS OF OTHER ASSETS —** <br> **(0.4)%**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24351) |
| **NET ASSETS — 100.0%** | **NET ASSETS — 100.0%** | &nbsp;&nbsp; $5446651 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. <br> Amounts related to these investments during the period <br> ended March 31, 2026 are shown in the Affiliate Table <br> below.<br>|
| (b) | At March 31, 2026, all or a portion of this security was <br> pledged to cover collateral requirements for options <br> contracts.<br>|
| (c) | The Fund invested in certain money market funds managed <br> by SSGA Funds Management, Inc. Amounts related to <br> these investments during the period ended March 31, 2026 <br> are shown in the Affiliate Table below.<br>|
| (d) | The rate shown is the annualized seven-day yield at <br> March 31, 2026.<br>|

---

The Fund had the following written call options contracts at March 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Number of**<br> **Contracts**<br>| **Notional**<br> **Amount**<br>| **Market**<br> **Value**<br>| **Premiums**<br> **Received**<br>| **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Materials <br> Select Sector SPDR ETF<br>| N/A | USD 52 | 04/17/2026 | (16) | USD (83200) | $(672)<br>| $(1136)<br>| $464 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Materials <br> Select Sector SPDR ETF<br>| N/A | USD 51 | 04/17/2026 | (1065) | USD (5431500) | (78278)<br>| (49576)<br>| (28702)<br>|
|  |  |  |  |  |  | $(78950)<br>| $(50712)<br>| $(28238)<br>|

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of March 31, 2026.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –** <br> **Quoted Prices**<br>| **Level 2 –**<br> **Other Significant**<br> **Observable Inputs**<br>| **Level 3 –**<br> **Significant**<br> **Unobservable Inputs**<br>| **Total** |
| **ASSETS:**  |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp; $5447780 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5447780 |
| Short-Term Investment | &nbsp;&nbsp; 23222 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 23222 |
| **TOTAL INVESTMENTS** | &nbsp;&nbsp; $5471002 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5471002 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Call Options Written | &nbsp;&nbsp; $(78950)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(78950)<br>|
| **TOTAL OTHER FINANCIAL INSTRUMENTS:** | &nbsp;&nbsp; $(78950)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(78950)<br>|

---

**Affiliate Table** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of**<br> **Shares Held**<br> **at** <br> **12/31/25**<br>| **Value at**<br> **12/31/25**<br>| **Cost of**<br> **Purchases**<br>| **Proceeds**<br> **from**<br> **Shares Sold**<br>| **Realized**<br> **Gain (Loss)**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Number of**<br> **Shares Held**<br> **at** <br> **3/31/26**<br>| **Value at**<br> **3/31/26**<br>| **Dividend**<br> **Income**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, <br> Class G Shares<br>| 2976 | $2976 | $128314 | $108068 | $— | $— | 23222 | $23222 | $87 |
| State Street Materials Select Sector SPDR ETF | 47197 | 2140384 | 3772580 | 605600 | 28193 | 112223 | 109021 | 5447780 | 22905 |
| Total |  | $2143360 | $3900894 | $713668 | $28193 | $112223 |  | $5471002 | $22992 |

---

*See accompanying notes to Schedule of Investments.*

------

**STATE STREET REAL ESTATE SELECT SECTOR SPDR PREMIUM INCOME ETF**

**SCHEDULE OF INVESTMENTS**

***March 31, 2026 (Unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **98.9%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **98.9%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **98.9%**  |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Real Estate Select Sector <br> SPDR ETF (a) (b)<br> (Cost $2,563,789)<br>| 61005 | &nbsp;&nbsp; $2490835 |
| **SHORT-TERM INVESTMENT — 0.8%**  | **SHORT-TERM INVESTMENT — 0.8%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Class G Shares 3.64% (c) (d)<br> (Cost $20,133) | 20133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20133 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 99.7%**<br> (Cost $2,583,922) | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 99.7%**<br> (Cost $2,583,922) | &nbsp;&nbsp;&nbsp;&nbsp; 2510968 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES —** <br> **0.3%**  | **OTHER ASSETS IN EXCESS OF LIABILITIES —** <br> **0.3%**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6507 |
| **NET ASSETS — 100.0%** | **NET ASSETS — 100.0%** | &nbsp;&nbsp; $2517475 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. <br> Amounts related to these investments during the period <br> ended March 31, 2026 are shown in the Affiliate Table <br> below.<br>|
| (b) | At March 31, 2026, all or a portion of this security was <br> pledged to cover collateral requirements for options <br> contracts.<br>|
| (c) | The Fund invested in certain money market funds managed <br> by SSGA Funds Management, Inc. Amounts related to <br> these investments during the period ended March 31, 2026 <br> are shown in the Affiliate Table below.<br>|
| (d) | The rate shown is the annualized seven-day yield at <br> March 31, 2026.<br>|

---

The Fund had the following written call options contracts at March 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Number of**<br> **Contracts**<br>| **Notional**<br> **Amount**<br>| **Market**<br> **Value**<br>| **Premiums**<br> **Received**<br>| **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Real Estate<br> Select Sector SPDR ETF<br>| N/A | USD 43 | 04/17/2026 | (447) | USD (1922100) | $(3129)<br>| $(15570)<br>| $12441 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Real Estate<br> Select Sector SPDR ETF<br>| N/A | USD 41 | 04/17/2026 | (168) | USD (688800) | (10080)<br>| (7056)<br>| (3024)<br>|
|  |  |  |  |  |  | $(13209)<br>| $(22626)<br>| $9417 |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of March 31, 2026.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –** <br> **Quoted Prices**<br>| **Level 2 –**<br> **Other Significant**<br> **Observable Inputs**<br>| **Level 3 –**<br> **Significant**<br> **Unobservable Inputs**<br>| **Total** |
| **ASSETS:**  |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp; $2490835 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2490835 |
| Short-Term Investment | &nbsp;&nbsp; 20133 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 20133 |
| **TOTAL INVESTMENTS** | &nbsp;&nbsp; $2510968 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2510968 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Call Options Written | &nbsp;&nbsp; $(13209)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(13209)<br>|
| **TOTAL OTHER FINANCIAL INSTRUMENTS:** | &nbsp;&nbsp; $(13209)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(13209)<br>|

---

**Affiliate Table** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of**<br> **Shares Held**<br> **at** <br> **12/31/25**<br>| **Value at**<br> **12/31/25**<br>| **Cost of**<br> **Purchases**<br>| **Proceeds**<br> **from**<br> **Shares Sold**<br>| **Realized**<br> **Gain (Loss)**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Number of**<br> **Shares Held**<br> **at** <br> **3/31/26**<br>| **Value at**<br> **3/31/26**<br>| **Dividend**<br> **Income**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, <br> Class G Shares<br>| 879 | $879 | $90377 | $71123 | $— | $— | 20133 | $20133 | $50 |
| State Street Real Estate Select Sector SPDR ETF | 35305 | 1424557 | 1672190 | 603670 | (1817)<br>| (425)<br>| 61005 | 2490835 | 15083 |
| Total |  | $1425436 | $1762567 | $674793 | $(1817)<br>| $(425)<br>|  | $2510968 | $15133 |

---

*See accompanying notes to Schedule of Investments.*

------

**STATE STREET TECHNOLOGY SELECT SECTOR SPDR PREMIUM INCOME ETF**

**SCHEDULE OF INVESTMENTS**

***March 31, 2026 (Unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **98.7%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **98.7%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **98.7%**  |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Technology Select Sector <br> SPDR ETF (a) (b)<br> (Cost $5,608,223)<br>| 39087 | &nbsp;&nbsp; $5194663 |
| **SHORT-TERM INVESTMENT — 0.4%**  | **SHORT-TERM INVESTMENT — 0.4%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund, Class G Shares 3.64% (c) (d)<br> (Cost $19,688) | 19688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19688 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 99.1%**<br> (Cost $5,627,911) | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 99.1%**<br> (Cost $5,627,911) | &nbsp;&nbsp;&nbsp;&nbsp; 5214351 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES —** <br> **0.9%**  | **OTHER ASSETS IN EXCESS OF LIABILITIES —** <br> **0.9%**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45685 |
| **NET ASSETS — 100.0%** | **NET ASSETS — 100.0%** | &nbsp;&nbsp; $5260036 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. <br> Amounts related to these investments during the period <br> ended March 31, 2026 are shown in the Affiliate Table <br> below.<br>|
| (b) | At March 31, 2026, all or a portion of this security was <br> pledged to cover collateral requirements for options <br> contracts.<br>|
| (c) | The Fund invested in certain money market funds managed <br> by SSGA Funds Management, Inc. Amounts related to <br> these investments during the period ended March 31, 2026 <br> are shown in the Affiliate Table below.<br>|
| (d) | The rate shown is the annualized seven-day yield at <br> March 31, 2026.<br>|

---

The Fund had the following written call options contracts at March 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Number of**<br> **Contracts**<br>| **Notional**<br> **Amount**<br>| **Market**<br> **Value**<br>| **Premiums**<br> **Received**<br>| **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Technology<br> Select Sector SPDR ETF<br>| N/A | USD 145 | 04/17/2026 | (355) | USD (5147500) | $(4438)<br>| $(54315)<br>| $49877 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Technology<br> Select Sector SPDR ETF<br>| N/A | USD 142 | 04/17/2026 | (17) | USD (241400) | (688)<br>| (2856)<br>| 2168 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Technology<br> Select Sector SPDR ETF<br>| N/A | USD 137 | 04/17/2026 | (15) | USD (205500) | (2445)<br>| (2445)<br>|  |
|  |  |  |  |  |  | $(7571)<br>| $(59616)<br>| $52045 |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of March 31, 2026.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –** <br> **Quoted Prices**<br>| **Level 2 –**<br> **Other Significant**<br> **Observable Inputs**<br>| **Level 3 –**<br> **Significant**<br> **Unobservable Inputs**<br>| **Total** |
| **ASSETS:**  |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp; $5194663 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5194663 |
| Short-Term Investment | &nbsp;&nbsp; 19688 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 19688 |
| **TOTAL INVESTMENTS** | &nbsp;&nbsp; $5214351 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5214351 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Call Options Written | &nbsp;&nbsp; $(7571)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(7571)<br>|
| **TOTAL OTHER FINANCIAL INSTRUMENTS:** | &nbsp;&nbsp; $(7571)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(7571)<br>|

---

*See accompanying notes to Schedule of Investments.*

------

**STATE STREET TECHNOLOGY SELECT SECTOR SPDR PREMIUM INCOME ETF**

**SCHEDULE OF INVESTMENTS (continued)** 

***March 31, 2026 (Unaudited)***

------

**Affiliate Table** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of**<br> **Shares Held**<br> **at** <br> **12/31/25**<br>| **Value at**<br> **12/31/25**<br>| **Cost of**<br> **Purchases**<br>| **Proceeds**<br> **from**<br> **Shares Sold**<br>| **Realized**<br> **Gain (Loss)**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Number of**<br> **Shares Held**<br> **at** <br> **3/31/26**<br>| **Value at**<br> **3/31/26**<br>| **Dividend**<br> **Income**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, <br> Class G Shares<br>| 3046 | $3046 | $152851 | $136209 | $— | $— | 19688 | $19688 | $129 |
| State Street Technology Select Sector SPDR ETF | 28555 | 4111064 | 2876665 | 1376864 | 42022 | (458224)<br>| 39087 | 5194663 | 6008 |
| Total |  | $4114110 | $3029516 | $1513073 | $42022 | $(458224)<br>|  | $5214351 | $6137 |

---

*See accompanying notes to Schedule of Investments.*

------

**STATE STREET UTILITIES SELECT SECTOR SPDR PREMIUM INCOME ETF**

**SCHEDULE OF INVESTMENTS**

***March 31, 2026 (Unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **98.8%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **98.8%**  | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS —** <br> **98.8%**  |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Utilities Select Sector <br> SPDR ETF (a) (b)<br> (Cost $9,594,929)<br>| 216485 | &nbsp;&nbsp; $9934496 |
| **SHORT-TERM INVESTMENT — 0.7%**  | **SHORT-TERM INVESTMENT — 0.7%**  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund, Class G Shares <br> 3.64% (c) (d)<br> (Cost $68,510) | &nbsp;&nbsp; 68510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68510 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 99.5%**<br> (Cost $9,663,439) | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS — 99.5%**<br> (Cost $9,663,439) | &nbsp;&nbsp;&nbsp;&nbsp; 10003006 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES** <br> **— 0.5%**  | **OTHER ASSETS IN EXCESS OF LIABILITIES** <br> **— 0.5%**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50577 |
| **NET ASSETS — 100.0%** | **NET ASSETS — 100.0%** | &nbsp;&nbsp; $10053583 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of <br> underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. <br> Amounts related to these investments during the period <br> ended March 31, 2026 are shown in the Affiliate Table <br> below.<br>|
| (b) | At March 31, 2026, all or a portion of this security was <br> pledged to cover collateral requirements for options <br> contracts.<br>|
| (c) | The Fund invested in certain money market funds managed <br> by SSGA Funds Management, Inc. Amounts related to <br> these investments during the period ended March 31, 2026 <br> are shown in the Affiliate Table below.<br>|
| (d) | The rate shown is the annualized seven-day yield at <br> March 31, 2026.<br>|

---

The Fund had the following written call options contracts at March 31, 2026:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty** | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Number of**<br> **Contracts**<br>| **Notional**<br> **Amount**<br>| **Market**<br> **Value**<br>| **Premiums**<br> **Received**<br>| **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Utilities<br> Select Sector SPDR ETF<br>| N/A | USD 48 | 04/17/2026 | (2061) | USD (9892800) | $(48434)<br>| $(91970)<br>| $43536 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Utilities<br> Select Sector SPDR ETF<br>| N/A | USD 47 | 04/17/2026 | (85) | USD (395250) | (5397)<br>| (4052)<br>| (1345)<br>|
|  |  |  |  |  |  | $(53831)<br>| $(96022)<br>| $42191 |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of March 31, 2026.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –** <br> **Quoted Prices**<br>| **Level 2 –**<br> **Other Significant**<br> **Observable Inputs**<br>| **Level 3 –**<br> **Significant**<br> **Unobservable Inputs**<br>| **Total** |
| **ASSETS:**  |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp; $9934496 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $9934496 |
| Short-Term Investment | &nbsp;&nbsp; 68510 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 68510 |
| **TOTAL INVESTMENTS** | &nbsp;&nbsp; $10003006 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $10003006 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Call Options Written | &nbsp;&nbsp; $(53831)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(53831)<br>|
| **TOTAL OTHER FINANCIAL INSTRUMENTS:** | &nbsp;&nbsp; $(53831)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(53831)<br>|

---

**Affiliate Table** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of**<br> **Shares Held**<br> **at** <br> **12/31/25**<br>| **Value at**<br> **12/31/25**<br>| **Cost of**<br> **Purchases**<br>| **Proceeds**<br> **from**<br> **Shares Sold**<br>| **Realized**<br> **Gain (Loss)**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Number of**<br> **Shares Held**<br> **at** <br> **3/31/26**<br>| **Value at**<br> **3/31/26**<br>| **Dividend**<br> **Income**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, <br> Class G Shares<br>| 9036 | $9036 | $222561 | $163087 | $— | $— | 68510 | $68510 | $251 |
| State Street Utilities Select Sector SPDR ETF | 128548 | 5487714 | 4716204 | 768477 | 31272 | 467783 | 216485 | 9934496 | 65939 |
| Total |  | $5496750 | $4938765 | $931564 | $31272 | $467783 |  | $10003006 | $66190 |

---

*See accompanying notes to Schedule of Investments.*

------

**SELECT SECTOR SPDR TRUST** 

**NOTES TO SCHEDULES OF INVESTMENTS**

***March 31, 2026 (Unaudited)***

------

**Security Valuation**

Each Fund's investments are valued at fair value each day that the New York Stock Exchange ("NYSE") is open and, for financial reporting purposes, as of the report date should the reporting period end on a day that the NYSE is not open. Fair value is generally defined as the price a fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. By its nature, a fair value price is a good faith estimate of the valuation in a current sale and may not reflect an actual market price. The investments of each Fund are valued pursuant to the policy and procedures developed by the Oversight Committee (the "Committee") and approved by the Board. The Committee provides oversight of the valuation of investments for the Funds. The Board has responsibility for overseeing the determination of the fair value of investments.

Valuation techniques used to value each Fund's investments by major category are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;• Equity investments (including registered investment companies that are exchange-traded funds) traded on a recognized securities exchange for which market quotations are readily available are valued at the last sale price or official closing price, as applicable, on the primary market or exchange on which they trade. Equity investments traded on a recognized exchange for which there were no sales on that day are valued at the last published sale price or at fair value.

&nbsp;&nbsp;&nbsp;&nbsp;• Investments in registered investment companies (including money market funds) or other unitized pooled investment vehicles that are not traded on an exchange are valued at that day's published net asset value ("NAV") per share or unit.

&nbsp;&nbsp;&nbsp;&nbsp;• Options are priced at their readily available market quotations on the principal market on which they are traded on the valuation date. Such readily available market quotations will generally reflect the mean of the last reported bid and ask prices. If the mean of the last reported bid and ask prices are deemed to be unavailable or unreliable, the last reported sale or official closing price, or an intrinsic value may be considered to value the option in accordance with the valuation policy and procedures approved by the Board.

In the event prices or quotations are not readily available or that the application of these valuation methods results in a price for an investment that is deemed to be not representative of the fair value of such investment, fair value will be determined in good faith by the Committee, in accordance with the valuation policy and procedures approved by the Board.

Fair value pricing could result in a difference between the prices used to calculate a Fund's NAV and the prices used by the Funds' underlying benchmark. Various inputs are used in determining the value of the Funds' investments.

The Funds value their assets and liabilities at fair value using a fair value hierarchy consisting of three broad levels that prioritize the inputs to valuation techniques giving the highest priority to readily available unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements) when market prices are not readily available or reliable. The categorization of a value determined for an investment within the hierarchy is based upon the pricing transparency of the investment and is not necessarily an indication of the risk associated with investing in it.

The three levels of the fair value hierarchy are as follows:

• Level 1 – Unadjusted quoted prices in active markets for an identical asset or liability;

&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability either directly or indirectly, including quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not considered to be active, inputs other than quoted prices that are observable for the asset or liability (such as exchange rates, financing terms, interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs; and

&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Unobservable inputs for the asset or liability, including the Committee's assumptions used in determining the fair value of investments.

------

**SELECT SECTOR SPDR TRUST** 

**NOTES TO SCHEDULES OF INVESTMENTS (continued)** 

***March 31, 2026 (Unaudited)***

------

The value of each Fund's investments according to the fair value hierarchy as of March 31, 2026, is disclosed in each Fund's respective Schedule of Investments.

**Options Contracts**

The Funds may purchase and sell put and call options. Such options may relate to particular securities and may or may not be listed on a national securities exchange and issued by the Options Clearing Corporation. Options trading is a highly specialized activity that entails greater than ordinary investment risk. Options on particular securities may be more volatile than the underlying securities, and therefore, on a percentage basis, an investment in options may be subject to greater fluctuation than an investment in the underlying securities themselves.

During the period ended March 31, 2026, all the funds entered into option contracts.

**Other Transactions with Affiliates**

The Funds may invest in affiliated entities, including securities issued by State Street Corporation, affiliated funds, or entities deemed to be affiliates as a result of the Funds owning more than five percent of the entity's voting securities or outstanding shares. Amounts relating to these transactions during the period ended March 31, 2026, are disclosed in the Funds' respective Schedules of Investments.

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** SELECT SECTOR SPDR TRUST

- **b. Investment Company Act file number:** 811-08837

- **c. CIK number of Registrant:** 0001064641

- **d. LEI of Registrant:** 5493008JJKIPMEX3CO91

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02114

  - **Telephone number:** 1-866-787-2257

**Item A.2. Information about the Series.**

- **a. Name of Series:** State Street(R) Technology Select Sector SPDR(R) Premium Income ETF

- **b. EDGAR series identifier (if any):** S000093832

- **c. LEI of Series:** 984500A2DE49E7803B47

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $5084446.02

**Total Liabilities:** $63502.17

**Net Assets:** $5020943.85

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000262280 | 1.28%                | -1.89%               | -2.48%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $42383.25                | $-49012.32                                 |
| Month 2  | $-1278.45                | $-180112.71                                |
| Month 3  | $7517.18                 | $-235698.07                                |

**Designated Index Information**

- **Index Name:** S&P Technology Select Sector Index

- **Index Identifier:** IXTTR

### Schedule of Portfolio Investments

| Name                                           | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| State Street Technology Select Sector SPDR ETF | State Street Technology Select Sector SPDR ETF             | CUSIP: 81369Y803<br>LEI: 549300BR5T0JNM2MW070 | Long             | EC               | RF                | US        |     37652 | NS      | $5003950.80   | 99.66%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                   | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     19688 | NS      | $19688.35     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | STATE STREET TECHNOLOGY SELECT                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -355 | NC      | $-4437.50     | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | STATE STREET TECHNOLOGY SELECT                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -17 | NC      | $-688.50      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** SELECT SECTOR SPDR TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer