SPDR MSCI USA Climate Paris Aligned ETF |
SPDR Russell 1000 Low Volatility Focus ETF |
SPDR Russell 1000 Momentum Focus ETF |
SPDR Russell 1000 Yield Focus ETF |
SPDR S&P 400 Mid Cap Growth ETF |
SPDR S&P 400 Mid Cap Value ETF |
SPDR S&P 500 ESG ETF |
SPDR S&P 600 Small Cap ETF |
SPDR S&P 600 Small Cap Growth ETF |
SPDR S&P 600 Small Cap Value ETF |
SPDR S&P 1500 Momentum Tilt ETF |
SPDR S&P 1500 Value Tilt ETF |
SPDR S&P Kensho Clean Power ETF |
SPDR S&P Kensho Final Frontiers ETF |
SPDR S&P Kensho Future Security ETF |
SPDR S&P Kensho Intelligent Structures ETF |
SPDR S&P Kensho New Economies Composite ETF |
SPDR S&P Kensho Smart Mobility ETF |
SPDR S&P SmallCap 600 ESG ETF |
SPDR SSGA US Large Cap Low Volatility Index ETF |
SPDR SSGA US Small Cap Low Volatility Index ETF |
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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22 |
Schedules of Investments (Unaudited) | |
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23 |
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28 |
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36 |
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48 |
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53 |
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58 |
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63 |
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69 |
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78 |
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84 |
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92 |
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108 |
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125 |
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127 |
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129 |
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131 |
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133 |
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141 |
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143 |
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149 |
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152 |
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160 |
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181 |
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202 |
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213 |
Description | % of Net Assets | ||
Apple, Inc. | 7.1% | ||
Microsoft Corp. | 5.9 | ||
Honeywell International, Inc. | 2.5 | ||
Amazon.com, Inc. | 2.3 | ||
UnitedHealth Group, Inc. | 1.7 | ||
Tesla, Inc. | 1.4 | ||
Visa, Inc. Class A | 1.4 | ||
Alphabet, Inc. Class C | 1.4 | ||
NVIDIA Corp. | 1.3 | ||
Eli Lilly & Co. | 1.3 | ||
TOTAL | 26.3% |
% of Net Assets | |||
Information Technology | 30.9% | ||
Health Care | 17.3 | ||
Industrials | 12.4 | ||
Financials | 11.0 | ||
Consumer Discretionary | 10.3 | ||
Real Estate | 6.9 | ||
Communication Services | 5.6 | ||
Consumer Staples | 2.5 | ||
Materials | 1.6 | ||
Utilities | 1.3 | ||
Short-Term Investment | 0.1 | ||
Other Assets in Excess of Liabilities | 0.1 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Willis Towers Watson PLC | 1.3% | ||
Archer-Daniels-Midland Co. | 1.1 | ||
McKesson Corp. | 1.1 | ||
Quest Diagnostics, Inc. | 1.0 | ||
HP, Inc. | 0.9 | ||
Cognizant Technology Solutions Corp. Class A | 0.8 | ||
Expeditors International of Washington, Inc. | 0.8 | ||
Hewlett Packard Enterprise Co. | 0.8 | ||
O'Reilly Automotive, Inc. | 0.8 | ||
T Rowe Price Group, Inc. | 0.7 | ||
TOTAL | 9.3% |
% of Net Assets | |||
Industrials | 18.5% | ||
Information Technology | 14.2 | ||
Financials | 14.2 | ||
Consumer Discretionary | 11.8 | ||
Health Care | 11.0 | ||
Consumer Staples | 8.5 | ||
Utilities | 7.0 | ||
Materials | 6.8 | ||
Real Estate | 4.4 | ||
Communication Services | 2.5 | ||
Energy | 0.8 | ||
Short-Term Investments | 0.9 | ||
Liabilities in Excess of Other Assets | (0.6) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Marathon Petroleum Corp. | 0.9% | ||
Steel Dynamics, Inc. | 0.8 | ||
Cardinal Health, Inc. | 0.8 | ||
Phillips 66 | 0.8 | ||
Valero Energy Corp. | 0.8 | ||
McKesson Corp. | 0.8 | ||
Nucor Corp. | 0.8 | ||
Ovintiv, Inc. | 0.7 | ||
APA Corp. | 0.7 | ||
Archer-Daniels-Midland Co. | 0.7 | ||
TOTAL | 7.8% |
% of Net Assets | |||
Industrials | 15.4% | ||
Information Technology | 14.5 | ||
Consumer Discretionary | 12.2 | ||
Financials | 11.2 | ||
Energy | 10.8 | ||
Health Care | 10.0 | ||
Materials | 9.3 | ||
Consumer Staples | 6.7 | ||
Utilities | 4.5 | ||
Real Estate | 2.7 | ||
Communication Services | 2.5 | ||
Short-Term Investments | 0.9 | ||
Liabilities in Excess of Other Assets | (0.7) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Phillips 66 | 1.9% | ||
Gilead Sciences, Inc. | 1.8 | ||
HP, Inc. | 1.6 | ||
Valero Energy Corp. | 1.5 | ||
T Rowe Price Group, Inc. | 1.3 | ||
Marathon Petroleum Corp. | 1.3 | ||
ONEOK, Inc. | 1.2 | ||
LyondellBasell Industries NV Class A | 1.2 | ||
Dow, Inc. | 1.2 | ||
Walgreens Boots Alliance, Inc. | 1.2 | ||
TOTAL | 14.2% |
% of Net Assets | |||
Financials | 17.2% | ||
Consumer Discretionary | 13.7 | ||
Industrials | 10.2 | ||
Materials | 9.5 | ||
Real Estate | 8.6 | ||
Energy | 8.2 | ||
Utilities | 8.1 | ||
Consumer Staples | 8.0 | ||
Information Technology | 7.8 | ||
Health Care | 5.7 | ||
Communication Services | 2.7 | ||
Short-Term Investments | 0.7 | ||
Liabilities in Excess of Other Assets | (0.4) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Fair Isaac Corp. | 1.4% | ||
United Therapeutics Corp. | 1.2 | ||
Hubbell, Inc. | 1.2 | ||
RPM International, Inc. | 1.2 | ||
Carlisle Cos., Inc. | 1.2 | ||
Reliance Steel & Aluminum Co. | 1.2 | ||
Toro Co. | 1.1 | ||
Neurocrine Biosciences, Inc. | 1.1 | ||
Essential Utilities, Inc. | 1.1 | ||
Axon Enterprise, Inc. | 1.1 | ||
TOTAL | 11.8% |
% of Net Assets | |||
Industrials | 21.7% | ||
Health Care | 12.9 | ||
Information Technology | 12.3 | ||
Consumer Discretionary | 11.7 | ||
Financials | 11.0 | ||
Materials | 8.1 | ||
Energy | 7.1 | ||
Real Estate | 4.8 | ||
Consumer Staples | 4.3 | ||
Utilities | 4.1 | ||
Communication Services | 1.8 | ||
Short-Term Investments | 2.9 | ||
Liabilities in Excess of Other Assets | (2.7) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Reinsurance Group of America, Inc. | 0.9% | ||
Jabil, Inc. | 0.9 | ||
Cleveland-Cliffs, Inc. | 0.8 | ||
Webster Financial Corp. | 0.8 | ||
Alcoa Corp. | 0.8 | ||
Regal Rexnord Corp. | 0.8 | ||
UGI Corp. | 0.8 | ||
Unum Group | 0.8 | ||
Ciena Corp. | 0.8 | ||
Jones Lang LaSalle, Inc. | 0.7 | ||
TOTAL | 8.1% |
% of Net Assets | |||
Financials | 19.4% | ||
Industrials | 17.8 | ||
Consumer Discretionary | 16.4 | ||
Information Technology | 11.7 | ||
Real Estate | 11.6 | ||
Health Care | 7.3 | ||
Materials | 4.9 | ||
Utilities | 4.0 | ||
Consumer Staples | 3.8 | ||
Communication Services | 2.4 | ||
Energy | 0.5 | ||
Short-Term Investments | 6.0 | ||
Liabilities in Excess of Other Assets | (5.8) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Apple, Inc. | 8.4% | ||
Microsoft Corp. | 7.7 | ||
Amazon.com, Inc. | 3.2 | ||
Alphabet, Inc. Class A | 2.3 | ||
UnitedHealth Group, Inc. | 2.1 | ||
Alphabet, Inc. Class C | 2.0 | ||
Exxon Mobil Corp. | 2.0 | ||
JPMorgan Chase & Co. | 1.7 | ||
NVIDIA Corp. | 1.6 | ||
Procter & Gamble Co. | 1.6 | ||
TOTAL | 32.6% |
% of Net Assets | |||||
Information Technology | 28.3% | ||||
Health Care | 17.0 | ||||
Financials | 11.6 | ||||
Consumer Discretionary | 8.4 | ||||
Communication Services | 7.5 | ||||
Consumer Staples | 7.4 | ||||
Industrials | 6.8 | ||||
Energy | 5.6 | ||||
Materials | 2.8 | ||||
Real Estate | 2.7 | ||||
Utilities | 1.8 | ||||
Short-Term Investment | 0.0 * | ||||
Other Assets in Excess of Liabilities | 0.1 | ||||
TOTAL | 100.0% | ||||
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
Agree Realty Corp. REIT | 0.7% | ||
Ensign Group, Inc. | 0.6 | ||
Helmerich & Payne, Inc. | 0.6 | ||
Exponent, Inc. | 0.6 | ||
UFP Industries, Inc. | 0.6 | ||
Applied Industrial Technologies, Inc. | 0.6 | ||
Fabrinet | 0.5 | ||
SPS Commerce, Inc. | 0.5 | ||
AMN Healthcare Services, Inc. | 0.5 | ||
South Jersey Industries, Inc. | 0.5 | ||
TOTAL | 5.7% |
% of Net Assets | |||
Financials | 18.3% | ||
Industrials | 17.1 | ||
Information Technology | 12.9 | ||
Consumer Discretionary | 12.6 | ||
Health Care | 11.1 | ||
Real Estate | 7.8 | ||
Materials | 5.6 | ||
Consumer Staples | 5.2 | ||
Energy | 4.6 | ||
Utilities | 2.6 | ||
Communication Services | 1.9 | ||
Short-Term Investments | 4.8 | ||
Liabilities in Excess of Other Assets | (4.5) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Ensign Group, Inc. | 1.2% | ||
UFP Industries, Inc. | 1.1 | ||
Applied Industrial Technologies, Inc. | 1.1 | ||
Fabrinet | 1.0 | ||
SPS Commerce, Inc. | 1.0 | ||
AMN Healthcare Services, Inc. | 1.0 | ||
South Jersey Industries, Inc. | 1.0 | ||
Cytokinetics, Inc. | 0.9 | ||
Agree Realty Corp. REIT | 0.9 | ||
SM Energy Co. | 0.9 | ||
TOTAL | 10.1% |
% of Net Assets | |||
Industrials | 18.5% | ||
Information Technology | 16.9 | ||
Financials | 16.7 | ||
Health Care | 13.8 | ||
Consumer Discretionary | 8.0 | ||
Materials | 5.9 | ||
Consumer Staples | 5.7 | ||
Energy | 5.2 | ||
Real Estate | 4.3 | ||
Utilities | 3.3 | ||
Communication Services | 1.5 | ||
Short-Term Investments | 4.2 | ||
Liabilities in Excess of Other Assets | (4.0) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Meritage Homes Corp. | 0.8% | ||
Essential Properties Realty Trust, Inc. REIT | 0.8 | ||
Avista Corp. | 0.8 | ||
Signet Jewelers, Ltd. | 0.7 | ||
Insight Enterprises, Inc. | 0.7 | ||
Pacific Premier Bancorp, Inc. | 0.7 | ||
ABM Industries, Inc. | 0.7 | ||
John Bean Technologies Corp. | 0.7 | ||
WSFS Financial Corp. | 0.7 | ||
LXP Industrial Trust REIT | 0.7 | ||
TOTAL | 7.3% |
% of Net Assets | |||
Financials | 19.9% | ||
Consumer Discretionary | 17.7 | ||
Industrials | 15.6 | ||
Real Estate | 11.7 | ||
Information Technology | 8.6 | ||
Health Care | 8.2 | ||
Materials | 5.3 | ||
Consumer Staples | 4.6 | ||
Energy | 4.0 | ||
Communication Services | 2.3 | ||
Utilities | 1.8 | ||
Short-Term Investments | 5.1 | ||
Liabilities in Excess of Other Assets | (4.8) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Apple, Inc. | 7.4% | ||
Microsoft Corp. | 2.8 | ||
Exxon Mobil Corp. | 2.5 | ||
UnitedHealth Group, Inc. | 2.4 | ||
Johnson & Johnson | 2.1 | ||
Berkshire Hathaway, Inc. Class B | 2.1 | ||
Chevron Corp. | 1.8 | ||
Eli Lilly & Co. | 1.5 | ||
AbbVie, Inc. | 1.5 | ||
Pfizer, Inc. | 1.3 | ||
TOTAL | 25.4% |
% of Net Assets | |||||
Information Technology | 20.4% | ||||
Health Care | 20.2 | ||||
Financials | 10.5 | ||||
Consumer Staples | 9.5 | ||||
Energy | 9.4 | ||||
Industrials | 9.3 | ||||
Consumer Discretionary | 7.3 | ||||
Utilities | 4.7 | ||||
Materials | 3.0 | ||||
Communication Services | 2.9 | ||||
Real Estate | 2.6 | ||||
Short-Term Investments | 0.2 | ||||
Liabilities in Excess of Other Assets | (0.0) * | ||||
TOTAL | 100.0% | ||||
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
Berkshire Hathaway, Inc. Class B | 2.8% | ||
Walmart, Inc. | 2.4 | ||
Exxon Mobil Corp. | 2.3 | ||
JPMorgan Chase & Co. | 1.7 | ||
Apple, Inc. | 1.6 | ||
AT&T, Inc. | 1.6 | ||
CVS Health Corp. | 1.5 | ||
Microsoft Corp. | 1.3 | ||
Bank of America Corp. | 1.2 | ||
Chevron Corp. | 1.1 | ||
TOTAL | 17.5% |
% of Net Assets | |||
Financials | 20.7% | ||
Health Care | 14.4 | ||
Information Technology | 11.6 | ||
Consumer Discretionary | 9.5 | ||
Consumer Staples | 9.3 | ||
Industrials | 9.0 | ||
Energy | 8.3 | ||
Communication Services | 7.5 | ||
Utilities | 3.8 | ||
Materials | 3.6 | ||
Real Estate | 2.2 | ||
Short-Term Investments | 0.4 | ||
Liabilities in Excess of Other Assets | (0.3) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Generac Holdings, Inc. | 3.0% | ||
Shoals Technologies Group, Inc. Class A | 2.8 | ||
AES Corp. | 2.8 | ||
Avangrid, Inc. | 2.7 | ||
ALLETE, Inc. | 2.7 | ||
Enbridge, Inc. | 2.7 | ||
New Jersey Resources Corp. | 2.7 | ||
Cummins, Inc. | 2.7 | ||
Consolidated Edison, Inc. | 2.7 | ||
General Electric Co. | 2.6 | ||
TOTAL | 27.4% |
% of Net Assets | |||
Utilities | 38.3% | ||
Industrials | 36.1 | ||
Information Technology | 18.2 | ||
Consumer Discretionary | 4.4 | ||
Energy | 2.7 | ||
Short-Term Investments | 8.8 | ||
Liabilities in Excess of Other Assets | (8.5) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Maxar Technologies, Inc. | 6.7% | ||
Boeing Co. | 4.0 | ||
Iridium Communications, Inc. | 3.8 | ||
Aerojet Rocketdyne Holdings, Inc. | 3.8 | ||
Raytheon Technologies Corp. | 3.8 | ||
Hexcel Corp. | 3.7 | ||
Lockheed Martin Corp. | 3.7 | ||
Northrop Grumman Corp. | 3.7 | ||
Honeywell International, Inc. | 3.7 | ||
Teledyne Technologies, Inc. | 3.6 | ||
TOTAL | 40.5% |
% of Net Assets | |||
Industrials | 75.1% | ||
Information Technology | 15.7 | ||
Communication Services | 3.8 | ||
Energy | 2.8 | ||
Materials | 2.5 | ||
Short-Term Investments | 5.4 | ||
Liabilities in Excess of Other Assets | (5.3) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Maxar Technologies, Inc. | 3.5% | ||
Varonis Systems, Inc. | 1.9 | ||
Kratos Defense & Security Solutions, Inc. | 1.8 | ||
Rapid7, Inc. | 1.8 | ||
Boeing Co. | 1.8 | ||
Broadcom, Inc. | 1.7 | ||
Datadog, Inc. Class A | 1.7 | ||
ForgeRock, Inc. Class A | 1.7 | ||
Telos Corp. | 1.7 | ||
Viasat, Inc. | 1.7 | ||
TOTAL | 19.3% |
% of Net Assets | |||
Information Technology | 50.2% | ||
Industrials | 43.5 | ||
Communication Services | 3.1 | ||
Health Care | 3.1 | ||
Short-Term Investments | 5.7 | ||
Liabilities in Excess of Other Assets | (5.6) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Shoals Technologies Group, Inc. Class A | 2.7% | ||
Resideo Technologies, Inc. | 2.7 | ||
Alarm.com Holdings, Inc. | 2.6 | ||
Honeywell International, Inc. | 2.5 | ||
Pentair PLC | 2.5 | ||
Xylem, Inc. | 2.5 | ||
Itron, Inc. | 2.5 | ||
Silicon Laboratories, Inc. | 2.5 | ||
Atlantica Sustainable Infrastructure PLC | 2.5 | ||
Parsons Corp. | 2.5 | ||
TOTAL | 25.5% |
% of Net Assets | |||
Industrials | 53.1% | ||
Information Technology | 25.0 | ||
Consumer Discretionary | 8.0 | ||
Energy | 5.0 | ||
Communication Services | 4.8 | ||
Utilities | 3.9 | ||
Short-Term Investments | 10.3 | ||
Liabilities in Excess of Other Assets | (10.1) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Bruker Corp. | 1.7% | ||
Teledyne Technologies, Inc. | 1.7 | ||
Leidos Holdings, Inc. | 1.0 | ||
Lockheed Martin Corp. | 0.9 | ||
ABB, Ltd. ADR | 0.8 | ||
Boeing Co. | 0.8 | ||
PTC, Inc. | 0.8 | ||
Nano Dimension, Ltd. ADR | 0.7 | ||
Liquidia Corp. | 0.7 | ||
Ambarella, Inc. | 0.7 | ||
TOTAL | 9.8% |
% of Net Assets | |||
Industrials | 29.8% | ||
Information Technology | 28.1 | ||
Health Care | 19.2 | ||
Consumer Discretionary | 6.1 | ||
Utilities | 6.0 | ||
Communication Services | 4.6 | ||
Materials | 2.2 | ||
Financials | 1.8 | ||
Energy | 1.3 | ||
Consumer Staples | 0.6 | ||
Short-Term Investments | 10.1 | ||
Liabilities in Excess of Other Assets | (9.8) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Grab Holdings, Ltd. Class A | 1.8% | ||
Ambarella, Inc. | 1.8 | ||
Aspen Aerogels, Inc. | 1.8 | ||
Lyft, Inc. Class A | 1.8 | ||
Vontier Corp. | 1.7 | ||
Fisker, Inc. | 1.7 | ||
Cummins, Inc. | 1.7 | ||
BorgWarner, Inc. | 1.7 | ||
Textron, Inc. | 1.6 | ||
TuSimple Holdings, Inc. Class A | 1.6 | ||
TOTAL | 17.2% |
% of Net Assets | |||
Consumer Discretionary | 34.9% | ||
Industrials | 33.4 | ||
Information Technology | 26.6 | ||
Materials | 2.9 | ||
Communication Services | 1.1 | ||
Financials | 0.9 | ||
Short-Term Investments | 10.5 | ||
Liabilities in Excess of Other Assets | (10.3) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Agree Realty Corp. REIT | 1.1% | ||
Ensign Group, Inc. | 0.9 | ||
Helmerich & Payne, Inc. | 0.9 | ||
Applied Industrial Technologies, Inc. | 0.8 | ||
UFP Industries, Inc. | 0.8 | ||
Fabrinet | 0.8 | ||
SPS Commerce, Inc. | 0.8 | ||
AMN Healthcare Services, Inc. | 0.8 | ||
South Jersey Industries, Inc. | 0.8 | ||
Cytokinetics, Inc. | 0.7 | ||
TOTAL | 8.4% |
% of Net Assets | |||
Banks | 12.2% | ||
Equity Real Estate Investment Trusts (REITs) | 8.1 | ||
Machinery | 4.9 | ||
Specialty Retail | 4.4 | ||
Electronic Equipment, Instruments & Components | 4.4 | ||
Health Care Providers & Services | 4.0 | ||
Chemicals | 3.8 | ||
Semiconductors & Semiconductor Equipment | 3.8 | ||
Insurance | 2.9 | ||
Biotechnology | 2.7 | ||
Food Products | 2.7 | ||
Software | 2.6 | ||
Energy Equipment & Services | 2.5 | ||
Household Durables | 2.5 | ||
Health Care Equipment & Supplies | 2.3 | ||
Commercial Services & Supplies | 2.1 | ||
Building Products | 2.1 | ||
Communications Equipment | 2.0 | ||
Oil, Gas & Consumable Fuels | 1.9 | ||
Trading Companies & Distributors | 1.8 | ||
Hotels, Restaurants & Leisure | 1.7 | ||
Thrifts & Mortgage Finance | 1.7 | ||
Metals & Mining | 1.6 | ||
Construction & Engineering | 1.5 | ||
Capital Markets | 1.4 | ||
Auto Components | 1.3 | ||
Pharmaceuticals | 1.2 | ||
Water Utilities | 1.2 | ||
Personal Products | 1.2 | ||
Mortgage Real Estate Investment Trust (REITs) | 1.1 | ||
Gas Utilities | 1.0 | ||
IT Services | 1.0 | ||
Textiles, Apparel & Luxury Goods | 1.0 | ||
Air Freight & Logistics | 0.9 | ||
Food & Staples Retailing | 0.8 | ||
Professional Services | 0.8 | ||
Consumer Finance | 0.8 | ||
Electrical Equipment | 0.7 | ||
Media | 0.6 | ||
Diversified Consumer Services | 0.6 | ||
Health Care Technology | 0.6 | ||
Multi-Utilities | 0.6 | ||
Road & Rail | 0.4 | ||
Marine | 0.4 | ||
Airlines | 0.3 | ||
Beverages | 0.3 | ||
Automobiles | 0.3 | ||
Interactive Media & Services | 0.3 | ||
Entertainment | 0.2 | ||
Real Estate Management & Development | 0.1 | ||
Internet & Direct Marketing Retail | 0.1 | ||
Aerospace & Defense | 0.1 | ||
Paper & Forest Products | 0.1 | ||
Multiline Retail | 0.1 | ||
Diversified Telecommunication Services | 0.0* | ||
Short-Term Investment | 0.2 |
% of Net Assets | |||
Other Assets in Excess of Liabilities | 0.1% | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
Prologis, Inc. REIT | 1.7% | ||
PepsiCo, Inc. | 1.5 | ||
Kimberly-Clark Corp. | 1.5 | ||
Procter & Gamble Co. | 1.4 | ||
Hershey Co. | 1.4 | ||
McDonald's Corp. | 1.4 | ||
Colgate-Palmolive Co. | 1.3 | ||
Consolidated Edison, Inc. | 1.2 | ||
Duke Energy Corp. | 1.2 | ||
Xcel Energy, Inc. | 1.2 | ||
TOTAL | 13.8% |
% of Net Assets | |||
Industrials | 16.2% | ||
Financials | 15.0 | ||
Information Technology | 13.0 | ||
Consumer Discretionary | 11.7 | ||
Utilities | 10.3 | ||
Consumer Staples | 8.7 | ||
Health Care | 7.1 | ||
Materials | 6.7 | ||
Real Estate | 6.0 | ||
Communication Services | 3.0 | ||
Energy | 2.0 | ||
Short-Term Investment | 0.1 | ||
Other Assets in Excess of Liabilities | 0.2 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Equity Commonwealth REIT | 1.8% | ||
White Mountains Insurance Group, Ltd. | 0.8 | ||
City Holding Co. | 0.6 | ||
Agree Realty Corp. REIT | 0.6 | ||
American States Water Co. | 0.6 | ||
Silgan Holdings, Inc. | 0.6 | ||
NewMarket Corp. | 0.6 | ||
MAXIMUS, Inc. | 0.6 | ||
AMERISAFE, Inc. | 0.5 | ||
NBT Bancorp, Inc. | 0.5 | ||
TOTAL | 7.2% |
% of Net Assets | |||
Financials | 32.3% | ||
Industrials | 16.5 | ||
Information Technology | 9.8 | ||
Real Estate | 8.7 | ||
Health Care | 7.9 | ||
Consumer Discretionary | 6.3 | ||
Materials | 5.1 | ||
Consumer Staples | 4.2 | ||
Utilities | 4.1 | ||
Communication Services | 2.7 | ||
Energy | 2.1 | ||
Short-Term Investments | 1.3 | ||
Liabilities in Excess of Other Assets | (1.0) | ||
TOTAL | 100.0% |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$86,136,599 | $— | $— | $86,136,599 | ||||
Short-Term Investment
|
49,674 | — | — | 49,674 | ||||
TOTAL INVESTMENTS
|
$86,186,273 | $— | $— | $86,186,273 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
221,509 | $221,487 | $1,916,770 | $2,088,642 | $41 | $18 | 49,664 | $49,674 | $1,752 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-Mini Russell 1000 Index (long) | 12 | 03/17/2023 | $1,305,637 | $1,271,100 | $(34,537) |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$558,706,022 | $— | $— | $558,706,022 | ||||
Short-Term Investments
|
4,921,672 | — | — | 4,921,672 | ||||
TOTAL INVESTMENTS
|
$563,627,694 | $— | $— | $563,627,694 | ||||
LIABILITIES: | ||||||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(a)
|
(34,537) | — | — | (34,537) | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ (34,537) | $— | $— | $ (34,537) |
(a) | Futures Contracts are valued at unrealized appreciation (depreciation). |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
360,085 | $ 360,049 | $ 11,471,367 | $ 11,386,661 | $267 | $ 2 | 444,935 | $ 445,024 | $ 8,987 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,648,196 | 2,648,196 | 26,081,042 | 24,252,590 | — | — | 4,476,648 | 4,476,648 | 19,879 | ||||||||
Total
|
$3,008,245 | $37,552,409 | $35,639,251 | $267 | $ 2 | $4,921,672 | $28,866 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-Mini Russell 1000 Index (long) | 5 | 03/17/2023 | $547,816 | $529,625 | $(18,191) |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$292,640,104 | $— | $— | $292,640,104 | ||||
Short-Term Investments
|
2,662,262 | — | — | 2,662,262 | ||||
TOTAL INVESTMENTS
|
$295,302,366 | $— | $— | $295,302,366 | ||||
LIABILITIES: | ||||||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(a)
|
(18,191) | — | — | (18,191) | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ (18,191) | $— | $— | $ (18,191) |
(a) | Futures Contracts are valued at unrealized appreciation (depreciation). |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Corp.
|
465 | $ 28,667 | $ 523 | $ 9,855 | $(147) | $7,651 | 346 | $ 26,839 | $ 513 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
172,125 | 172,108 | 5,916,731 | 5,868,778 | 153 | (6) | 220,163 | 220,208 | 4,349 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,675,497 | 2,675,497 | 19,122,351 | 19,355,794 | — | — | 2,442,054 | 2,442,054 | 8,843 | ||||||||
Total
|
$2,876,272 | $25,039,605 | $25,234,427 | $ 6 | $7,645 | $2,689,101 | $13,705 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 12 | 03/17/2023 | $2,395,295 | $2,316,600 | $(78,695) |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$861,752,762 | $— | $— | $861,752,762 | ||||
Short-Term Investments
|
5,602,702 | — | — | 5,602,702 | ||||
TOTAL INVESTMENTS
|
$867,355,464 | $— | $— | $867,355,464 | ||||
LIABILITIES: | ||||||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(a)
|
(78,695) | — | — | (78,695) | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ (78,695) | $— | $— | $ (78,695) |
(a) | Futures Contracts are valued at unrealized appreciation (depreciation). |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
364,902 | $ 364,865 | $23,781,443 | $23,395,269 | $645 | $(23) | 751,511 | $ 751,661 | $24,490 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
6,810,858 | 6,810,858 | 60,523,385 | 62,483,202 | — | — | 4,851,041 | 4,851,041 | 13,084 | ||||||||
Total
|
$7,175,723 | $84,304,828 | $85,878,471 | $645 | $(23) | $5,602,702 | $37,574 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,572,078,862 | $— | $— | $1,572,078,862 | ||||
Short-Term Investments
|
45,640,569 | — | — | 45,640,569 | ||||
TOTAL INVESTMENTS
|
$1,617,719,431 | $— | $— | $1,617,719,431 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,368,755 | $ 1,368,618 | $ 43,153,023 | $ 44,069,288 | $1,609 | $— | 453,871 | $ 453,962 | $ 9,317 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
20,113,455 | 20,113,455 | 514,913,556 | 489,840,404 | — | — | 45,186,607 | 45,186,607 | 567,969 | ||||||||
Total
|
$21,482,073 | $558,066,579 | $533,909,692 | $1,609 | $— | $45,640,569 | $577,286 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$2,381,577,075 | $— | $— | $2,381,577,075 | ||||
Short-Term Investments
|
142,114,530 | — | — | 142,114,530 | ||||
TOTAL INVESTMENTS
|
$2,523,691,605 | $— | $— | $2,523,691,605 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,468,212 | $ 1,468,065 | $ 54,139,928 | $ 54,413,259 | $705 | $55 | 1,195,255 | $ 1,195,494 | $ 39,084 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
17,718,162 | 17,718,162 | 420,672,899 | 297,472,025 | — | — | 140,919,036 | 140,919,036 | 91,508 | ||||||||
Total
|
$19,186,227 | $474,812,827 | $351,885,284 | $705 | $55 | $ 142,114,530 | $130,592 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-Mini S&P 500 Index (long) | 4 | 03/17/2023 | $682,220 | $675,390 | $(6,830) |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$642,387,751 | $— | $— | $642,387,751 | ||||
Short-Term Investment
|
320,493 | — | — | 320,493 | ||||
TOTAL INVESTMENTS
|
$642,708,244 | $— | $— | $642,708,244 | ||||
LIABILITIES: | ||||||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts(a)
|
(6,830) | — | — | (6,830) | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ (6,830) | $— | $— | $ (6,830) |
(a) | Futures Contracts are valued at unrealized appreciation (depreciation). |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Corp.
|
6,857 | $422,734 | $ 246,377 | $ 2,189 | $376 | $117,323 | 10,115 | $ 784,621 | $ 11,222 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
282,856 | 282,856 | 7,918,205 | 7,881,040 | 484 | (12) | 320,429 | 320,493 | 10,411 | ||||||||
Total
|
$705,590 | $8,164,582 | $7,883,229 | $860 | $ 117,311 | $1,105,114 | $21,633 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,610,260,278 | $— | $ 0(a) | $1,610,260,278 | ||||
Short-Term Investments
|
77,025,414 | — | — | 77,025,414 | ||||
TOTAL INVESTMENTS
|
$1,687,285,692 | $— | $ 0 | $1,687,285,692 |
(a) | Fund held a Level 3 security that was valued at $0 at December 31, 2022. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
988,117 | $ 988,018 | $ 39,776,348 | $ 38,632,569 | $378 | $(134) | 2,131,615 | $ 2,132,041 | $ 23,925 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
64,945,588 | 64,945,588 | 641,399,801 | 631,452,016 | — | — | 74,893,373 | 74,893,373 | 124,188 | ||||||||
Total
|
$65,933,606 | $681,176,149 | $670,084,585 | $378 | $(134) | $77,025,414 | $ 148,113 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$2,200,972,832 | $— | $— | $2,200,972,832 | ||||
Warrants
|
104 | — | — | 104 | ||||
Short-Term Investments
|
93,262,157 | — | — | 93,262,157 | ||||
TOTAL INVESTMENTS
|
$2,294,235,093 | $— | $— | $2,294,235,093 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,422,488 | $ 1,422,346 | $ 37,733,250 | $ 35,435,223 | $414 | $(172) | 3,719,871 | $ 3,720,615 | $ 35,231 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
119,883,511 | 119,883,511 | 463,669,751 | 494,011,720 | — | — | 89,541,542 | 89,541,542 | 187,491 | ||||||||
Total
|
$121,305,857 | $501,403,001 | $529,446,943 | $414 | $(172) | $93,262,157 | $222,722 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$3,926,257,759 | $— | $— | $3,926,257,759 | ||||
Warrants
|
589,437 | — | — | 589,437 | ||||
Short-Term Investments
|
200,446,306 | — | — | 200,446,306 | ||||
TOTAL INVESTMENTS
|
$4,127,293,502 | $— | $— | $4,127,293,502 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
7,706,133 | $ 7,705,363 | $ 115,030,661 | $ 116,694,963 | $3,035 | $(139) | 6,042,748 | $ 6,043,957 | $ 89,610 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
153,457,896 | 153,457,896 | 607,244,345 | 566,299,892 | — | — | 194,402,349 | 194,402,349 | 333,070 | ||||||||
Total
|
$161,163,259 | $722,275,006 | $682,994,855 | $3,035 | $(139) | $200,446,306 | $422,680 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$76,798,343 | $— | $— | $76,798,343 | ||||
Short-Term Investments
|
136,923 | — | — | 136,923 | ||||
TOTAL INVESTMENTS
|
$76,935,266 | $— | $— | $76,935,266 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Corp.
|
568 | $ 35,017 | $ 896 | $ 25,463 | $(6,389) | $11,220 | 197 | $ 15,281 | $ 287 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
151,769 | 151,754 | 4,259,367 | 4,357,179 | 34 | 1 | 53,965 | 53,977 | 1,685 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
30,829 | 30,829 | 505,205 | 453,088 | — | — | 82,946 | 82,946 | 428 | ||||||||
Total
|
$217,600 | $4,765,468 | $4,835,730 | $(6,355) | $11,221 | $152,204 | $2,400 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$216,384,328 | $— | $ 0(a) | $216,384,328 | ||||
Warrants
|
2,040 | — | — | 2,040 | ||||
Short-Term Investments
|
937,368 | — | — | 937,368 | ||||
TOTAL INVESTMENTS
|
$217,323,736 | $— | $ 0 | $217,323,736 |
(a) | The Fund held a Level 3 security that was valued at $0 at December 31, 2022. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Corp.
|
3,390 | $ 208,994 | $ 17,544 | $ 12,645 | $(1,372) | $55,561 | 3,456 | $ 268,082 | $1,932 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
127,381 | 127,368 | 4,048,639 | 4,041,423 | 83 | 1 | 134,641 | 134,668 | 3,846 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
762,292 | 762,292 | 4,424,444 | 4,384,036 | — | — | 802,700 | 802,700 | 2,563 | ||||||||
Total
|
$1,098,654 | $8,490,627 | $8,438,104 | $(1,289) | $55,562 | $1,205,450 | $8,341 |
(e) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2022 are shown in the Affiliate Table below. |
(f) | Investment of cash collateral for securities loaned. |
ADR | American Depositary Receipt |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$325,863,221 | $— | $— | $325,863,221 | ||||
Short-Term Investments
|
28,718,747 | — | — | 28,718,747 | ||||
TOTAL INVESTMENTS
|
$354,581,968 | $— | $— | $354,581,968 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
219,444 | $ 219,422 | $ 3,219,776 | $ 2,996,746 | $(44) | $29 | 442,349 | $ 442,437 | $ 4,823 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
22,471,653 | 22,471,653 | 108,542,161 | 102,737,504 | — | — | 28,276,310 | 28,276,310 | 120,381 | ||||||||
Total
|
$22,691,075 | $ 111,761,937 | $105,734,250 | $(44) | $29 | $28,718,747 | $125,204 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$17,676,173 | $— | $— | $17,676,173 | ||||
Short-Term Investments
|
952,742 | — | — | 952,742 | ||||
TOTAL INVESTMENTS
|
$18,628,915 | $— | $— | $18,628,915 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
22,244 | $ 22,242 | $ 87,560 | $ 85,278 | $ 4 | $ 3 | 24,526 | $ 24,531 | $ 349 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
148,294 | 148,294 | 6,249,316 | 5,469,399 | — | — | 928,211 | 928,211 | 6,565 | ||||||||
Total
|
$170,536 | $6,336,876 | $5,554,677 | $ 4 | $ 3 | $952,742 | $6,914 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$27,077,991 | $— | $— | $27,077,991 | ||||
Short-Term Investments
|
1,538,553 | — | — | 1,538,553 | ||||
TOTAL INVESTMENTS
|
$28,616,544 | $— | $— | $28,616,544 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
29,481 | $ 29,478 | $1,185,393 | $1,183,280 | $11 | $ 3 | 31,598 | $ 31,605 | $ 495 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
304,673 | 304,673 | 8,783,389 | 7,581,114 | — | — | 1,506,948 | 1,506,948 | 4,425 | ||||||||
Total
|
$334,151 | $9,968,782 | $8,764,394 | $11 | $ 3 | $1,538,553 | $4,920 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$24,434,507 | $— | $— | $24,434,507 | ||||
Short-Term Investments
|
2,528,484 | — | — | 2,528,484 | ||||
TOTAL INVESTMENTS
|
$26,962,991 | $— | $— | $26,962,991 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
51,975 | $ 51,970 | $ 380,856 | $ 395,641 | $19 | $ 6 | 37,202 | $ 37,210 | $ 822 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,935,798 | 2,935,798 | 9,389,674 | 9,834,198 | — | — | 2,491,274 | 2,491,274 | 127,705 | ||||||||
Total
|
$2,987,768 | $9,770,530 | $10,229,839 | $19 | $ 6 | $2,528,484 | $128,527 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,526,446,428 | $— | $ 0(a) | $1,526,446,428 | ||||
Short-Term Investments
|
153,824,875 | — | — | 153,824,875 | ||||
TOTAL INVESTMENTS
|
$1,680,271,303 | $— | $ 0 | $1,680,271,303 |
(a) | The Fund held a Level 3 security that was valued at $0 at December 31, 2022. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,155,798 | $ 1,155,682 | $ 35,010,718 | $ 34,226,584 | $777 | $(11) | 1,940,194 | $ 1,940,582 | $ 26,470 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
142,616,689 | 142,616,689 | 325,765,484 | 316,497,880 | — | — | 151,884,293 | 151,884,293 | 4,447,071 | ||||||||
Total
|
$143,772,371 | $360,776,202 | $350,724,464 | $777 | $(11) | $153,824,875 | $4,473,541 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$55,692,848 | $— | $ 0(a) | $55,692,848 | ||||
Short-Term Investments
|
5,831,926 | — | — | 5,831,926 | ||||
TOTAL INVESTMENTS
|
$61,524,774 | $— | $ 0 | $61,524,774 |
(a) | The Fund held a Level 3 security that was valued at $0 at December 31, 2022. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
85,725 | $ 85,716 | $ 2,562,717 | $ 2,614,875 | $140 | $ 4 | 33,695 | $ 33,702 | $ 1,892 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
7,974,573 | 7,974,573 | 18,233,820 | 20,410,169 | — | — | 5,798,224 | 5,798,224 | 501,787 | ||||||||
Total
|
$8,060,289 | $20,796,537 | $23,025,044 | $140 | $ 4 | $5,831,926 | $503,679 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$2,517,137 | $— | $ 0(a) | $2,517,137 | ||||
Short-Term Investment
|
5,675 | — | — | 5,675 | ||||
TOTAL INVESTMENTS
|
$2,522,812 | $— | $ 0 | $2,522,812 |
(a) | The Fund held a Level 3 security that was valued at $0 at December 31, 2022. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
344 | $344 | $76,611 | $71,280 | $— | $— | 5,674 | $5,675 | $66 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$634,334,839 | $— | $— | $634,334,839 | ||||
Short-Term Investment
|
971,078 | — | — | 971,078 | ||||
TOTAL INVESTMENTS
|
$635,305,917 | $— | $— | $635,305,917 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,572,450 | $1,572,293 | $ 8,723,840 | $ 9,325,486 | $397 | $34 | 970,884 | $971,078 | $13,472 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
— | — | 5,783,866 | 5,783,866 | — | — | — | — | 498 | ||||||||
Total
|
$1,572,293 | $14,507,706 | $15,109,352 | $397 | $34 | $971,078 | $13,970 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$200,463,058 | $195,002 | $— | $200,658,060 | ||||
Short-Term Investments
|
2,705,338 | — | — | 2,705,338 | ||||
TOTAL INVESTMENTS
|
$203,168,396 | $195,002 | $— | $203,363,398 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/22 |
Value
at 12/31/22 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
291,524 | $ 291,495 | $ 3,975,377 | $ 3,946,077 | $165 | $(24) | 320,872 | $ 320,936 | $ 4,495 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,176,489 | 2,176,489 | 15,558,110 | 15,350,197 | — | — | 2,384,402 | 2,384,402 | 18,497 | ||||||||
Total
|
$2,467,984 | $19,533,487 | $19,296,274 | $165 | $(24) | $2,705,338 | $22,992 |
SPDR MSCI USA Climate Paris Aligned ETF | SPDR Russell 1000 Low Volatility Focus ETF | SPDR Russell 1000 Momentum Focus ETF | SPDR Russell 1000 Yield Focus ETF | ||||
ASSETS | |||||||
Investments in unaffiliated issuers, at
value*
|
$ 86,136,599 | $558,706,022 | $292,613,265 | $861,752,762 | |||
Investments in affiliated issuers, at value
|
49,674 | 4,921,672 | 2,689,101 | 5,602,702 | |||
Total Investments
|
86,186,273 | 563,627,694 | 295,302,366 | 867,355,464 | |||
Net cash at broker
|
— | 109,637 | 49,481 | 199,413 | |||
Cash
|
— | 5,735 | 834 | 23 | |||
Receivable for investments sold
|
— | — | — | — | |||
Receivable for fund shares sold
|
— | — | — | — | |||
Dividends receivable — unaffiliated issuers
|
81,194 | 964,611 | 458,108 | 2,410,748 | |||
Dividends receivable — affiliated issuers
|
509 | 2,768 | 1,510 | 4,976 | |||
Securities lending income receivable —
unaffiliated issuers
|
— | 240 | 90 | 26 | |||
Securities lending income receivable — affiliated issuers | — | 1,912 | 924 | 1,612 | |||
Receivable from Adviser
|
— | — | — | — | |||
Other Receivable
|
16,574 | — | — | — | |||
TOTAL ASSETS
|
86,284,550 | 564,712,597 | 295,813,313 | 869,972,262 | |||
LIABILITIES | |||||||
Payable upon return of securities loaned
|
— | 4,476,648 | 2,442,054 | 4,851,041 | |||
Payable for investments purchased
|
— | — | — | 599,244 | |||
Payable for fund shares repurchased
|
— | — | — | — | |||
Payable to broker – accumulated variation margin
on open futures contracts
|
— | 34,500 | 18,175 | 78,667 | |||
Advisory fee payable
|
7,524 | 96,280 | 50,783 | 149,294 | |||
Accrued expenses and other liabilities
|
— | 1,824 | 1,725 | 126 | |||
TOTAL LIABILITIES
|
7,524 | 4,609,252 | 2,512,737 | 5,678,372 | |||
NET ASSETS
|
$ 86,277,026 | $560,103,345 | $293,300,576 | $864,293,890 | |||
NET ASSETS CONSIST OF: | |||||||
Paid-in Capital
|
$ 98,497,258 | $ 580,554,110 | $376,759,528 | $921,122,487 | |||
Total distributable earnings (loss)**
|
(12,220,232) | (20,450,765) | (83,458,952) | (56,828,597) | |||
NET ASSETS
|
$ 86,277,026 | $560,103,345 | $293,300,576 | $864,293,890 | |||
NET ASSET VALUE PER SHARE | |||||||
Net asset value per share
|
$ 21.15 | $ 102.96 | $ 91.94 | $ 93.74 | |||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
4,080,000 | 5,440,000 | 3,190,000 | 9,220,000 | |||
COST OF INVESTMENTS: | |||||||
Investments in unaffiliated issuers
|
$ 99,947,419 | $513,320,674 | $260,802,284 | $853,546,615 | |||
Investments in affiliated issuers
|
49,671 | 4,921,678 | 2,686,870 | 5,602,725 | |||
Total cost of investments
|
$ 99,997,090 | $518,242,352 | $263,489,154 | $859,149,340 | |||
* Includes investments in securities on loan, at
value
|
$ — | $ 4,683,792 | $ 2,552,707 | $ 4,726,789 |
SPDR S&P 400 Mid Cap Growth ETF | SPDR S&P 400 Mid Cap Value ETF | SPDR S&P 500 ESG ETF | SPDR S&P 600 Small Cap ETF | SPDR S&P 600 Small Cap Growth ETF | SPDR S&P 600 Small Cap Value ETF | |||||
$1,572,078,862 | $2,381,577,075 | $641,603,130 | $1,610,260,278 | $2,200,972,936 | $ 3,926,847,196 | |||||
45,640,569 | 142,114,530 | 1,105,114 | 77,025,414 | 93,262,157 | 200,446,306 | |||||
1,617,719,431 | 2,523,691,605 | 642,708,244 | 1,687,285,692 | 2,294,235,093 | 4,127,293,502 | |||||
— | — | 49,479 | — | — | — | |||||
2,695 | 27,492 | 4,043 | 1,335 | 2,918 | 160,400 | |||||
— | — | — | — | 3,617,682 | — | |||||
— | — | 740 | — | — | — | |||||
2,262,612 | 3,931,101 | 536,916 | 2,155,302 | 2,246,265 | 6,771,641 | |||||
2,705 | 12,668 | 10,294 | 4,643 | 8,660 | 25,815 | |||||
3,495 | — | — | 3,410 | 6,889 | 12,854 | |||||
28,727 | 27,231 | — | 22,407 | 28,313 | 56,568 | |||||
— | — | — | 144,326 | — | — | |||||
— | — | — | — | — | — | |||||
1,620,019,665 | 2,527,690,097 | 643,309,716 | 1,689,617,115 | 2,300,145,820 | 4,134,320,780 | |||||
45,186,607 | 140,919,036 | — | 74,893,373 | 89,541,542 | 194,402,349 | |||||
— | — | — | — | — | — | |||||
— | — | — | — | 3,617,533 | — | |||||
— | — | 6,820 | — | — | — | |||||
215,985 | 319,854 | 54,566 | 211,036 | 286,219 | 525,841 | |||||
— | 231 | — | — | — | — | |||||
45,402,592 | 141,239,121 | 61,386 | 75,104,409 | 93,445,294 | 194,928,190 | |||||
$1,574,617,073 | $2,386,450,976 | $643,248,330 | $1,614,512,706 | $2,206,700,526 | $ 3,939,392,590 | |||||
$2,233,973,808 | $2,967,266,840 | $690,622,526 | $1,850,601,991 | $2,815,804,564 | $ 5,185,141,137 | |||||
(659,356,735) | (580,815,864) | (47,374,196) | (236,089,285) | (609,104,038) | (1,245,748,547) | |||||
$1,574,617,073 | $2,386,450,976 | $643,248,330 | $1,614,512,706 | $2,206,700,526 | $ 3,939,392,590 | |||||
$ 65.34 | $ 64.76 | $ 36.65 | $ 82.16 | $ 72.35 | $ 74.26 | |||||
24,100,000 | 36,850,000 | 17,550,000 | 19,650,046 | 30,500,028 | 53,052,102 | |||||
$1,663,148,905 | $2,530,958,215 | $685,024,697 | $1,701,552,373 | $2,064,262,743 | $ 4,292,170,816 | |||||
45,640,569 | 142,114,475 | 1,121,350 | 77,025,553 | 93,262,414 | 200,446,472 | |||||
$1,708,789,474 | $2,673,072,690 | $686,146,047 | $1,778,577,926 | $2,157,525,157 | $ 4,492,617,288 | |||||
$ 47,699,949 | $ 168,888,417 | $ — | $ 94,275,420 | $ 125,923,977 | $ 299,294,328 |
SPDR S&P 1500 Momentum Tilt ETF | SPDR S&P 1500 Value Tilt ETF | SPDR S&P Kensho Clean Power ETF | SPDR S&P Kensho Final Frontiers ETF | ||||
ASSETS | |||||||
Investments in unaffiliated issuers, at
value*
|
$76,783,062 | $ 216,118,286 | $ 325,863,221 | $17,676,173 | |||
Investments in affiliated issuers, at value
|
152,204 | 1,205,450 | 28,718,747 | 952,742 | |||
Total Investments
|
76,935,266 | 217,323,736 | 354,581,968 | 18,628,915 | |||
Foreign currency, at value
|
— | — | — | — | |||
Cash
|
323 | 739 | — | — | |||
Receivable for investments sold
|
— | — | — | — | |||
Receivable for fund shares sold
|
— | — | — | — | |||
Dividends receivable — unaffiliated issuers
|
77,539 | 241,312 | 560,074 | 2,626 | |||
Dividends receivable — affiliated issuers
|
573 | 1,619 | 2,104 | 82 | |||
Securities lending income receivable —
unaffiliated issuers
|
— | 27 | 12,707 | 56 | |||
Securities lending income receivable — affiliated
issuers
|
32 | 338 | 18,237 | 653 | |||
Receivable for foreign taxes recoverable
|
— | — | 39,529 | — | |||
Other Receivable
|
500 | — | — | — | |||
TOTAL ASSETS
|
77,014,233 | 217,567,771 | 355,214,619 | 18,632,332 | |||
LIABILITIES | |||||||
Due to custodian
|
— | — | — | — | |||
Payable upon return of securities loaned
|
82,946 | 802,700 | 28,276,310 | 928,211 | |||
Payable for fund shares repurchased
|
— | — | — | — | |||
Advisory fee payable
|
8,036 | 22,458 | 132,698 | 6,718 | |||
Trustees’ fees and expenses payable
|
— | — | — | — | |||
TOTAL LIABILITIES
|
90,982 | 825,158 | 28,409,008 | 934,929 | |||
NET ASSETS
|
$76,923,251 | $216,742,613 | $ 326,805,611 | $17,697,403 | |||
NET ASSETS CONSIST OF: | |||||||
Paid-in Capital
|
$ 81,621,112 | $238,794,466 | $ 470,538,044 | $19,883,483 | |||
Total distributable earnings (loss)
|
(4,697,861) | (22,051,853) | (143,732,433) | (2,186,080) | |||
NET ASSETS
|
$76,923,251 | $216,742,613 | $ 326,805,611 | $17,697,403 | |||
NET ASSET VALUE PER SHARE | |||||||
Net asset value per share
|
$ 167.22 | $ 139.83 | $ 82.01 | $ 39.33 | |||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
460,000 | 1,550,000 | 3,985,000 | 450,000 | |||
COST OF INVESTMENTS: | |||||||
Investments in unaffiliated issuers
|
$70,013,070 | $233,483,520 | $ 383,461,502 | $17,333,960 | |||
Investments in affiliated issuers
|
152,726 | 1,242,522 | 28,718,725 | 952,739 | |||
Total cost of investments
|
$70,165,796 | $234,726,042 | $ 412,180,227 | $18,286,699 | |||
Foreign currency, at cost
|
$ — | $ — | $ — | $ — | |||
* Includes investments in securities on loan, at
value
|
$ 92,657 | $ 1,010,088 | $ 54,645,317 | $ 1,046,762 |
SPDR S&P Kensho Future Security ETF | SPDR S&P Kensho Intelligent Structures ETF | SPDR S&P Kensho New Economies Composite ETF | SPDR S&P Kensho Smart Mobility ETF | SPDR S&P SmallCap 600 ESG ETF | SPDR SSGA US Large Cap Low Volatility Index ETF | |||||
$27,077,991 | $ 24,434,507 | $ 1,526,446,428 | $ 55,692,848 | $2,517,137 | $634,334,839 | |||||
1,538,553 | 2,528,484 | 153,824,875 | 5,831,926 | 5,675 | 971,078 | |||||
28,616,544 | 26,962,991 | 1,680,271,303 | 61,524,774 | 2,522,812 | 635,305,917 | |||||
— | — | 20,397 | — | — | — | |||||
— | — | — | — | — | 25 | |||||
— | 325,432 | — | 1,180,718 | — | — | |||||
— | — | 3,232 | — | — | — | |||||
5,850 | 17,775 | 1,389,448 | 33,937 | 2,962 | 1,071,415 | |||||
151 | 195 | 7,518 | 428 | 18 | 2,780 | |||||
88 | 2,394 | 60,494 | 19,314 | — | — | |||||
580 | 16,211 | 627,324 | 33,899 | — | 404 | |||||
— | 2,245 | 29,983 | 296 | — | — | |||||
— | — | — | — | — | — | |||||
28,623,213 | 27,327,243 | 1,682,409,699 | 62,793,366 | 2,525,792 | 636,380,541 | |||||
— | 35 | — | 106 | — | — | |||||
1,506,948 | 2,491,274 | 151,884,293 | 5,798,224 | — | — | |||||
— | 325,409 | — | 1,180,750 | — | — | |||||
10,642 | 10,165 | 270,105 | 23,850 | 262 | 65,621 | |||||
— | — | — | 22 | — | — | |||||
1,517,590 | 2,826,883 | 152,154,398 | 7,002,952 | 262 | 65,621 | |||||
$27,105,623 | $ 24,500,360 | $ 1,530,255,301 | $ 55,790,414 | $2,525,530 | $636,314,920 | |||||
$34,183,306 | $ 41,672,264 | $ 2,607,924,716 | $ 164,442,684 | $2,980,663 | $701,957,365 | |||||
(7,077,683) | (17,171,904) | (1,077,669,415) | (108,652,270) | (455,133) | (65,642,445) | |||||
$27,105,623 | $ 24,500,360 | $ 1,530,255,301 | $ 55,790,414 | $2,525,530 | $636,314,920 | |||||
$ 43.02 | $ 32.67 | $ 39.43 | $ 29.52 | $ 25.26 | $ 135.67 | |||||
630,000 | 750,000 | 38,805,000 | 1,890,000 | 100,000 | 4,690,000 | |||||
$30,352,065 | $ 32,997,799 | $ 1,852,842,630 | $ 104,383,068 | $2,896,688 | $633,365,299 | |||||
1,538,550 | 2,528,481 | 153,824,975 | 5,831,924 | 5,675 | 971,049 | |||||
$31,890,615 | $ 35,526,280 | $ 2,006,667,605 | $ 110,214,992 | $2,902,363 | $634,336,348 | |||||
$ — | $ — | $ 22,352 | $ — | $ — | $ — | |||||
$ 1,556,632 | $ 4,359,389 | $ 194,729,505 | $ 9,973,384 | $ — | $ — |
SPDR SSGA US Small Cap Low Volatility Index ETF | |
ASSETS | |
Investments in unaffiliated issuers, at
value*
|
$200,658,060 |
Investments in affiliated issuers, at value
|
2,705,338 |
Total Investments
|
203,363,398 |
Cash
|
17 |
Receivable for fund shares sold
|
1,082,183 |
Dividends receivable — unaffiliated issuers
|
322,390 |
Dividends receivable — affiliated issuers
|
993 |
Securities lending income receivable —
unaffiliated issuers
|
267 |
Securities lending income receivable — affiliated
issuers
|
3,399 |
TOTAL ASSETS
|
204,772,647 |
LIABILITIES | |
Payable upon return of securities loaned
|
2,384,402 |
Payable for investments purchased
|
1,080,818 |
Advisory fee payable
|
20,717 |
TOTAL LIABILITIES
|
3,485,937 |
NET ASSETS
|
$201,286,710 |
NET ASSETS CONSIST OF: | |
Paid-in Capital
|
$259,676,831 |
Total distributable earnings (loss)
|
(58,390,121) |
NET ASSETS
|
$201,286,710 |
NET ASSET VALUE PER SHARE | |
Net asset value per share
|
$ 107.64 |
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
1,870,000 |
COST OF INVESTMENTS: | |
Investments in unaffiliated issuers
|
$206,154,071 |
Investments in affiliated issuers
|
2,705,360 |
Total cost of investments
|
$208,859,431 |
* Includes investments in securities on loan, at
value
|
$ 3,514,281 |
SPDR MSCI USA Climate Paris Aligned ETF | SPDR Russell 1000 Low Volatility Focus ETF | SPDR Russell 1000 Momentum Focus ETF | SPDR Russell 1000 Yield Focus ETF | ||||
INVESTMENT INCOME | |||||||
Dividend income — unaffiliated issuers
|
$ 769,946 | $ 6,101,555 | $ 3,121,508 | $16,079,887 | |||
Dividend income — affiliated issuers
|
1,752 | 8,987 | 4,862 | 24,490 | |||
Unaffiliated securities lending income
|
— | 639 | 656 | 280 | |||
Affiliated securities lending income
|
— | 19,879 | 8,843 | 13,084 | |||
Foreign taxes withheld
|
— | (1,074) | (529) | (4,628) | |||
TOTAL INVESTMENT INCOME (LOSS)
|
771,698 | 6,129,986 | 3,135,340 | 16,113,113 | |||
EXPENSES | |||||||
Advisory fee
|
51,268 | 573,212 | 290,907 | 841,798 | |||
Trustees’ fees and expenses
|
768 | 3,511 | 1,763 | 5,007 | |||
Proxy voting expenses
|
4,894 | 24,132 | 12,093 | 34,693 | |||
Miscellaneous expenses
|
1,750 | — | — | — | |||
TOTAL EXPENSES
|
58,680 | 600,855 | 304,763 | 881,498 | |||
Expenses waived/reimbursed by the Adviser
|
— | — | — | — | |||
NET EXPENSES
|
58,680 | 600,855 | 304,763 | 881,498 | |||
NET INVESTMENT INCOME (LOSS)
|
$ 713,018 | $ 5,529,131 | $ 2,830,577 | $15,231,615 | |||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||||
Net realized gain (loss) on: | |||||||
Investments — unaffiliated issuers
|
1,806,684 | 307,450 | (2,510,406) | (363,946) | |||
Investments — affiliated issuers
|
41 | 267 | 6 | 645 | |||
In-kind redemptions — unaffiliated issuers
|
(1,900,816) | 12,457,604 | 234,931 | 20,323,565 | |||
In-kind redemptions — affiliated issuers
|
— | — | — | — | |||
Futures contracts
|
— | (9,820) | 1,247 | 105,917 | |||
Net realized gain (loss)
|
(94,091) | 12,755,501 | (2,274,222) | 20,066,181 | |||
Net change in unrealized appreciation/depreciation on: | |||||||
Investments — unaffiliated issuers
|
7,130,794 | 16,948,555 | 21,545,911 | 18,774,438 | |||
Investments — affiliated issuers
|
18 | 2 | 7,645 | (23) | |||
Futures contracts
|
— | (25,273) | (23,105) | (100,533) | |||
Net change in unrealized
appreciation/depreciation
|
7,130,812 | 16,923,284 | 21,530,451 | 18,673,882 | |||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
7,036,721 | 29,678,785 | 19,256,229 | 38,740,063 | |||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$ 7,749,739 | $35,207,916 | $22,086,806 | $53,971,678 |
SPDR S&P 400 Mid Cap Growth ETF | SPDR S&P 400 Mid Cap Value ETF | SPDR S&P 500 ESG ETF | SPDR S&P 600 Small Cap ETF | SPDR S&P 600 Small Cap Growth ETF | SPDR S&P 600 Small Cap Value ETF | |||||
$ 11,324,288 | $ 23,461,499 | $4,754,474 | $ 15,612,031 | $ 15,809,893 | $ 44,835,964 | |||||
9,317 | 91,508 | 21,633 | 23,925 | 35,231 | 89,610 | |||||
163,077 | 69,086 | — | 50,569 | 53,799 | 127,047 | |||||
567,969 | 39,084 | — | 124,188 | 187,491 | 333,070 | |||||
— | — | — | (12,564) | (32,242) | (4,625) | |||||
12,064,651 | 23,661,177 | 4,776,107 | 15,798,149 | 16,054,172 | 45,381,066 | |||||
1,269,496 | 1,486,197 | 266,891 | 1,258,175 | 1,644,965 | 2,978,610 | |||||
9,828 | 10,349 | 3,041 | 10,319 | 13,036 | 24,360 | |||||
70,633 | 71,429 | 20,648 | 70,421 | 91,541 | 165,596 | |||||
— | 2,592 | — | — | — | — | |||||
1,349,957 | 1,570,567 | 290,580 | 1,338,915 | 1,749,542 | 3,168,566 | |||||
— | — | — | (849,103) | — | — | |||||
1,349,957 | 1,570,567 | 290,580 | 489,812 | 1,749,542 | 3,168,566 | |||||
$ 10,714,694 | $ 22,090,610 | $4,485,527 | $ 15,308,337 | $ 14,304,630 | $ 42,212,500 | |||||
(230,523,176) | (137,381,546) | (237,379) | (28,097,610) | (239,382,502) | (213,849,878) | |||||
1,609 | 705 | 484 | 378 | 414 | 3,035 | |||||
89,201,641 | 86,289,826 | 467,712 | 85,538,087 | 50,495,903 | 257,308,485 | |||||
— | — | 376 | — | — | — | |||||
— | — | (38,463) | — | — | — | |||||
(141,319,926) | (51,091,015) | 192,730 | 57,440,855 | (188,886,185) | 43,461,642 | |||||
193,299,813 | 120,019,757 | 496,528 | (12,840,348) | 233,754,783 | 6,058,902 | |||||
— | 55 | 117,311 | (134) | (172) | (139) | |||||
— | — | 9,687 | — | — | — | |||||
193,299,813 | 120,019,812 | 623,526 | (12,840,482) | 233,754,611 | 6,058,763 | |||||
51,979,887 | 68,928,797 | 816,256 | 44,600,373 | 44,868,426 | 49,520,405 | |||||
$ 62,694,581 | $ 91,019,407 | $5,301,783 | $ 59,908,710 | $ 59,173,056 | $ 91,732,905 |
SPDR S&P 1500 Momentum Tilt ETF | SPDR S&P 1500 Value Tilt ETF | SPDR S&P Kensho Clean Power ETF | SPDR S&P Kensho Final Frontiers ETF | ||||
INVESTMENT INCOME | |||||||
Dividend income — unaffiliated issuers
|
$ 768,048 | $ 2,533,195 | 2,264,349 | 82,549 | |||
Dividend income — affiliated issuers
|
1,972 | 5,778 | 4,823 | 349 | |||
Unaffiliated securities lending income
|
26 | 1,757 | 118,601 | 224 | |||
Affiliated securities lending income
|
428 | 2,563 | 120,381 | 6,565 | |||
Foreign taxes withheld
|
(100) | (292) | (118,356) | (185) | |||
TOTAL INVESTMENT INCOME (LOSS)
|
770,374 | 2,543,001 | 2,389,798 | 89,502 | |||
EXPENSES | |||||||
Advisory fee
|
46,013 | 128,938 | 749,331 | 39,713 | |||
Trustees’ fees and expenses
|
473 | 1,418 | 1,871 | 112 | |||
Proxy voting expenses
|
3,211 | 8,937 | 13,729 | 754 | |||
TOTAL EXPENSES
|
49,697 | 139,293 | 764,931 | 40,579 | |||
NET INVESTMENT INCOME (LOSS)
|
$ 720,677 | $ 2,403,708 | $ 1,624,867 | $ 48,923 | |||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||||
Net realized gain (loss) on: | |||||||
Investments — unaffiliated issuers
|
(2,732,755) | (422,620) | (3,862,284) | (850,799) | |||
Investments — affiliated issuers
|
(6,352) | 83 | (44) | 4 | |||
In-kind redemptions — unaffiliated issuers
|
858,829 | 754,343 | 373,650 | 188,687 | |||
In-kind redemptions — affiliated issuers
|
(3) | (1,372) | — | — | |||
Foreign currency transactions
|
— | — | (4,319) | — | |||
Net realized gain (loss)
|
(1,880,281) | 330,434 | (3,492,997) | (662,108) | |||
Net change in unrealized appreciation/depreciation on: | |||||||
Investments — unaffiliated issuers
|
4,694,841 | 8,739,847 | 11,636,895 | 2,568,353 | |||
Investments — affiliated issuers
|
11,221 | 55,562 | 29 | 3 | |||
Foreign currency translations
|
— | — | 92 | — | |||
Net change in unrealized
appreciation/depreciation
|
4,706,062 | 8,795,409 | 11,637,016 | 2,568,356 | |||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
2,825,781 | 9,125,843 | 8,144,019 | 1,906,248 | |||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$ 3,546,458 | $11,529,551 | $ 9,768,886 | $1,955,171 |
SPDR S&P Kensho Future Security ETF | SPDR S&P Kensho Intelligent Structures ETF | SPDR S&P Kensho New Economies Composite ETF | SPDR S&P Kensho Smart Mobility ETF | SPDR S&P SmallCap 600 ESG ETF | SPDR SSGA US Large Cap Low Volatility Index ETF | |||||
80,492 | 140,966 | 7,574,658 | 266,358 | $23,025 | $ 6,681,656 | |||||
495 | 822 | 26,470 | 1,892 | 66 | 13,472 | |||||
189 | 38,933 | 927,406 | 247,173 | — | 8,505 | |||||
4,425 | 127,705 | 4,447,071 | 501,787 | — | 498 | |||||
(315) | (5,190) | (316,639) | (5,314) | (29) | — | |||||
85,286 | 303,236 | 12,658,966 | 1,011,896 | 23,062 | 6,704,131 | |||||
68,456 | 70,071 | 1,655,141 | 167,109 | 1,557 | 364,630 | |||||
190 | 208 | 10,234 | 528 | 16 | 3,719 | |||||
1,313 | 1,415 | 71,223 | 3,440 | 7 | 25,177 | |||||
69,959 | 71,694 | 1,736,598 | 171,077 | 1,580 | 393,526 | |||||
$ 15,327 | $ 231,542 | $ 10,922,368 | $ 840,819 | $21,482 | $ 6,310,605 | |||||
(582,109) | (2,438,270) | (73,396,664) | (11,525,761) | (9,918) | 382,757 | |||||
11 | 19 | 777 | 140 | — | 397 | |||||
639,405 | (697,215) | 10,925,941 | (1,990,013) | — | 3,715,357 | |||||
— | — | — | — | — | — | |||||
— | (587) | (7,246) | — | — | — | |||||
57,307 | (3,136,053) | (62,477,192) | (13,515,634) | (9,918) | 4,098,511 | |||||
(703,194) | 3,894,494 | 14,831,810 | 4,062,943 | 72,256 | 16,267,213 | |||||
3 | 6 | (11) | 4 | — | 34 | |||||
— | 136 | (2,476) | 6 | — | — | |||||
(703,191) | 3,894,636 | 14,829,323 | 4,062,953 | 72,256 | 16,267,247 | |||||
(645,884) | 758,583 | (47,647,869) | (9,452,681) | 62,338 | 20,365,758 | |||||
$(630,557) | $ 990,125 | $(36,725,501) | $ (8,611,862) | $83,820 | $26,676,363 |
SPDR SSGA US Small Cap Low Volatility Index ETF | |
INVESTMENT INCOME | |
Dividend income — unaffiliated issuers
|
$2,715,532 |
Dividend income — affiliated issuers
|
4,495 |
Unaffiliated securities lending income
|
4,255 |
Affiliated securities lending income
|
18,497 |
Foreign taxes withheld
|
(1,649) |
TOTAL INVESTMENT INCOME (LOSS)
|
2,741,130 |
EXPENSES | |
Advisory fee
|
118,032 |
Trustees’ fees and expenses
|
1,178 |
Proxy voting expenses
|
8,201 |
TOTAL EXPENSES
|
127,411 |
NET INVESTMENT INCOME (LOSS)
|
$2,613,719 |
REALIZED AND UNREALIZED GAIN (LOSS) | |
Net realized gain (loss) on: | |
Investments — unaffiliated issuers
|
36,507 |
Investments — affiliated issuers
|
165 |
In-kind redemptions — unaffiliated issuers
|
1,023,451 |
Net realized gain (loss)
|
1,060,123 |
Net change in unrealized appreciation/depreciation on: | |
Investments — unaffiliated issuers
|
4,021,420 |
Investments — affiliated issuers
|
(24) |
Net change in unrealized
appreciation/depreciation
|
4,021,396 |
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
5,081,519 |
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$7,695,238 |
SPDR MSCI USA Climate Paris Aligned ETF | SPDR Russell 1000 Low Volatility Focus ETF | ||||||
Six
Months Ended 12/31/22 (Unaudited) |
For
the Period 4/22/22*- 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 713,018 | $ 428,593 | $ 5,529,131 | $ 8,712,625 | |||
Net realized gain (loss)
|
(94,091) | (214,978) | 12,755,501 | 47,022,914 | |||
Net change in unrealized
appreciation/depreciation
|
7,130,812 | (20,941,629) | 16,923,284 | (76,040,672) | |||
Net increase (decrease) in net assets resulting
from operations
|
7,749,739 | (20,728,014) | 35,207,916 | (20,305,133) | |||
Net equalization credits and charges
|
(128,705) | (33) | (17,071) | (112,364) | |||
Distributions to shareholders
|
(894,271) | (248,502) | (5,850,035) | (9,169,199) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
— | 152,413,991 | 39,143,529 | 197,760,018 | |||
Cost of shares redeemed
|
(52,032,491) | — | (49,350,618) | (171,938,042) | |||
Net income equalization
|
128,705 | 33 | 17,071 | 112,364 | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
(51,903,786) | 152,414,024 | (10,190,018) | 25,934,340 | |||
Contribution from Affiliate
|
16,574 | — | — | — | |||
Net increase (decrease) in net assets during the
period
|
(45,160,449) | 131,437,475 | 19,150,792 | (3,652,356) | |||
Net assets at beginning of period
|
131,437,475 | — | 540,952,553 | 544,604,909 | |||
NET ASSETS AT END OF PERIOD
|
$ 86,277,026 | $131,437,475 | $560,103,345 | $ 540,952,553 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
— | 6,200,000 | 390,000 | 1,960,000 | |||
Shares redeemed
|
(2,120,000) | — | (470,000) | (1,680,000) | |||
Net increase (decrease) from share
transactions
|
(2,120,000) | 6,200,000 | (80,000) | 280,000 |
* | Commencement of operations. |
SPDR Russell 1000 Momentum Focus ETF | SPDR Russell 1000 Yield Focus ETF | SPDR S&P 400 Mid Cap Growth ETF | ||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 | |||||
$ 2,830,577 | $ 4,589,570 | $ 15,231,615 | $ 20,670,333 | $ 10,714,694 | $ 12,357,546 | |||||
(2,274,222) | 2,699,860 | 20,066,181 | 32,385,739 | (141,319,926) | 140,675,515 | |||||
21,530,451 | (44,203,960) | 18,673,882 | (86,370,175) | 193,299,813 | (525,450,740) | |||||
22,086,806 | (36,914,530) | 53,971,678 | (33,314,103) | 62,694,581 | (372,417,679) | |||||
(4,169) | (2,529) | 87,458 | 174,857 | (264,068) | 1,727,540 | |||||
(2,772,453) | (4,299,285) | (14,376,532) | (19,708,935) | (11,119,577) | (15,055,982) | |||||
6,967,533 | 57,059,673 | 160,564,755 | 266,982,688 | 1,743,812,819 | 972,124,672 | |||||
(906,845) | (60,155,043) | (115,697,892) | (89,334,885) | (1,510,319,580) | (977,187,951) | |||||
4,169 | 2,529 | (87,458) | (174,857) | 264,068 | (1,727,540) | |||||
6,064,857 | (3,092,841) | 44,779,405 | 177,472,946 | 233,757,307 | (6,790,819) | |||||
— | — | — | — | — | — | |||||
25,375,041 | (44,309,185) | 84,462,009 | 124,624,765 | 285,068,243 | (392,536,940) | |||||
267,925,535 | 312,234,720 | 779,831,881 | 655,207,116 | 1,289,548,830 | 1,682,085,770 | |||||
$293,300,576 | $267,925,535 | $ 864,293,890 | $779,831,881 | $ 1,574,617,073 | $1,289,548,830 | |||||
80,000 | 550,000 | 1,710,000 | 2,760,000 | 26,050,000 | 12,200,000 | |||||
(10,000) | (590,000) | (1,240,000) | (920,000) | (23,100,000) | (12,750,000) | |||||
70,000 | (40,000) | 470,000 | 1,840,000 | 2,950,000 | (550,000) |
SPDR S&P 400 Mid Cap Value ETF | SPDR S&P 500 ESG ETF | ||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 22,090,610 | $ 27,863,256 | $ 4,485,527 | $ 5,375,403 | |||
Net realized gain (loss)
|
(51,091,015) | 107,969,928 | 192,730 | 10,924,313 | |||
Net change in unrealized
appreciation/depreciation
|
120,019,812 | (272,371,046) | 623,526 | (70,249,541) | |||
Net increase (decrease) in net assets resulting
from operations
|
91,019,407 | (136,537,862) | 5,301,783 | (53,949,825) | |||
Net equalization credits and charges
|
301,800 | 122,063 | 420,396 | 479,899 | |||
Distributions to shareholders
|
(21,564,474) | (29,534,436) | (4,918,397) | (5,817,815) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
2,136,426,513 | 1,457,620,509 | 210,228,241 | 321,960,502 | |||
Cost of shares redeemed
|
(1,250,555,971) | (1,386,991,195) | (1,940,353) | (63,315,479) | |||
Net income equalization
|
(301,800) | (122,063) | (420,396) | (479,899) | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
885,568,742 | 70,507,251 | 207,867,492 | 258,165,124 | |||
Net increase (decrease) in net assets during the
period
|
955,325,475 | (95,442,984) | 208,671,274 | 198,877,383 | |||
Net assets at beginning of period
|
1,431,125,501 | 1,526,568,485 | 434,577,056 | 235,699,673 | |||
NET ASSETS AT END OF PERIOD
|
$ 2,386,450,976 | $ 1,431,125,501 | $643,248,330 | $434,577,056 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
33,100,000 | 21,350,000 | 5,600,000 | 7,650,000 | |||
Shares redeemed
|
(19,900,000) | (20,300,000) | (50,000) | (1,525,000) | |||
Net increase (decrease) from share
transactions
|
13,200,000 | 1,050,000 | 5,550,000 | 6,125,000 |
SPDR S&P 600 Small Cap ETF | SPDR S&P 600 Small Cap Growth ETF | SPDR S&P 600 Small Cap Value ETF | ||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 | |||||
$ 15,308,337 | $ 25,657,246 | $ 14,304,630 | $ 21,487,251 | $ 42,212,500 | $ 70,678,068 | |||||
57,440,855 | 121,465,383 | (188,886,185) | 163,914,085 | 43,461,642 | 461,866,496 | |||||
(12,840,482) | (466,918,771) | 233,754,611 | (661,952,530) | 6,058,763 | (1,159,803,670) | |||||
59,908,710 | (319,796,142) | 59,173,056 | (476,551,194) | 91,732,905 | (627,259,106) | |||||
(179,363) | 83,362 | 96,330 | (8,813) | (29,267) | (107,740) | |||||
(14,525,874) | (25,632,877) | (14,609,767) | (20,912,409) | (35,321,989) | (71,242,348) | |||||
252,386,836 | 401,997,586 | 285,147,847 | 981,773,206 | 1,292,368,321 | 2,073,573,803 | |||||
(281,551,769) | (287,873,470) | (161,298,255) | (752,096,943) | (1,244,610,505) | (1,667,401,087) | |||||
179,363 | (83,362) | (96,330) | 8,813 | 29,267 | 107,740 | |||||
(28,985,570) | 114,040,754 | 123,753,262 | 229,685,076 | 47,787,083 | 406,280,456 | |||||
16,217,903 | (231,304,903) | 168,412,881 | (267,787,340) | 104,168,732 | (292,328,738) | |||||
1,598,294,803 | 1,829,599,706 | 2,038,287,645 | 2,306,074,985 | 3,835,223,858 | 4,127,552,596 | |||||
$1,614,512,706 | $1,598,294,803 | $2,206,700,526 | $2,038,287,645 | $ 3,939,392,590 | $ 3,835,223,858 | |||||
3,050,000 | 4,325,000 | 3,850,000 | 11,450,000 | 16,900,000 | 25,050,000 | |||||
(3,350,000) | (3,100,000) | (2,250,000) | (8,550,000) | (16,850,000) | (20,200,000) | |||||
(300,000) | 1,225,000 | 1,600,000 | 2,900,000 | 50,000 | 4,850,000 |
SPDR S&P 1500 Momentum Tilt ETF | SPDR S&P 1500 Value Tilt ETF | ||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 720,677 | $ 1,099,971 | $ 2,403,708 | $ 4,842,391 | |||
Net realized gain (loss)
|
(1,880,281) | 4,807,748 | 330,434 | 17,817,585 | |||
Net change in unrealized
appreciation/depreciation
|
4,706,062 | (14,482,372) | 8,795,409 | (42,186,431) | |||
Net increase (decrease) in net assets resulting
from operations
|
3,546,458 | (8,574,653) | 11,529,551 | (19,526,455) | |||
Net equalization credits and charges
|
2,750 | (5,397) | 4,361 | (40,310) | |||
Distributions to shareholders
|
(728,537) | (1,095,670) | (2,385,304) | (4,859,861) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
5,094,779 | 23,743,908 | 15,999,260 | 117,893,971 | |||
Cost of shares redeemed
|
(3,374,125) | (28,077,479) | (11,934,026) | (105,056,401) | |||
Net income equalization
|
(2,750) | 5,397 | (4,361) | 40,310 | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
1,717,904 | (4,328,174) | 4,060,873 | 12,877,880 | |||
Contribution from Affiliate
|
99,073 | — | — | — | |||
Net increase (decrease) in net assets during the
period
|
4,637,648 | (14,003,894) | 13,209,481 | (11,548,746) | |||
Net assets at beginning of period
|
72,285,603 | 86,289,497 | 203,533,132 | 215,081,878 | |||
NET ASSETS AT END OF PERIOD
|
$76,923,251 | $ 72,285,603 | $216,742,613 | $ 203,533,132 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
30,000 | 125,000 | 120,000 | 770,000 | |||
Shares redeemed
|
(20,000) | (150,000) | (90,000) | (720,000) | |||
Net increase (decrease) from share
transactions
|
10,000 | (25,000) | 30,000 | 50,000 |
SPDR S&P Kensho Clean Power ETF | SPDR S&P Kensho Final Frontiers ETF | SPDR S&P Kensho Future Security ETF | ||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 | |||||
$ 1,624,867 | $ 3,798,105 | $ 48,923 | $ 94,130 | $ 15,327 | $ 126,359 | |||||
(3,492,997) | (48,774,597) | (662,108) | 349,892 | 57,307 | 456,556 | |||||
11,637,016 | (59,693,481) | 2,568,356 | (4,002,884) | (703,191) | (5,534,170) | |||||
9,768,886 | (104,669,973) | 1,955,171 | (3,558,862) | (630,557) | (4,951,255) | |||||
150,712 | (2,937) | (1,788) | (629) | (375) | (11,453) | |||||
(1,737,900) | (4,505,144) | (49,764) | (99,378) | (12,090) | (114,269) | |||||
53,598,483 | 96,652,835 | — | 3,585,508 | 5,289,030 | 15,472,239 | |||||
(1,793,609) | (122,822,767) | (1,516,683) | (5,127,715) | (6,120,264) | (9,256,446) | |||||
(150,712) | 2,937 | 1,788 | 629 | 375 | 11,453 | |||||
51,654,162 | (26,166,995) | (1,514,895) | (1,541,578) | (830,859) | 6,227,246 | |||||
— | — | — | — | — | — | |||||
59,835,860 | (135,345,049) | 388,724 | (5,200,447) | (1,473,881) | 1,150,269 | |||||
266,969,751 | 402,314,800 | 17,308,679 | 22,509,126 | 28,579,504 | 27,429,235 | |||||
$ 326,805,611 | $ 266,969,751 | $17,697,403 | $17,308,679 | $27,105,623 | $28,579,504 | |||||
590,000 | 1,060,000 | — | 90,000 | 120,000 | 300,000 | |||||
(20,000) | (1,450,000) | (40,000) | (130,000) | (140,000) | (180,000) | |||||
570,000 | (390,000) | (40,000) | (40,000) | (20,000) | 120,000 |
SPDR S&P Kensho Intelligent Structures ETF | SPDR S&P Kensho New Economies Composite ETF | ||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 231,542 | $ 422,126 | $ 10,922,368 | $ 21,454,017 | |||
Net realized gain (loss)
|
(3,136,053) | (2,492,227) | (62,477,192) | (406,272,831) | |||
Net change in unrealized
appreciation/depreciation
|
3,894,636 | (15,167,360) | 14,829,323 | (511,723,403) | |||
Net increase (decrease) in net assets resulting
from operations
|
990,125 | (17,237,461) | (36,725,501) | (896,542,217) | |||
Net equalization credits and charges
|
592 | (3,738) | (175,319) | (411,688) | |||
Distributions to shareholders
|
(182,826) | (457,119) | (12,586,508) | (26,004,585) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
— | 16,513,298 | 132,410,598 | 1,052,114,142 | |||
Cost of shares redeemed
|
(7,464,367) | (20,674,155) | (89,939,027) | (723,500,193) | |||
Net income equalization
|
(592) | 3,738 | 175,319 | 411,688 | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
(7,464,959) | (4,157,119) | 42,646,890 | 329,025,637 | |||
Net increase (decrease) in net assets during the
period
|
(6,657,068) | (21,855,437) | (6,840,438) | (593,932,853) | |||
Net assets at beginning of period
|
31,157,428 | 53,012,865 | 1,537,095,739 | 2,131,028,592 | |||
NET ASSETS AT END OF PERIOD
|
$24,500,360 | $ 31,157,428 | $1,530,255,301 | $1,537,095,739 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
— | 360,000 | 3,140,000 | 18,650,000 | |||
Shares redeemed
|
(220,000) | (500,000) | (2,220,000) | (12,650,000) | |||
Net increase (decrease) from share
transactions
|
(220,000) | (140,000) | 920,000 | 6,000,000 |
SPDR S&P Kensho Smart Mobility ETF | SPDR S&P SmallCap 600 ESG ETF | SPDR SSGA US Large Cap Low Volatility Index ETF | ||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
For
the Period 1/11/22-* 6/30/22 |
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 | |||||
$ 840,819 | $ 1,138,249 | $ 21,482 | $ 17,086 | $ 6,310,605 | $ 9,402,442 | |||||
(13,515,634) | (23,506,386) | (9,918) | (65,288) | 4,098,511 | 71,883,184 | |||||
4,062,953 | (57,584,085) | 72,256 | (451,807) | 16,267,247 | (90,478,983) | |||||
(8,611,862) | (79,952,222) | 83,820 | (500,009) | 26,676,363 | (9,193,357) | |||||
134,320 | 522,598 | — | — | (332,063) | (225,499) | |||||
(898,222) | (1,538,788) | (23,498) | (15,446) | (6,683,307) | (10,181,424) | |||||
1,252,749 | 44,080,997 | — | 2,980,663 | 92,383,684 | 410,007,585 | |||||
(13,089,853) | (118,757,701) | — | — | (33,804,632) | (406,454,729) | |||||
(134,320) | (522,598) | — | — | 332,063 | 225,499 | |||||
(11,971,424) | (75,199,302) | — | 2,980,663 | 58,911,115 | 3,778,355 | |||||
(21,347,188) | (156,167,714) | 60,322 | 2,465,208 | 78,572,108 | (15,821,925) | |||||
77,137,602 | 233,305,316 | 2,465,208 | — | 557,742,812 | 573,564,737 | |||||
$ 55,790,414 | $ 77,137,602 | $2,525,530 | $2,465,208 | $636,314,920 | $ 557,742,812 | |||||
40,000 | 770,000 | — | 100,000 | 690,000 | 2,880,000 | |||||
(390,000) | (2,290,000) | — | — | (260,000) | (2,930,000) | |||||
(350,000) | (1,520,000) | — | 100,000 | 430,000 | (50,000) |
* | Commencement of operations. |
SPDR SSGA US Small Cap Low Volatility Index ETF | |||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 | ||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||
Net investment income (loss)
|
$ 2,613,719 | $ 3,927,172 | |
Net realized gain (loss)
|
1,060,123 | 14,911,095 | |
Net change in unrealized
appreciation/depreciation
|
4,021,396 | (29,115,131) | |
Net increase (decrease) in net assets resulting
from operations
|
7,695,238 | (10,276,864) | |
Net equalization credits and charges
|
(31,573) | 61,337 | |
Distributions to shareholders
|
(2,723,270) | (4,643,836) | |
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||
Proceeds from shares sold
|
17,691,636 | 48,808,592 | |
Cost of shares redeemed
|
(7,461,533) | (68,580,946) | |
Net income equalization
|
31,573 | (61,337) | |
Net increase (decrease) in net assets from
beneficial interest transactions
|
10,261,676 | (19,833,691) | |
Net increase (decrease) in net assets during the
period
|
15,202,071 | (34,693,054) | |
Net assets at beginning of period
|
186,084,639 | 220,777,693 | |
NET ASSETS AT END OF PERIOD
|
$201,286,710 | $186,084,639 | |
SHARES OF BENEFICIAL INTEREST: | |||
Shares sold
|
160,000 | 420,000 | |
Shares redeemed
|
(70,000) | (600,000) | |
Net increase (decrease) from share
transactions
|
90,000 | (180,000) |
SPDR MSCI USA Climate Paris Aligned ETF | |||
Six
Months Ended 12/31/22 (Unaudited) |
For
the Period 4/22/22*- 6/30/22 | ||
Net asset value, beginning of period
|
$ 21.20 | $ 25.00 | |
Income (loss) from investment operations: | |||
Net investment income (loss) (a)
|
0.15 | 0.07 | |
Net realized and unrealized gain (loss) (b)
|
0.05 | (3.83) | |
Total from investment operations
|
0.20 | (3.76) | |
Net equalization credits and charges (a)
|
(0.03) | (0.00)(c) | |
Contribution from Affiliate
|
0.00(c) | — | |
Distributions to shareholders from: | |||
Net investment income
|
(0.22) | (0.04) | |
Net asset value, end of period
|
$ 21.15 | $ 21.20 | |
Total return (d)
|
0.74% | (13.67)% | |
Ratios and Supplemental Data: | |||
Net assets, end of period (in 000s)
|
$86,277 | $131,437 | |
Ratios to average net assets: | |||
Total expenses
|
0.11%(e) | 0.10%(e) | |
Net investment income (loss)
|
1.39%(e) | 1.62%(e) | |
Portfolio turnover rate (f)
|
9%(g) | 6%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Russell 1000 Low Volatility Focus ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 | ||||||
Net asset value, beginning of period
|
$ 98.00 | $ 103.93 | $ 73.50 | $ 80.17 | $ 72.91 | $ 70.31 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.99 | 1.60 | 1.49 | 1.58 | 1.45 | 1.36 | |||||
Net realized and unrealized gain (loss) (b)
|
5.03 | (5.82) | 30.62 | (6.42) | 7.34 | 6.31 | |||||
Total from investment operations
|
6.02 | (4.22) | 32.11 | (4.84) | 8.79 | 7.67 | |||||
Net equalization credits and charges (a)
|
(0.00)(c) | (0.02) | (0.02) | 0.01 | (0.01) | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.06) | (1.69) | (1.66) | (1.84) | (1.52) | (1.41) | |||||
Net realized gains
|
— | — | — | — | — | (3.66) | |||||
Total distributions
|
(1.06) | (1.69) | (1.66) | (1.84) | (1.52) | (5.07) | |||||
Net asset value, end of period
|
$ 102.96 | $ 98.00 | $ 103.93 | $ 73.50 | $ 80.17 | $ 72.91 | |||||
Total return (d)
|
6.18% | (4.20)% | 44.00% | (6.10)% | 12.23% | 11.03% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$560,103 | $540,953 | $544,605 | $474,842 | $525,107 | $455,698 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.21%(e) | 0.20% | 0.20% | 0.20% | 0.20% | 0.20% | |||||
Net investment income (loss)
|
1.93%(e) | 1.49% | 1.67% | 2.02% | 1.93% | 1.87% | |||||
Portfolio turnover rate (f)
|
2%(g) | 27% | 31% | 28% | 33% | 31% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Russell 1000 Momentum Focus ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 | ||||||
Net asset value, beginning of period
|
$ 85.87 | $ 98.81 | $ 68.38 | $ 73.00 | $ 72.92 | $ 68.99 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.89 | 1.45 | 1.06 | 1.20 | 1.08 | 1.16 | |||||
Net realized and unrealized gain (loss) (b)
|
6.05 | (13.03) | 30.58 | (4.46) | 0.17 | 8.38 | |||||
Total from investment operations
|
6.94 | (11.58) | 31.64 | (3.26) | 1.25 | 9.54 | |||||
Net equalization credits and charges (a)
|
(0.00)(c) | (0.00)(c) | (0.08) | (0.08) | (0.02) | 0.02 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.87) | (1.36) | (1.13) | (1.28) | (1.15) | (1.19) | |||||
Net realized gains
|
— | — | — | — | — | (4.44) | |||||
Total distributions
|
(0.87) | (1.36) | (1.13) | (1.28) | (1.15) | (5.63) | |||||
Net asset value, end of period
|
$ 91.94 | $ 85.87 | $ 98.81 | $ 68.38 | $ 73.00 | $ 72.92 | |||||
Total return (d)
|
8.13% | (11.87)% | 46.38% | (4.59)% | 1.78% | 13.97% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$293,301 | $267,926 | $312,235 | $311,807 | $435,806 | $601,571 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.21%(e) | 0.20% | 0.20% | 0.20% | 0.20% | 0.20% | |||||
Net investment income (loss)
|
1.95%(e) | 1.46% | 1.27% | 1.68% | 1.51% | 1.59% | |||||
Portfolio turnover rate (f)
|
16%(g) | 44% | 42% | 42% | 40% | 112% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Russell 1000 Yield Focus ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 | ||||||
Net asset value, beginning of period
|
$ 89.12 | $ 94.82 | $ 58.69 | $ 70.62 | $ 70.43 | $ 69.70 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.69 | 2.76 | 2.09 | 2.16 | 2.23 | 2.21 | |||||
Net realized and unrealized gain (loss) (b)
|
4.50 | (5.91) | 36.29 | (11.73) | 0.32 | 6.14 | |||||
Total from investment operations
|
6.19 | (3.15) | 38.38 | (9.57) | 2.55 | 8.35 | |||||
Net equalization credits and charges (a)
|
0.01 | 0.02 | 0.06 | 0.01 | (0.02) | (0.00)(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.58) | (2.57) | (2.31) | (2.37) | (2.34) | (2.36) | |||||
Net realized gains
|
— | — | — | — | — | (5.26) | |||||
Total distributions
|
(1.58) | (2.57) | (2.31) | (2.37) | (2.34) | (7.62) | |||||
Net asset value, end of period
|
$ 93.74 | $ 89.12 | $ 94.82 | $ 58.69 | $ 70.62 | $ 70.43 | |||||
Total return (d)
|
7.03% | (3.45)% | 66.30% | (13.74)% | 3.79% | 12.25% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$864,294 | $779,832 | $655,207 | $356,828 | $426,550 | $404,979 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.21%(e) | 0.20% | 0.20% | 0.20% | 0.20% | 0.20% | |||||
Net investment income (loss)
|
3.62%(e) | 2.83% | 2.69% | 3.27% | 3.22% | 3.15% | |||||
Portfolio turnover rate (f)
|
0%(c)(g) | 40% | 58% | 34% | 42% | 36% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P 400 Mid Cap Growth ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18(a) | ||||||
Net asset value, beginning of period
|
$ 60.97 | $ 77.52 | $ 53.77 | $ 54.22 | $ 53.98 | $ 47.77 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.42 | 0.55 | 0.43 | 0.55 | 0.65 | 0.56 | |||||
Net realized and unrealized gain (loss) (c)
|
4.40 | (16.50) | 23.79 | (0.38) | 0.26 | 6.74 | |||||
Total from investment operations
|
4.82 | (15.95) | 24.22 | 0.17 | 0.91 | 7.30 | |||||
Net equalization credits and charges (b)
|
(0.01) | 0.08 | (0.01) | (0.00)(d) | 0.02 | 0.06 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.44) | (0.68) | (0.46) | (0.62) | (0.69) | (0.59) | |||||
Net realized gains
|
— | — | — | — | — | (0.56) | |||||
Total distributions
|
(0.44) | (0.68) | (0.46) | (0.62) | (0.69) | (1.15) | |||||
Net asset value, end of period
|
$ 65.34 | $ 60.97 | $ 77.52 | $ 53.77 | $ 54.22 | $ 53.98 | |||||
Total return (e)
|
7.90% | (20.61)% | 45.10% | 0.35% | 1.79% | 15.51% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$1,574,617 | $1,289,549 | $1,682,086 | $1,941,214 | $1,680,730 | $1,195,700 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.16%(f) | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% | |||||
Net investment income (loss)
|
1.27%(f) | 0.73% | 0.65% | 1.04% | 1.24% | 1.08% | |||||
Portfolio turnover rate (g)
|
44%(h) | 43% | 37% | 45% | 38% | 50% |
(a) | After the close of trading on June 12, 2018, the SPDR S&P 400 Mid Cap Growth ETF underwent a 3-for-1 share split. The historical per share activity presented here has been retroactively adjusted to reflect this split. |
(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) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR S&P 400 Mid Cap Value ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18(a) | ||||||
Net asset value, beginning of period
|
$ 60.51 | $ 67.55 | $ 42.66 | $ 51.34 | $ 52.01 | $ 48.14 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.72 | 1.16 | 1.04 | 1.02 | 0.93 | 0.96 | |||||
Net realized and unrealized gain (loss) (c)
|
4.17 | (7.00) | 24.71 | (8.59) | (0.69) | 4.18 | |||||
Total from investment operations
|
4.89 | (5.84) | 25.75 | (7.57) | 0.24 | 5.14 | |||||
Net equalization credits and charges (b)
|
0.01 | 0.01 | 0.15 | 0.00(d) | 0.06 | 0.10 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.65) | (1.21) | (1.01) | (1.11) | (0.97) | (0.95) | |||||
Net realized gains
|
— | — | — | — | — | (0.42) | |||||
Total distributions
|
(0.65) | (1.21) | (1.01) | (1.11) | (0.97) | (1.37) | |||||
Net asset value, end of period
|
$ 64.76 | $ 60.51 | $ 67.55 | $ 42.66 | $ 51.34 | $ 52.01 | |||||
Total return (e)
|
8.14% | (8.78)% | 61.10% | (14.85)% | 0.68% | 10.98% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$2,386,451 | $1,431,126 | $1,526,568 | $893,653 | $1,491,525 | $767,185 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.16%(f) | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% | |||||
Net investment income (loss)
|
2.23%(f) | 1.71% | 1.82% | 2.13% | 1.83% | 1.90% | |||||
Portfolio turnover rate (g)
|
40%(h) | 32% | 38% | 45% | 35% | 45% |
(a) | After the close of trading on June 12, 2018, SPDR S&P 400 Mid Cap Value ET underwent a 2-for-1 share split. The historical per share activity presented here has been retroactively adjusted to reflect this split. |
(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) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR S&P 500 ESG ETF | |||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
For
the Period 7/28/20*- 6/30/21 | |||
Net asset value, beginning of period
|
$ 36.21 | $ 40.12 | $ 30.25 | ||
Income (loss) from investment operations: | |||||
Net investment income (loss) (a)
|
0.32 | 0.57 | 0.47 | ||
Net realized and unrealized gain (loss) (b)
|
0.41 | (3.97) | 9.76 | ||
Total from investment operations
|
0.73 | (3.40) | 10.23 | ||
Net equalization credits and charges (a)
|
0.03 | 0.05 | 0.12 | ||
Distributions to shareholders from: | |||||
Net investment income
|
(0.32) | (0.56) | (0.48) | ||
Net asset value, end of period
|
$ 36.65 | $ 36.21 | $ 40.12 | ||
Total return (c)
|
2.09% | (8.48)% | 34.47% | ||
Ratios and Supplemental Data: | |||||
Net assets, end of period (in 000s)
|
$643,248 | $434,577 | $235,700 | ||
Ratios to average net assets: | |||||
Total expenses
|
0.11%(d) | 0.10% | 0.10%(d) | ||
Net investment income (loss)
|
1.68%(d) | 1.36% | 1.39%(d) | ||
Portfolio turnover rate (e)
|
2%(f) | 6% | 16%(f) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR S&P 600 Small Cap ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18(a) | ||||||
Net asset value, beginning of period
|
$ 80.11 | $ 97.71 | $ 59.07 | $ 67.66 | $ 72.24 | $ 61.60 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.77 | 1.36 | 0.98 | 0.91 | 0.94 | 0.87 | |||||
Net realized and unrealized gain (loss) (c)
|
2.03 | (17.61) | 38.58 | (8.47) | (4.55) | 11.52 | |||||
Total from investment operations
|
2.80 | (16.25) | 39.56 | (7.56) | (3.61) | 12.39 | |||||
Net equalization credits and charges (b)
|
(0.01) | 0.00(d) | 0.02 | (0.02) | 0.01 | 0.01 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.74) | (1.35) | (0.94) | (1.01) | (0.98) | (0.89) | |||||
Net realized gains
|
— | — | — | — | — | (0.87) | |||||
Total distributions
|
(0.74) | (1.35) | (0.94) | (1.01) | (0.98) | (1.76) | |||||
Net asset value, end of period
|
$ 82.16 | $ 80.11 | $ 97.71 | $ 59.07 | $ 67.66 | $ 72.24 | |||||
Total return (e)
|
3.50% | (16.80)% | 67.27% | (11.26)% | (4.95)% | 20.38% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$1,614,513 | $1,598,295 | $1,829,600 | $998,273 | $1,288,927 | $1,043,840 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.16%(f) | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% | |||||
Net expenses
|
0.06%(f) | 0.05% | 0.05% | 0.11% | —% | —% | |||||
Net investment income (loss)
|
1.83%(f) | 1.45% | 1.22% | 1.42% | 1.37% | 1.30% | |||||
Portfolio turnover rate (g)
|
8%(h) | 16% | 13% | 15% | 11% | 14% |
(a) | After the close of trading on June 12, 2018, the SPDR S&P 600 Small Cap ETF underwent a 2-for-1 share split. The historical per share activity presented here has been retroactively adjusted to reflect this split. |
(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) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR S&P 600 Small Cap Growth ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18(a) | ||||||
Net asset value, beginning of period
|
$ 70.53 | $ 88.70 | $ 56.77 | $ 60.96 | $ 63.17 | $ 54.12 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.49 | 0.80 | 0.52 | 0.59 | 0.61 | 0.55 | |||||
Net realized and unrealized gain (loss) (c)
|
1.82 | (18.19) | 31.91 | (4.10) | (2.20) | 11.19 | |||||
Total from investment operations
|
2.31 | (17.39) | 32.43 | (3.51) | (1.59) | 11.74 | |||||
Net equalization credits and charges (b)
|
0.00(d) | (0.00)(e) | (0.00)(e) | (0.02) | 0.01 | 0.02 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.49) | (0.78) | (0.50) | (0.66) | (0.63) | (0.60) | |||||
Net realized gains
|
— | — | — | — | — | (2.11) | |||||
Total distributions
|
(0.49) | (0.78) | (0.50) | (0.66) | (0.63) | (2.71) | |||||
Net asset value, end of period
|
$ 72.35 | $ 70.53 | $ 88.70 | $ 56.77 | $ 60.96 | $ 63.17 | |||||
Total return (f)
|
3.29% | (19.74)% | 57.23% | (5.80)% | (2.47)% | 22.28% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$2,206,701 | $2,038,288 | $2,306,075 | $1,541,359 | $1,975,179 | $1,989,969 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.16%(g) | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% | |||||
Net investment income (loss)
|
1.30%(g) | 0.95% | 0.69% | 1.01% | 0.99% | 0.95% | |||||
Portfolio turnover rate (h)
|
38%(i) | 44% | 38% | 50% | 37% | 44% |
(a) | After the close of trading on June 12, 2018, the SPDR S&P 600 Small Cap Growth ETF underwent a 4-for-1 share split. The historical per share activity presented here has been retroactively adjusted to reflect this split. |
(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) | Zero amounts represent those which are less than $0.00005. |
(e) | Amount is less than $0.005 per share. |
(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) | Annualized. |
(h) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(i) | Not annualized. |
SPDR S&P 600 Small Cap Value ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18(a) | ||||||
Net asset value, beginning of period
|
$ 72.36 | $ 85.72 | $ 49.15 | $ 60.70 | $ 66.75 | $ 59.60 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.80 | 1.41 | 1.07 | 1.13 | 1.10 | 1.04 | |||||
Net realized and unrealized gain (loss) (c)
|
1.77 | (13.35) | 36.50 | (11.53) | (6.06) | 9.55 | |||||
Total from investment operations
|
2.57 | (11.94) | 37.57 | (10.40) | (4.96) | 10.59 | |||||
Net equalization credits and charges (b)
|
(0.00)(d) | (0.00)(d) | 0.04 | (0.01) | 0.06 | 0.07 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.67) | (1.42) | (1.04) | (1.14) | (1.15) | (1.05) | |||||
Net realized gains
|
— | — | — | — | — | (2.46) | |||||
Total distributions
|
(0.67) | (1.42) | (1.04) | (1.14) | (1.15) | (3.51) | |||||
Net asset value, end of period
|
$ 74.26 | $ 72.36 | $ 85.72 | $ 49.15 | $ 60.70 | $ 66.75 | |||||
Total return (e)
|
3.58% | (14.09)% | 76.93% | (17.29)% | (7.30)% | 18.25% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$3,939,393 | $3,835,224 | $4,127,553 | $1,916,806 | $2,133,800 | $1,511,950 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.16%(f) | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% | |||||
Net investment income (loss)
|
2.13%(f) | 1.72% | 1.55% | 2.02% | 1.76% | 1.65% | |||||
Portfolio turnover rate (g)
|
31%(h) | 38% | 36% | 51% | 34% | 42% |
(a) | After the close of trading on June 12, 2018, the SPDR S&P 600 Small Cap Value ETF underwent a 2-for-1 share split. The historical per share activity presented here has been retroactively adjusted to reflect this split. |
(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) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR S&P 1500 Momentum Tilt ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 | ||||||
Net asset value, beginning of period
|
$160.63 | $181.66 | $134.17 | $127.95 | $ 118.95 | $101.56 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.59 | 2.33 | 1.61 | 2.11 | 1.93 | 1.68 | |||||
Net realized and unrealized gain (loss) (b)
|
6.37 | (21.01) | 47.49 | 6.32 | 8.87 | 17.44 | |||||
Total from investment operations
|
7.96 | (18.68) | 49.10 | 8.43 | 10.80 | 19.12 | |||||
Net equalization credits and charges (a)
|
0.01 | (0.01) | (0.02) | (0.05) | 0.15 | (0.01) | |||||
Contribution from Affiliate
|
0.22 | — | — | — | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.60) | (2.34) | (1.59) | (2.16) | (1.95) | (1.72) | |||||
Net asset value, end of period
|
$167.22 | $160.63 | $181.66 | $134.17 | $127.95 | $ 118.95 | |||||
Total return (c)
|
5.12%(d) | (10.45)% | 36.74% | 6.64% | 9.31% | 18.91% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$76,923 | $72,286 | $86,289 | $67,085 | $51,180 | $29,737 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.13%(e) | 0.12% | 0.12% | 0.12% | 0.12% | 0.12% | |||||
Net investment income (loss)
|
1.88%(e) | 1.24% | 1.01% | 1.62% | 1.60% | 1.48% | |||||
Portfolio turnover rate (f)
|
65%(g) | 60% | 53% | 65% | 58% | 55% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | If an Affiliate had not made a contribution during the year ended December 31, 2022, the total return would have been 4.99%. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P 1500 Value Tilt ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 | ||||||
Net asset value, beginning of period
|
$ 133.90 | $ 146.31 | $ 97.54 | $103.92 | $101.54 | $ 92.28 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.57 | 2.99 | 2.56 | 2.53 | 2.41 | 2.11 | |||||
Net realized and unrealized gain (loss) (b)
|
5.91 | (12.36) | 48.10 | (6.33) | 2.54 | 9.18 | |||||
Total from investment operations
|
7.48 | (9.37) | 50.66 | (3.80) | 4.95 | 11.29 | |||||
Net equalization credits and charges (a)
|
0.00(c) | (0.02) | 0.58 | (0.01) | (0.05) | 0.08 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.55) | (3.02) | (2.47) | (2.57) | (2.52) | (2.11) | |||||
Net asset value, end of period
|
$ 139.83 | $ 133.90 | $ 146.31 | $ 97.54 | $103.92 | $101.54 | |||||
Total return (d)
|
5.63% | (6.60)% | 53.02% | (3.68)% | 4.93% | 12.38% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$216,743 | $203,533 | $215,082 | $20,483 | $18,706 | $15,231 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.13%(e) | 0.12% | 0.12% | 0.12% | 0.12% | 0.13% | |||||
Net investment income (loss)
|
2.24%(e) | 2.00% | 1.90% | 2.46% | 2.37% | 2.11% | |||||
Portfolio turnover rate (f)
|
1%(g) | 11% | 24% | 16% | 13% | 14% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Kensho Clean Power ETF | |||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
For
the Period 10/23/18*- 6/30/19 | |||||
Net asset value, beginning of period
|
$ 78.18 | $ 105.73 | $ 49.44 | $ 38.06 | $29.92 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.44 | 1.05 | 1.20 | 1.04 | 0.48 | ||||
Net realized and unrealized gain (loss) (b)
|
3.80 | (27.37) | 55.34 | 10.88 | 7.97 | ||||
Total from investment operations
|
4.24 | (26.32) | 56.54 | 11.92 | 8.45 | ||||
Net equalization credits and charges (a)
|
0.04 | (0.00)(c) | 0.50 | 0.26 | 0.06 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.45) | (1.23) | (0.75) | (0.80) | (0.37) | ||||
Net asset value, end of period
|
$ 82.01 | $ 78.18 | $ 105.73 | $ 49.44 | $38.06 | ||||
Total return (d)
|
5.46% | (25.03)% | 115.51% | 32.40% | 28.61% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$326,806 | $266,970 | $402,315 | $29,418 | $6,279 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.46%(e) | 0.45% | 0.45% | 0.45% | 0.45%(e) | ||||
Net investment income (loss)
|
0.98%(e) | 1.15% | 1.15% | 2.42% | 2.08%(e) | ||||
Portfolio turnover rate (f)
|
15%(g) | 27% | 43% | 37% | 24%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Kensho Final Frontiers ETF | |||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
For
the Period 10/23/18*- 6/30/19 | |||||
Net asset value, beginning of period
|
$ 35.32 | $ 42.47 | $ 30.36 | $33.70 | $30.13 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.10 | 0.18 | 0.48 | 0.29 | 0.18 | ||||
Net realized and unrealized gain (loss) (b)
|
4.02 | (7.14) | 12.32 | (3.63) | 3.57 | ||||
Total from investment operations
|
4.12 | (6.96) | 12.80 | (3.34) | 3.75 | ||||
Net equalization credits and charges (a)
|
(0.00)(c) | (0.00)(c) | 0.04 | 0.21 | 0.00(c) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.11) | (0.19) | (0.73) | (0.21) | (0.18) | ||||
Net asset value, end of period
|
$ 39.33 | $ 35.32 | $ 42.47 | $30.36 | $33.70 | ||||
Total return (d)
|
11.66% | (16.42)% | 42.54% | (9.34)% | 12.52% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$17,697 | $17,309 | $22,509 | $8,804 | $3,370 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.46%(e) | 0.45% | 0.45% | 0.45% | 0.46%(e) | ||||
Net investment income (loss)
|
0.55%(e) | 0.45% | 1.26% | 0.87% | 0.89%(e) | ||||
Portfolio turnover rate (f)
|
8%(g) | 22% | 43% | 39% | 17%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Kensho Future Security ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
For
the Period 12/27/17*- 6/30/18 | ||||||
Net asset value, beginning of period
|
$ 43.97 | $ 51.75 | $ 36.60 | $ 37.52 | $ 32.83 | $30.00 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.02 | 0.23 | 0.19 | 0.46 | 0.09 | 0.03 | |||||
Net realized and unrealized gain (loss) (b)
|
(0.95) | (7.76) | 15.15 | (0.96) | 5.44 | 2.84 | |||||
Total from investment operations
|
(0.93) | (7.53) | 15.34 | (0.50) | 5.53 | 2.87 | |||||
Net equalization credits and charges (a)
|
(0.00)(c) | (0.02) | 0.17 | 0.02 | (0.30) | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.02) | (0.23) | (0.36) | (0.44) | (0.54) | (0.04) | |||||
Net asset value, end of period
|
$ 43.02 | $ 43.97 | $ 51.75 | $ 36.60 | $ 37.52 | $32.83 | |||||
Total return (d)
|
(2.10)% | (14.66)% | 42.50% | (1.16)% | 16.36% | 9.56% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$27,106 | $28,580 | $27,429 | $19,397 | $19,883 | $8,207 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.46%(e) | 0.45% | 0.45% | 0.45% | 0.45% | 0.46%(e) | |||||
Net investment income (loss)
|
0.10%(e) | 0.46% | 0.42% | 1.25% | 0.27% | 0.20%(e) | |||||
Portfolio turnover rate (f)
|
17%(g) | 32% | 39% | 25% | 28% | 32%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Kensho Intelligent Structures ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
For
the Period 12/27/17*- 6/30/18 | ||||||
Net asset value, beginning of period
|
$ 32.12 | $ 47.76 | $ 29.91 | $30.22 | $28.99 | $30.00 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.26 | 0.37 | 0.56 | 0.42 | 0.21 | 0.11 | |||||
Net realized and unrealized gain (loss) (b)
|
0.50 | (15.59) | 17.65 | (0.27) | 1.23 | (1.03) | |||||
Total from investment operations
|
0.76 | (15.22) | 18.21 | 0.15 | 1.44 | (0.92) | |||||
Net equalization credits and charges (a)
|
0.00(c) | (0.00)(c) | 0.04 | (0.01) | (0.00)(c) | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.21) | (0.42) | (0.40) | (0.45) | (0.21) | (0.09) | |||||
Net asset value, end of period
|
$ 32.67 | $ 32.12 | $ 47.76 | $29.91 | $30.22 | $28.99 | |||||
Total return (d)
|
2.35% | (32.02)% | 61.22% | 0.45% | 5.01% | (3.07)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$24,500 | $31,157 | $53,013 | $6,281 | $9,067 | $4,349 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.46%(e) | 0.45% | 0.45% | 0.45% | 0.45% | 0.46%(e) | |||||
Net investment income (loss)
|
1.49%(e) | 0.88% | 1.27% | 1.43% | 0.73% | 0.67%(e) | |||||
Portfolio turnover rate (f)
|
10%(g) | 32% | 58% | 26% | 22% | 45%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Kensho New Economies Composite ETF | |||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
For
the Period 10/23/18*- 6/30/19 | |||||
Net asset value, beginning of period
|
$ 40.57 | $ 66.83 | $ 37.27 | $ 33.27 | $ 30.17 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.28 | 0.62 | 0.57 | 0.43 | 0.21 | ||||
Net realized and unrealized gain (loss) (b)
|
(1.10) | (26.12) | 29.61 | 3.43 | 2.56 | ||||
Total from investment operations
|
(0.82) | (25.50) | 30.18 | 3.86 | 2.77 | ||||
Net equalization credits and charges (a)
|
(0.00)(c) | (0.01) | 0.01 | 0.48 | 0.44 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.32) | (0.75) | (0.63) | (0.34) | (0.11) | ||||
Net asset value, end of period
|
$ 39.43 | $ 40.57 | $ 66.83 | $ 37.27 | $ 33.27 | ||||
Total return (d)
|
(2.01)% | (38.45)% | 81.27% | 13.09% | 10.71% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$1,530,255 | $1,537,096 | $2,131,029 | $1,011,260 | $41,760 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.21%(e) | 0.20% | 0.20% | 0.20% | 0.20%(e) | ||||
Net investment income (loss)
|
1.32%(e) | 1.12% | 1.01% | 1.27% | 0.99%(e) | ||||
Portfolio turnover rate (f)
|
29%(g) | 61% | 67% | 91% | 98%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Kensho Smart Mobility ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
For
the Period 12/27/17*- 6/30/18 | ||||||
Net asset value, beginning of period
|
$ 34.44 | $ 62.05 | $ 31.57 | $28.05 | $29.77 | $30.00 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.40 | 0.39 | 0.88 | 0.40 | 0.24 | 0.06 | |||||
Net realized and unrealized gain (loss) (b)
|
(4.95) | (27.65) | 30.70 | 3.41 | (1.20) | (0.24) | |||||
Total from investment operations
|
(4.55) | (27.26) | 31.58 | 3.81 | (0.96) | (0.18) | |||||
Net equalization credits and charges (a)
|
0.06 | 0.18 | (0.64) | 0.16 | (0.10) | 0.01 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.43) | (0.53) | (0.46) | (0.45) | (0.66) | (0.06) | |||||
Net asset value, end of period
|
$ 29.52 | $ 34.44 | $ 62.05 | $31.57 | $28.05 | $29.77 | |||||
Total return (c)
|
(13.13)% | (43.90)% | 98.17% | 14.48% | (3.22)% | (0.58)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$55,790 | $77,138 | $233,305 | $5,367 | $ 7,011 | $5,954 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.46%(d) | 0.45% | 0.45% | 0.45% | 0.45% | 0.46%(d) | |||||
Net investment income (loss)
|
2.26%(d) | 0.75% | 1.49% | 1.47% | 0.85% | 0.39%(d) | |||||
Portfolio turnover rate (e)
|
14%(f) | 38% | 70% | 29% | 36% | 63%(f) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR S&P SmallCap 600 ESG ETF | |||
Six
Months Ended 12/31/22 (Unaudited) |
For
the Period 1/11/22*- 6/30/22 | ||
Net asset value, beginning of period
|
$24.65 | $ 30.00 | |
Income (loss) from investment operations: | |||
Net investment income (loss) (a)
|
0.21 | 0.17 | |
Net realized and unrealized gain (loss) (b)
|
0.64 | (5.37) | |
Total from investment operations
|
0.85 | (5.20) | |
Distributions to shareholders from: | |||
Net investment income
|
(0.24) | (0.15) | |
Net asset value, end of period
|
$25.26 | $ 24.65 | |
Total return (c)
|
3.42% | (16.81)% | |
Ratios and Supplemental Data: | |||
Net assets, end of period (in 000s)
|
$2,526 | $ 2,465 | |
Ratios to average net assets: | |||
Total expenses
|
0.12%(d) | 0.12%(d) | |
Net investment income (loss)
|
1.66%(d) | 1.32%(d) | |
Portfolio turnover rate (e)
|
10%(f) | 31%(f) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR SSGA US Large Cap Low Volatility Index ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 | ||||||
Net asset value, beginning of period
|
$ 130.93 | $ 133.08 | $ 102.17 | $ 107.69 | $ 90.13 | $ 86.29 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.40 | 2.09 | 1.99 | 2.20 | 2.17 | 1.83 | |||||
Net realized and unrealized gain (loss) (b)
|
4.86 | (1.87) | 31.82 | (5.49) | 16.96 | 6.01 | |||||
Total from investment operations
|
6.26 | 0.22 | 33.81 | (3.29) | 19.13 | 7.84 | |||||
Net equalization credits and charges (a)
|
(0.07) | (0.05) | (0.15) | 0.01 | 0.40 | 0.02 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.45) | (2.32) | (2.75) | (2.24) | (1.97) | (1.85) | |||||
Net realized gains
|
— | — | — | — | — | (2.17) | |||||
Total distributions
|
(1.45) | (2.32) | (2.75) | (2.24) | (1.97) | (4.02) | |||||
Net asset value, end of period
|
$ 135.67 | $ 130.93 | $ 133.08 | $ 102.17 | $ 107.69 | $ 90.13 | |||||
Total return (c)
|
4.76% | 0.05% | 33.27% | (3.05)% | 21.94% | 9.16% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$636,315 | $557,743 | $573,565 | $658,964 | $568,592 | $103,653 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.13%(d) | 0.12% | 0.12% | 0.12% | 0.12% | 0.12% | |||||
Net investment income (loss)
|
2.08%(d) | 1.50% | 1.69% | 2.04% | 2.19% | 2.04% | |||||
Portfolio turnover rate (e)
|
1%(f) | 22% | 34% | 25% | 32% | 20% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR SSGA US Small Cap Low Volatility Index ETF | |||||||||||
Six
Months Ended 12/31/22 (Unaudited) |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 | ||||||
Net asset value, beginning of period
|
$ 104.54 | $ 112.64 | $ 76.41 | $ 93.35 | $ 95.11 | $ 92.05 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.44 | 2.11 | 2.06 | 2.24 | 2.48 | 2.35 | |||||
Net realized and unrealized gain (loss) (b)
|
3.15 | (7.72) | 36.73 | (16.77) | (1.46) | 8.23 | |||||
Total from investment operations
|
4.59 | (5.61) | 38.79 | (14.53) | 1.02 | 10.58 | |||||
Net equalization credits and charges (a)
|
(0.02) | 0.03 | (0.10) | 0.07 | (0.01) | (0.09) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.47) | (2.52) | (2.46) | (2.48) | (2.77) | (2.48) | |||||
Net realized gains
|
— | — | — | — | — | (4.95) | |||||
Total distributions
|
(1.47) | (2.52) | (2.46) | (2.48) | (2.77) | (7.43) | |||||
Net asset value, end of period
|
$ 107.64 | $ 104.54 | $ 112.64 | $ 76.41 | $ 93.35 | $ 95.11 | |||||
Total return (c)
|
4.38% | (5.07)% | 51.11% | (15.68)% | 1.24% | 11.80% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$201,287 | $186,085 | $220,778 | $247,577 | $230,585 | $199,739 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.13%(d) | 0.12% | 0.12% | 0.12% | 0.12% | 0.12% | |||||
Net investment income (loss)
|
2.66%(d) | 1.86% | 2.19% | 2.56% | 2.68% | 2.54% | |||||
Portfolio turnover rate (e)
|
2%(f) | 23% | 52% | 32% | 34% | 41% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
Fund | Strategies |
SPDR Russell 1000 Low Volatility Focus ETF | Cash equitization, reduce tracking error and to facilitate daily liquidity |
SPDR Russell 1000 Momentum Focus ETF | Cash equitization, reduce tracking error and to facilitate daily liquidity |
SPDR Russell 1000 Yield Focus ETF | Cash equitization, reduce tracking error and to facilitate daily liquidity |
SPDR S&P 500 ESG ETF | Cash equitization, reduce tracking error and to facilitate daily liquidity |
Liability Derivatives | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Russell 1000 Low Volatility Focus ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $34,500 | $— | $34,500 | |||||
SPDR Russell 1000 Momentum Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 18,175 | — | 18,175 | |||||
SPDR Russell 1000 Yield Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 78,667 | — | 78,667 | |||||
SPDR S&P 500 ESG ETF | |||||||||||
Futures Contracts
|
— | — | — | 6,820 | — | 6,820 |
Net Realized Gain (Loss) | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Russell 1000 Low Volatility Focus ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $ (9,820) | $— | $ (9,820) | |||||
SPDR Russell 1000 Momentum Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 1,247 | — | 1,247 | |||||
SPDR Russell 1000 Yield Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 105,917 | — | 105,917 | |||||
SPDR S&P 500 ESG ETF | |||||||||||
Futures Contracts
|
— | — | — | (38,463) | — | (38,463) |
Net Change in Unrealized Appreciation (Depreciation) | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Russell 1000 Low Volatility Focus ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $ (25,273) | $— | $ (25,273) | |||||
SPDR Russell 1000 Momentum Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | (23,105) | — | (23,105) | |||||
SPDR Russell 1000 Yield Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | (100,533) | — | (100,533) | |||||
SPDR S&P 500 ESG ETF | |||||||||||
Futures Contracts
|
— | — | — | 9,687 | — | 9,687 |
Annual Rate | |
SPDR MSCI USA Climate Paris Aligned ETF
|
0.10% |
SPDR Russell 1000 Low Volatility Focus ETF
|
0.20 |
SPDR Russell 1000 Momentum Focus ETF
|
0.20 |
SPDR Russell 1000 Yield Focus ETF
|
0.20 |
SPDR S&P 400 Mid Cap Growth ETF
|
0.15 |
SPDR S&P 400 Mid Cap Value ETF
|
0.15 |
SPDR S&P 500 ESG ETF
|
0.10 |
SPDR S&P 600 Small Cap ETF
|
0.15 |
SPDR S&P 600 Small Cap Growth ETF
|
0.15 |
SPDR S&P 600 Small Cap Value ETF
|
0.15 |
SPDR S&P 1500 Momentum Tilt ETF
|
0.12 |
SPDR S&P 1500 Value Tilt ETF
|
0.12 |
SPDR S&P Kensho Clean Power ETF
|
0.45 |
SPDR S&P Kensho Final Frontiers ETF
|
0.45 |
SPDR S&P Kensho Future Security ETF
|
0.45 |
Annual Rate | |
SPDR S&P Kensho Intelligent Structures
ETF
|
0.45% |
SPDR S&P Kensho New Economies Composite
ETF
|
0.20 |
SPDR S&P Kensho Smart Mobility ETF
|
0.45 |
SPDR S&P SmallCap 600 ESG ETF
|
0.12 |
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
0.12 |
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
0.12 |
Purchases | Sales | ||
SPDR MSCI USA Climate Paris Aligned ETF
|
$ 8,775,731 | $ 8,977,362 | |
SPDR Russell 1000 Low Volatility Focus ETF
|
8,814,262 | 9,422,601 | |
SPDR Russell 1000 Momentum Focus ETF
|
46,866,161 | 46,940,482 | |
SPDR Russell 1000 Yield Focus ETF
|
12,433,703 | 3,339,212 | |
SPDR S&P 400 Mid Cap Growth ETF
|
690,167,091 | 682,148,150 | |
SPDR S&P 400 Mid Cap Value ETF
|
794,247,341 | 790,755,673 | |
SPDR S&P 500 ESG ETF
|
9,076,380 | 8,796,922 | |
SPDR S&P 600 Small Cap ETF
|
127,236,859 | 124,727,282 | |
SPDR S&P 600 Small Cap Growth ETF
|
827,122,401 | 825,602,942 | |
SPDR S&P 600 Small Cap Value ETF
|
1,230,500,172 | 1,213,149,325 | |
SPDR S&P 1500 Momentum Tilt ETF
|
49,140,646 | 48,960,024 | |
SPDR S&P 1500 Value Tilt ETF
|
2,954,305 | 2,924,363 | |
SPDR S&P Kensho Clean Power ETF
|
102,029,062 | 50,075,192 | |
SPDR S&P Kensho Final Frontiers ETF
|
1,455,801 | 2,972,969 | |
SPDR S&P Kensho Future Security ETF
|
4,975,002 | 4,977,810 | |
SPDR S&P Kensho Intelligent Structures
ETF
|
3,264,357 | 7,460,726 | |
SPDR S&P Kensho New Economies Composite
ETF
|
374,651,814 | 374,826,732 | |
SPDR S&P Kensho Smart Mobility ETF
|
11,625,679 | 23,453,276 | |
SPDR S&P SmallCap 600 ESG ETF
|
264,145 | 260,115 | |
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
7,581,199 | 4,714,333 | |
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
21,033,464 | 10,987,668 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR MSCI USA Climate Paris Aligned ETF
|
$ — | $ 52,010,432 | $ (1,900,816) | ||
SPDR Russell 1000 Low Volatility Focus ETF
|
39,165,526 | 49,406,736 | 12,457,604 | ||
SPDR Russell 1000 Momentum Focus ETF
|
6,964,689 | 906,669 | 234,931 | ||
SPDR Russell 1000 Yield Focus ETF
|
150,280,693 | 113,766,215 | 20,323,565 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR S&P 400 Mid Cap Growth ETF
|
$1,732,314,306 | $1,499,919,388 | $ 89,201,641 | ||
SPDR S&P 400 Mid Cap Value ETF
|
2,103,627,363 | 1,222,269,526 | 86,289,826 | ||
SPDR S&P 500 ESG ETF
|
209,537,907 | 1,933,589 | 468,088 | ||
SPDR S&P 600 Small Cap ETF
|
250,141,911 | 278,975,102 | 85,538,087 | ||
SPDR S&P 600 Small Cap Growth ETF
|
285,056,340 | 160,616,919 | 50,495,903 | ||
SPDR S&P 600 Small Cap Value ETF
|
1,288,251,806 | 1,243,326,146 | 257,308,485 | ||
SPDR S&P 1500 Momentum Tilt ETF
|
5,093,421 | 3,372,982 | 858,826 | ||
SPDR S&P 1500 Value Tilt ETF
|
15,935,907 | 11,887,002 | 752,971 | ||
SPDR S&P Kensho Clean Power ETF
|
53,599,043 | 1,793,684 | 373,650 | ||
SPDR S&P Kensho Final Frontiers ETF
|
— | 1,515,753 | 188,687 | ||
SPDR S&P Kensho Future Security ETF
|
3,166,073 | 3,993,359 | 639,405 | ||
SPDR S&P Kensho Intelligent Structures
ETF
|
— | 3,170,902 | (697,215) | ||
SPDR S&P Kensho New Economies Composite
ETF
|
130,755,895 | 88,366,271 | 10,925,941 | ||
SPDR S&P Kensho Smart Mobility ETF
|
1,250,811 | 13,083,368 | (1,990,013) | ||
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
88,312,496 | 33,816,993 | 3,715,357 | ||
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
15,521,335 | 7,453,954 | 1,023,451 |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
SPDR MSCI USA Climate Paris Aligned ETF
|
$ 100,011,275 | $ 2,404,464 | $ 16,229,466 | $ (13,825,002) | |||
SPDR Russell 1000 Low Volatility Focus ETF
|
518,242,352 | 70,211,740 | 24,860,935 | 45,350,805 | |||
SPDR Russell 1000 Momentum Focus ETF
|
263,677,126 | 42,052,588 | 10,445,539 | 31,607,049 | |||
SPDR Russell 1000 Yield Focus ETF
|
859,535,440 | 71,518,656 | 63,619,937 | 7,898,719 | |||
SPDR S&P 400 Mid Cap Growth ETF
|
1,712,896,972 | 24,036,043 | 119,213,584 | (95,177,541) | |||
SPDR S&P 400 Mid Cap Value ETF
|
2,675,095,396 | 36,475,499 | 187,879,290 | (151,403,791) | |||
SPDR S&P 500 ESG ETF
|
686,140,886 | 33,110,717 | 76,536,529 | (43,425,812) | |||
SPDR S&P 600 Small Cap ETF
|
1,785,185,952 | 180,333,715 | 278,233,975 | (97,900,260) | |||
SPDR S&P 600 Small Cap Growth ETF
|
2,167,737,725 | 229,802,044 | 103,304,676 | 126,497,368 | |||
SPDR S&P 600 Small Cap Value ETF
|
4,863,999,837 | (174,687,750) | 562,018,585 | (736,706,335) | |||
SPDR S&P 1500 Momentum Tilt ETF
|
70,202,439 | 9,486,547 | 2,753,720 | 6,732,827 | |||
SPDR S&P 1500 Value Tilt ETF
|
234,830,380 | 15,881,155 | 33,387,799 | (17,506,644) | |||
SPDR S&P Kensho Clean Power ETF
|
413,171,477 | 24,889,489 | 83,478,998 | (58,589,509) | |||
SPDR S&P Kensho Final Frontiers ETF
|
18,366,665 | 1,993,650 | 1,731,400 | 262,250 | |||
SPDR S&P Kensho Future Security ETF
|
31,986,291 | 1,886,006 | 5,255,753 | (3,369,747) | |||
SPDR S&P Kensho Intelligent Structures
ETF
|
35,526,280 | 1,099,459 | 9,662,748 | (8,563,289) | |||
SPDR S&P Kensho New Economies Composite
ETF
|
2,009,978,632 | 99,403,151 | 429,110,480 | (329,707,329) | |||
SPDR S&P Kensho Smart Mobility ETF
|
110,218,757 | 2,362,087 | 51,056,070 | (48,693,983) | |||
SPDR S&P SmallCap 600 ESG ETF
|
2,918,595 | 119,848 | 515,631 | (395,783) | |||
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
634,412,481 | 40,134,747 | 39,241,311 | 893,436 | |||
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
208,948,803 | 17,520,600 | 23,106,005 | (5,585,405) |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received* |
Total
Collateral Received | ||||
SPDR Russell 1000 Low Volatility Focus ETF
|
$ 4,683,792 | $ 4,476,648 | $ 337,537 | $ 4,814,185 | ||||
SPDR Russell 1000 Momentum Focus ETF
|
2,552,707 | 2,442,054 | 169,601 | 2,611,655 | ||||
SPDR Russell 1000 Yield Focus ETF
|
4,726,789 | 4,851,041 | 6,930 | 4,857,971 | ||||
SPDR S&P 400 Mid Cap Growth ETF
|
47,699,949 | 45,186,607 | 4,033,054 | 49,219,661 | ||||
SPDR S&P 400 Mid Cap Value ETF
|
168,888,417 | 140,919,036 | 32,795,677 | 173,714,713 | ||||
SPDR S&P 600 Small Cap ETF
|
94,275,420 | 74,893,373 | 22,377,175 | 97,270,548 | ||||
SPDR S&P 600 Small Cap Growth ETF
|
125,923,977 | 89,541,542 | 40,097,661 | 129,639,203 | ||||
SPDR S&P 600 Small Cap Value ETF
|
299,294,328 | 194,402,349 | 114,122,580 | 308,524,929 | ||||
SPDR S&P 1500 Momentum Tilt ETF
|
92,657 | 82,946 | 12,208 | 95,154 | ||||
SPDR S&P 1500 Value Tilt ETF
|
1,010,088 | 802,700 | 234,615 | 1,037,315 | ||||
SPDR S&P Kensho Clean Power ETF
|
54,645,317 | 28,276,310 | 28,420,280 | 56,696,590 | ||||
SPDR S&P Kensho Final Frontiers ETF
|
1,046,762 | 928,211 | 168,359 | 1,096,570 | ||||
SPDR S&P Kensho Future Security ETF
|
1,556,632 | 1,506,948 | 128,036 | 1,634,984 | ||||
SPDR S&P Kensho Intelligent Structures
ETF
|
4,359,389 | 2,491,274 | 2,098,465 | 4,589,739 | ||||
SPDR S&P Kensho New Economies Composite
ETF
|
194,729,505 | 151,884,293 | 53,801,216 | 205,685,509 | ||||
SPDR S&P Kensho Smart Mobility ETF
|
9,973,384 | 5,798,224 | 4,789,373 | 10,587,597 | ||||
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
3,514,281 | 2,384,402 | 1,219,147 | 3,603,549 |
* | The non-cash collateral includes U.S. Treasuries and U.S. Government Agency securities. |
Remaining Contractual Maturity of the Agreements as of December 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 | |||||||
SPDR Russell 1000 Low Volatility Focus ETF
|
Common Stocks | $ 4,476,648 | $— | $— | $— | $ 4,476,648 | $ 4,476,648 | |||||||
SPDR Russell 1000 Momentum Focus ETF
|
Common Stocks | 2,442,054 | — | — | — | 2,442,054 | 2,442,054 | |||||||
SPDR Russell 1000 Yield Focus ETF
|
Common Stocks | 4,851,041 | — | — | — | 4,851,041 | 4,851,041 | |||||||
SPDR S&P 400 Mid Cap Growth ETF
|
Common Stocks | 45,186,607 | — | — | — | 45,186,607 | 45,186,607 | |||||||
SPDR S&P 400 Mid Cap Value ETF
|
Common Stocks | 140,919,036 | — | — | — | 140,919,036 | 140,919,036 | |||||||
SPDR S&P 600 Small Cap ETF
|
Common Stocks | 74,893,373 | — | — | — | 74,893,373 | 74,893,373 | |||||||
SPDR S&P 600 Small Cap Growth ETF
|
Common Stocks | 89,541,542 | — | — | — | 89,541,542 | 89,541,542 | |||||||
SPDR S&P 600 Small Cap Value ETF
|
Common Stocks | 194,255,251 | — | — | — | 194,255,251 | 194,255,251 | |||||||
SPDR S&P 600 Small Cap Value ETF
|
Warrants | 147,098 | — | — | — | 147,098 | 147,098 | |||||||
SPDR S&P 1500 Momentum Tilt ETF
|
Common Stocks | 82,946 | — | — | — | 82,946 | 82,946 | |||||||
SPDR S&P 1500 Value Tilt ETF
|
Common Stocks | 801,229 | — | — | — | 801,229 | 801,229 | |||||||
SPDR S&P 1500 Value Tilt ETF
|
Warrants | 1,471 | — | — | — | 1,471 | 1,471 | |||||||
SPDR S&P Kensho Clean Power ETF
|
Common Stocks | 28,276,310 | — | — | — | 28,276,310 | 28,276,310 |
Remaining Contractual Maturity of the Agreements as of December 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 | |||||||
SPDR S&P Kensho Final Frontiers ETF
|
Common Stocks | $ 928,211 | $— | $— | $— | $ 928,211 | $ 928,211 | |||||||
SPDR S&P Kensho Future Security ETF
|
Common Stocks | 1,506,948 | — | — | — | 1,506,948 | 1,506,948 | |||||||
SPDR S&P Kensho Intelligent Structures
ETF
|
Common Stocks | 2,491,274 | — | — | — | 2,491,274 | 2,491,274 | |||||||
SPDR S&P Kensho New Economies Composite
ETF
|
Common Stocks | 151,884,293 | — | — | — | 151,884,293 | 151,884,293 | |||||||
SPDR S&P Kensho Smart Mobility ETF
|
Common Stocks | 5,798,224 | — | — | — | 5,798,224 | 5,798,224 | |||||||
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
Common Stocks | 2,384,402 | — | — | — | 2,384,402 | 2,384,402 |
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) | |||||
SPDR MSCI USA Climate Paris Aligned ETF
|
0.11% | $1,007.40 | $0.56 | $1,024.70 | $0.56 | ||||
SPDR Russell 1000 Low Volatility Focus ETF
|
0.21 | 1,061.80 | 1.09 | 1,024.10 | 1.07 | ||||
SPDR Russell 1000 Momentum Focus ETF
|
0.21 | 1,081.30 | 1.10 | 1,024.10 | 1.07 | ||||
SPDR Russell 1000 Yield Focus ETF
|
0.21 | 1,070.30 | 1.10 | 1,024.10 | 1.07 | ||||
SPDR S&P 400 Mid Cap Growth ETF
|
0.16 | 1,079.00 | 0.84 | 1,024.40 | 0.82 | ||||
SPDR S&P 400 Mid Cap Value ETF
|
0.16 | 1,081.40 | 0.84 | 1,024.40 | 0.82 | ||||
SPDR S&P 500 ESG ETF
|
0.11 | 1,020.90 | 0.56 | 1,024.70 | 0.56 | ||||
SPDR S&P 600 Small Cap ETF
|
0.06 | 1,035.00 | 0.31 | 1,024.90 | 0.31 | ||||
SPDR S&P 600 Small Cap Growth ETF
|
0.16 | 1,032.90 | 0.82 | 1,024.40 | 0.82 | ||||
SPDR S&P 600 Small Cap Value ETF
|
0.16 | 1,035.80 | 0.82 | 1,024.40 | 0.82 | ||||
SPDR S&P 1500 Momentum Tilt ETF
|
0.13 | 1,051.20 | 0.67 | 1,024.60 | 0.66 | ||||
SPDR S&P 1500 Value Tilt ETF
|
0.13 | 1,056.30 | 0.67 | 1,024.60 | 0.66 | ||||
SPDR S&P Kensho Clean Power ETF
|
0.46 | 1,054.60 | 2.38 | 1,022.90 | 2.35 | ||||
SPDR S&P Kensho Final Frontiers ETF
|
0.46 | 1,116.60 | 2.45 | 1,022.90 | 2.35 | ||||
SPDR S&P Kensho Future Security ETF
|
0.46 | 979.00 | 2.29 | 1,022.90 | 2.35 | ||||
SPDR S&P Kensho Intelligent Structures
ETF
|
0.46 | 1,023.50 | 2.35 | 1,022.90 | 2.35 | ||||
SPDR S&P Kensho New Economies Composite
ETF
|
0.21 | 979.90 | 1.05 | 1,024.10 | 1.07 | ||||
SPDR S&P Kensho Smart Mobility ETF
|
0.46 | 868.70 | 2.17 | 1,022.90 | 2.35 | ||||
SPDR S&P SmallCap 600 ESG ETF
|
0.12 | 1,000.00 | 0.60 | 1,024.60 | 0.61 | ||||
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
0.13 | 1,047.60 | 0.67 | 1,024.60 | 0.66 | ||||
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
0.13 | 1,043.80 | 0.67 | 1,024.60 | 0.66 |
(a) | Expenses are equal to the Fund's annualized net expense ratio multiplied by the average account value of the period, multiplied by 184, then divided by 365. |
Trustee Nominee Name | Shares For | Shares Withheld |
Clare S. Richer | 458,963,922.211 | 3,805,311.071 |
Sandra G. Sponem | 458,912,867.553 | 3,856,365.729 |
Kristi L. Rowsell | 459,030,936.405 | 3,738,296.877 |
Gunjan Chauhan | 458,827,846.171 | 3,941,387.111 |
Carolyn M. Clancy | 459,042,164.143 | 3,727,069.139 |