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 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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1 |
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2 |
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3 |
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4 |
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5 |
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6 |
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7 |
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8 |
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9 |
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10 |
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11 |
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12 |
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13 |
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14 |
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15 |
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16 |
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17 |
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18 |
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20 |
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21 |
Schedules of Investments (Unaudited) | |
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22 |
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27 |
|
35 |
|
47 |
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53 |
|
58 |
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64 |
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70 |
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76 |
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84 |
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100 |
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117 |
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119 |
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121 |
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123 |
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125 |
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132 |
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134 |
|
140 |
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144 |
|
152 |
|
172 |
|
192 |
|
203 |
Description | % of Net Assets | ||
Apple, Inc. | 7.7% | ||
Microsoft Corp. | 7.3 | ||
NVIDIA Corp. | 3.5 | ||
Amazon.com, Inc. | 3.3 | ||
Tesla, Inc. | 2.3 | ||
Alphabet, Inc. Class C | 2.2 | ||
Meta Platforms, Inc. Class A | 1.9 | ||
Visa, Inc. Class A | 1.8 | ||
Eli Lilly & Co. | 1.6 | ||
Digital Realty Trust, Inc. REIT | 1.6 | ||
TOTAL | 33.2% |
% of Net Assets | |||
Information Technology | 33.8% | ||
Health Care | 14.3 | ||
Financials | 12.7 | ||
Consumer Discretionary | 11.6 | ||
Real Estate | 7.7 | ||
Industrials | 7.5 | ||
Communication Services | 7.4 | ||
Utilities | 1.8 | ||
Consumer Staples | 1.5 | ||
Materials | 1.4 | ||
Short-Term Investment | 0.2 | ||
Other Assets in Excess of Liabilities | 0.1 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Cencora, Inc. | 1.3% | ||
Centene Corp. | 1.2 | ||
Cognizant Technology Solutions Corp. Class A | 1.1 | ||
McKesson Corp. | 1.0 | ||
Cardinal Health, Inc. | 1.0 | ||
Archer-Daniels-Midland Co. | 0.9 | ||
Marathon Petroleum Corp. | 0.9 | ||
CDW Corp. | 0.9 | ||
NVR, Inc. | 0.8 | ||
Jabil, Inc. | 0.8 | ||
TOTAL | 9.9% |
% of Net Assets | |||
Industrials | 21.0% | ||
Consumer Discretionary | 13.1 | ||
Health Care | 11.6 | ||
Information Technology | 10.7 | ||
Financials | 8.9 | ||
Materials | 7.8 | ||
Consumer Staples | 6.7 | ||
Utilities | 6.4 | ||
Real Estate | 6.1 | ||
Energy | 4.8 | ||
Communication Services | 2.6 | ||
Short-Term Investments | 0.6 | ||
Liabilities in Excess of Other Assets | (0.3) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Marathon Petroleum Corp. | 1.0% | ||
Builders FirstSource, Inc. | 0.9 | ||
ON Semiconductor Corp. | 0.8 | ||
Cardinal Health, Inc. | 0.8 | ||
Cognizant Technology Solutions Corp. Class A | 0.8 | ||
Reliance Steel & Aluminum Co. | 0.7 | ||
Jabil, Inc. | 0.7 | ||
DR Horton, Inc. | 0.7 | ||
Lennar Corp. Class A | 0.6 | ||
Lam Research Corp. | 0.6 | ||
TOTAL | 7.6% |
% of Net Assets | |||
Information Technology | 19.9% | ||
Industrials | 19.8 | ||
Consumer Discretionary | 14.9 | ||
Financials | 9.8 | ||
Health Care | 7.8 | ||
Energy | 7.4 | ||
Materials | 7.1 | ||
Consumer Staples | 4.2 | ||
Communication Services | 3.4 | ||
Real Estate | 3.2 | ||
Utilities | 2.3 | ||
Short-Term Investments | 0.6 | ||
Liabilities in Excess of Other Assets | (0.4) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Pioneer Natural Resources Co. | 1.5% | ||
Dow, Inc. | 1.4 | ||
Devon Energy Corp. | 1.4 | ||
3M Co. | 1.4 | ||
Diamondback Energy, Inc. | 1.3 | ||
Cardinal Health, Inc. | 1.2 | ||
Valero Energy Corp. | 1.2 | ||
PACCAR, Inc. | 1.2 | ||
LyondellBasell Industries NV Class A | 1.2 | ||
T Rowe Price Group, Inc. | 1.1 | ||
TOTAL | 12.9% |
% of Net Assets | |||
Financials | 18.9% | ||
Energy | 11.7 | ||
Consumer Discretionary | 11.5 | ||
Materials | 10.8 | ||
Industrials | 10.6 | ||
Real Estate | 10.5 | ||
Utilities | 9.2 | ||
Consumer Staples | 7.5 | ||
Information Technology | 4.5 | ||
Health Care | 2.7 | ||
Communication Services | 1.6 | ||
Short-Term Investments | 0.9 | ||
Liabilities in Excess of Other Assets | (0.4) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Deckers Outdoor Corp. | 1.4% | ||
Reliance Steel & Aluminum Co. | 1.3 | ||
Carlisle Cos., Inc. | 1.2 | ||
GoDaddy, Inc. Class A | 1.2 | ||
Graco, Inc. | 1.2 | ||
Watsco, Inc. | 1.1 | ||
Lennox International, Inc. | 1.1 | ||
Manhattan Associates, Inc. | 1.1 | ||
Super Micro Computer, Inc. | 1.0 | ||
Owens Corning | 1.0 | ||
TOTAL | 11.6% |
% of Net Assets | |||
Industrials | 27.3% | ||
Consumer Discretionary | 19.1 | ||
Information Technology | 12.6 | ||
Health Care | 9.4 | ||
Financials | 8.8 | ||
Energy | 6.2 | ||
Materials | 6.0 | ||
Real Estate | 4.8 | ||
Consumer Staples | 3.1 | ||
Utilities | 1.5 | ||
Communication Services | 1.1 | ||
Short-Term Investments | 5.1 | ||
Liabilities in Excess of Other Assets | (5.0) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
WP Carey, Inc. REIT | 1.1% | ||
Fidelity National Financial, Inc. | 1.0 | ||
U.S. Steel Corp. | 0.9 | ||
Performance Food Group Co. | 0.9 | ||
Reinsurance Group of America, Inc. | 0.8 | ||
Cleveland-Cliffs, Inc. | 0.8 | ||
U.S. Foods Holding Corp. | 0.8 | ||
Regal Rexnord Corp. | 0.8 | ||
Annaly Capital Management, Inc. REIT | 0.8 | ||
Ally Financial, Inc. | 0.8 | ||
TOTAL | 8.7% |
% of Net Assets | |||
Financials | 23.5% | ||
Industrials | 15.1 | ||
Consumer Discretionary | 12.6 | ||
Real Estate | 11.2 | ||
Materials | 8.3 | ||
Information Technology | 6.6 | ||
Health Care | 6.2 | ||
Consumer Staples | 5.2 | ||
Utilities | 4.9 | ||
Energy | 3.9 | ||
Communication Services | 2.3 | ||
Short-Term Investments | 2.9 | ||
Liabilities in Excess of Other Assets | (2.7) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Apple, Inc. | 9.4% | ||
Microsoft Corp. | 9.3 | ||
Amazon.com, Inc. | 4.6 | ||
NVIDIA Corp. | 4.1 | ||
Alphabet, Inc. Class A | 2.8 | ||
Alphabet, Inc. Class C | 2.3 | ||
Tesla, Inc. | 2.3 | ||
JPMorgan Chase & Co. | 1.6 | ||
UnitedHealth Group, Inc. | 1.6 | ||
Eli Lilly & Co. | 1.6 | ||
TOTAL | 39.6% |
% of Net Assets | |||
Information Technology | 31.5% | ||
Health Care | 12.8 | ||
Financials | 12.7 | ||
Consumer Discretionary | 12.1 | ||
Communication Services | 8.4 | ||
Industrials | 6.8 | ||
Consumer Staples | 5.9 | ||
Energy | 3.5 | ||
Real Estate | 2.5 | ||
Materials | 2.3 | ||
Utilities | 1.3 | ||
Short-Term Investment | 0.1 | ||
Other Assets in Excess of Liabilities | 0.1 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
elf Beauty, Inc. | 1.4% | ||
SPS Commerce, Inc. | 1.2 | ||
Fabrinet | 1.2 | ||
Applied Industrial Technologies, Inc. | 1.1 | ||
Meritage Homes Corp. | 1.1 | ||
Ensign Group, Inc. | 1.1 | ||
ATI, Inc. | 1.0 | ||
Mueller Industries, Inc. | 0.9 | ||
DoubleVerify Holdings, Inc. | 0.9 | ||
Boise Cascade Co. | 0.9 | ||
TOTAL | 10.8% |
% of Net Assets | |||
Industrials | 20.0% | ||
Consumer Discretionary | 16.2 | ||
Information Technology | 14.2 | ||
Health Care | 11.4 | ||
Financials | 10.9 | ||
Materials | 6.2 | ||
Energy | 6.1 | ||
Real Estate | 5.4 | ||
Consumer Staples | 4.5 | ||
Communication Services | 3.5 | ||
Utilities | 1.6 | ||
Short-Term Investments | 5.2 | ||
Liabilities in Excess of Other Assets | (5.2) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Alaska Air Group, Inc. | 0.9% | ||
Academy Sports & Outdoors, Inc. | 0.9 | ||
Lincoln National Corp. | 0.8 | ||
Cytokinetics, Inc. | 0.8 | ||
DXC Technology Co. | 0.8 | ||
Mr Cooper Group, Inc. | 0.8 | ||
Organon & Co. | 0.6 | ||
Blackstone Mortgage Trust, Inc. Class AREIT | 0.6 | ||
Advance Auto Parts, Inc. | 0.6 | ||
Jackson Financial, Inc. Class A | 0.6 | ||
TOTAL | 7.4% |
% of Net Assets | |||
Financials | 26.1% | ||
Industrials | 14.8 | ||
Consumer Discretionary | 13.4 | ||
Information Technology | 10.0 | ||
Real Estate | 9.8 | ||
Health Care | 9.5 | ||
Materials | 5.1 | ||
Consumer Staples | 4.4 | ||
Utilities | 2.4 | ||
Energy | 2.3 | ||
Communication Services | 2.0 | ||
Short-Term Investments | 7.7 | ||
Liabilities in Excess of Other Assets | (7.5) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Microsoft Corp. | 10.5% | ||
Apple, Inc. | 6.1 | ||
NVIDIA Corp. | 5.4 | ||
Amazon.com, Inc. | 4.2 | ||
Meta Platforms, Inc. Class A | 3.5 | ||
Alphabet, Inc. Class A | 3.1 | ||
Alphabet, Inc. Class C | 2.8 | ||
Broadcom, Inc. | 2.1 | ||
Eli Lilly & Co. | 1.9 | ||
Berkshire Hathaway, Inc. Class B | 1.8 | ||
TOTAL | 41.4% |
% of Net Assets | |||||
Information Technology | 37.4% | ||||
Consumer Discretionary | 11.5 | ||||
Communication Services | 11.4 | ||||
Financials | 10.3 | ||||
Industrials | 9.0 | ||||
Health Care | 8.1 | ||||
Consumer Staples | 3.9 | ||||
Energy | 2.8 | ||||
Materials | 2.8 | ||||
Real Estate | 1.6 | ||||
Utilities | 1.0 | ||||
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 | 2.4% | ||
Amazon.com, Inc. | 2.3 | ||
JPMorgan Chase & Co. | 2.1 | ||
Apple, Inc. | 2.0 | ||
Microsoft Corp. | 1.8 | ||
Meta Platforms, Inc. Class A | 1.6 | ||
Verizon Communications, Inc. | 1.6 | ||
Exxon Mobil Corp. | 1.5 | ||
Bank of America Corp. | 1.4 | ||
Alphabet, Inc. Class A | 1.4 | ||
TOTAL | 18.1% |
% of Net Assets | |||
Financials | 22.8% | ||
Information Technology | 13.1 | ||
Health Care | 11.7 | ||
Consumer Discretionary | 9.9 | ||
Communication Services | 9.3 | ||
Industrials | 8.6 | ||
Energy | 7.5 | ||
Consumer Staples | 7.3 | ||
Materials | 3.8 | ||
Utilities | 3.0 | ||
Real Estate | 2.8 | ||
Short-Term Investments | 0.4 | ||
Liabilities in Excess of Other Assets | (0.2) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Maxeon Solar Technologies Ltd. | 3.4% | ||
Sunrun, Inc. | 3.0 | ||
FuelCell Energy, Inc. | 2.9 | ||
Sunnova Energy International, Inc. | 2.7 | ||
Enphase Energy, Inc. | 2.6 | ||
Canadian Solar, Inc. | 2.6 | ||
First Solar, Inc. | 2.5 | ||
NEXTracker, Inc. Class A | 2.5 | ||
SolarEdge Technologies, Inc. | 2.5 | ||
Daqo New Energy Corp. ADR | 2.5 | ||
TOTAL | 27.2% |
% of Net Assets | |||
Industrials | 39.1% | ||
Utilities | 31.9 | ||
Information Technology | 22.2 | ||
Consumer Discretionary | 4.6 | ||
Energy | 2.2 | ||
Short-Term Investments | 10.3 | ||
Liabilities in Excess of Other Assets | (10.3) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Rocket Lab USA, Inc. | 4.9% | ||
Virgin Galactic Holdings, Inc. | 4.8 | ||
Oceaneering International, Inc. | 4.3 | ||
Teledyne Technologies, Inc. | 4.3 | ||
Boeing Co. | 4.3 | ||
Honeywell International, Inc. | 4.2 | ||
L3Harris Technologies, Inc. | 4.1 | ||
Hexcel Corp. | 4.1 | ||
Iridium Communications, Inc. | 4.0 | ||
HEICO Corp. | 4.0 | ||
TOTAL | 43.0% |
% of Net Assets | |||
Industrials | 68.1% | ||
Information Technology | 18.1 | ||
Energy | 7.0 | ||
Communication Services | 4.0 | ||
Materials | 2.5 | ||
Short-Term Investments | 1.9 | ||
Liabilities in Excess of Other Assets | (1.6) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Rocket Lab USA, Inc. | 2.2% | ||
Broadcom, Inc. | 2.2 | ||
Viasat, Inc. | 2.1 | ||
SentinelOne, Inc. Class A | 2.0 | ||
Fortinet, Inc. | 2.0 | ||
Zscaler, Inc. | 2.0 | ||
Tenable Holdings, Inc. | 1.9 | ||
Teledyne Technologies, Inc. | 1.9 | ||
Boeing Co. | 1.9 | ||
CyberArk Software Ltd. | 1.9 | ||
TOTAL | 20.1% |
% of Net Assets | |||
Information Technology | 52.9% | ||
Industrials | 39.9 | ||
Communication Services | 3.7 | ||
Health Care | 3.2 | ||
Short-Term Investments | 2.7 | ||
Liabilities in Excess of Other Assets | (2.4) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Stem, Inc. | 3.0% | ||
Silicon Laboratories, Inc. | 2.9 | ||
Alarm.com Holdings, Inc. | 2.8 | ||
Shoals Technologies Group, Inc. Class A | 2.8 | ||
ChargePoint Holdings, Inc. | 2.8 | ||
ADT, Inc. | 2.7 | ||
Resideo Technologies, Inc. | 2.7 | ||
Acuity Brands, Inc. | 2.7 | ||
Pentair PLC | 2.6 | ||
Blink Charging Co. | 2.6 | ||
TOTAL | 27.6% |
% of Net Assets | |||
Industrials | 54.1% | ||
Information Technology | 25.5 | ||
Communication Services | 6.1 | ||
Consumer Discretionary | 5.2 | ||
Energy | 4.9 | ||
Utilities | 3.9 | ||
Short-Term Investments | 8.9 | ||
Liabilities in Excess of Other Assets | (8.6) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Teledyne Technologies, Inc. | 1.3% | ||
Coinbase Global, Inc. Class A | 1.2 | ||
Leidos Holdings, Inc. | 1.2 | ||
Snap, Inc. Class A | 1.1 | ||
Bruker Corp. | 1.1 | ||
EHang Holdings Ltd. ADR | 1.0 | ||
PTC, Inc. | 1.0 | ||
Elbit Systems Ltd. | 1.0 | ||
Lockheed Martin Corp. | 0.9 | ||
Ambarella, Inc. | 0.9 | ||
TOTAL | 10.7% |
% of Net Assets | |||
Information Technology | 34.5% | ||
Industrials | 26.0 | ||
Financials | 9.3 | ||
Health Care | 8.5 | ||
Communication Services | 8.3 | ||
Consumer Discretionary | 5.8 | ||
Utilities | 3.0 | ||
Materials | 2.3 | ||
Energy | 1.5 | ||
Consumer Staples | 0.6 | ||
Short-Term Investments | 9.0 | ||
Liabilities in Excess of Other Assets | (8.8) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Aurora Innovation, Inc. | 2.4% | ||
Aspen Aerogels, Inc. | 1.8 | ||
Luminar Technologies, Inc. | 1.7 | ||
ANSYS, Inc. | 1.7 | ||
Rivian Automotive, Inc. Class A | 1.7 | ||
Garrett Motion, Inc. | 1.7 | ||
Fisker, Inc. | 1.6 | ||
Lyft, Inc. Class A | 1.6 | ||
Blink Charging Co. | 1.6 | ||
NIO, Inc. ADR | 1.6 | ||
TOTAL | 17.4% |
% of Net Assets | |||
Consumer Discretionary | 34.8% | ||
Industrials | 30.6 | ||
Information Technology | 30.6 | ||
Materials | 2.8 | ||
Communication Services | 1.0 | ||
Short-Term Investments | 9.5 | ||
Liabilities in Excess of Other Assets | (9.3) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Cytokinetics, Inc. | 1.2% | ||
elf Beauty, Inc. | 1.1 | ||
SPS Commerce, Inc. | 1.0 | ||
Fabrinet | 1.0 | ||
Applied Industrial Technologies, Inc. | 1.0 | ||
Meritage Homes Corp. | 0.9 | ||
Ensign Group, Inc. | 0.9 | ||
Boise Cascade Co. | 0.7 | ||
AAON, Inc. | 0.7 | ||
Academy Sports & Outdoors, Inc. | 0.7 | ||
TOTAL | 9.2% |
% of Net Assets | |||
Banks | 10.8% | ||
Specialty Retail | 5.5 | ||
Machinery | 5.5 | ||
Electronic Equipment, Instruments & Components | 4.9 | ||
Household Durables | 4.0 | ||
Software | 3.3 | ||
Chemicals | 3.3 | ||
Health Care Providers & Services | 3.0 | ||
Biotechnology | 2.9 | ||
Semiconductors & Semiconductor Equipment | 2.7 | ||
Insurance | 2.7 | ||
Commercial Services & Supplies | 2.5 | ||
Health Care Equipment & Supplies | 2.5 | ||
Building Products | 2.4 | ||
Energy Equipment & Services | 2.2 | ||
Financial Services | 2.1 | ||
Metals & Mining | 2.1 | ||
Oil, Gas & Consumable Fuels | 2.1 | ||
Hotels, Restaurants & Leisure | 2.0 | ||
Retail REITs | 2.0 | ||
Trading Companies & Distributors | 1.9 | ||
Food Products | 1.7 | ||
Construction & Engineering | 1.7 | ||
Diversified Consumer Services | 1.5 | ||
Personal Products | 1.4 | ||
Communications Equipment | 1.3 | ||
Capital Markets | 1.3 | ||
Water Utilities | 1.3 | ||
Auto Components | 1.3 | ||
Hotel & Resort REITs | 1.3 | ||
Office REITs | 1.1 | ||
Consumer Finance | 1.1 | ||
Pharmaceuticals | 1.1 | ||
Professional Services | 1.0 | ||
Textiles, Apparel & Luxury Goods | 1.0 | ||
Real Estate Management & Development | 0.9 | ||
Industrial REITs | 0.8 | ||
Consumer Staples Distribution & Retail | 0.8 | ||
Interactive Media & Services | 0.7 | ||
Mortgage Real Estate Investment Trust (REITs) | 0.7 | ||
Air Freight & Logistics | 0.7 | ||
Electrical Equipment | 0.6 | ||
Health Care REITs | 0.6 | ||
Marine | 0.5 | ||
Health Care Technology | 0.5 | ||
Specialized REITs | 0.5 | ||
Residential REITs | 0.5 | ||
Ground Transportation | 0.5 | ||
Diversified REITs | 0.5 | ||
Airlines | 0.5 | ||
Media | 0.4 | ||
Beverages | 0.4 | ||
Automobiles | 0.3 | ||
Diversified Telecommunication Services | 0.3 | ||
Entertainment | 0.2 | ||
Gas Utilities | 0.2 |
% of Net Assets | |||
Multi-Utilities | 0.1% | ||
Paper & Forest Products | 0.1 | ||
Short-Term Investment | 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 | ||
Republic Services, Inc. | 1.2% | ||
Walmart, Inc. | 1.2 | ||
Verizon Communications, Inc. | 1.1 | ||
Colgate-Palmolive Co. | 1.1 | ||
Public Storage REIT | 1.1 | ||
Linde PLC | 1.1 | ||
McDonald's Corp. | 1.1 | ||
Procter & Gamble Co. | 1.1 | ||
Microsoft Corp. | 1.1 | ||
Berkshire Hathaway, Inc. Class B | 1.1 | ||
TOTAL | 11.2% |
% of Net Assets | |||
Financials | 20.2% | ||
Industrials | 18.8 | ||
Real Estate | 10.7 | ||
Utilities | 8.7 | ||
Information Technology | 8.6 | ||
Health Care | 8.0 | ||
Consumer Discretionary | 7.3 | ||
Consumer Staples | 7.3 | ||
Materials | 5.6 | ||
Communication Services | 2.4 | ||
Energy | 2.0 | ||
Short-Term Investments | 0.6 | ||
Liabilities in Excess of Other Assets | (0.2) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Equity Commonwealth REIT | 1.3% | ||
National HealthCare Corp. | 0.9 | ||
NewMarket Corp. | 0.9 | ||
City Holding Co. | 0.7 | ||
MGE Energy, Inc. | 0.5 | ||
Westamerica BanCorp | 0.5 | ||
Southwest Gas Holdings, Inc. | 0.5 | ||
White Mountains Insurance Group Ltd. | 0.5 | ||
Southside Bancshares, Inc. | 0.5 | ||
First Mid Bancshares, Inc. | 0.5 | ||
TOTAL | 6.8% |
% of Net Assets | |||
Financials | 34.2% | ||
Industrials | 17.2 | ||
Real Estate | 9.3 | ||
Information Technology | 9.3 | ||
Health Care | 9.2 | ||
Consumer Discretionary | 6.5 | ||
Materials | 4.3 | ||
Utilities | 3.3 | ||
Consumer Staples | 2.7 | ||
Communication Services | 2.4 | ||
Energy | 1.2 | ||
Short-Term Investments | 1.3 | ||
Liabilities in Excess of Other Assets | (0.9) | ||
TOTAL | 100.0% |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$111,004,486 | $— | $— | $111,004,486 | ||||
Short-Term Investment
|
213,685 | — | — | 213,685 | ||||
TOTAL INVESTMENTS
|
$111,218,171 | $— | $— | $111,218,171 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
153,356 | $153,387 | $1,383,674 | $1,323,439 | $65 | $(2) | 213,600 | $213,685 | $4,420 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini Russell 1000 Growth Index (long) | 11 | 03/15/2024 | $1,400,144 | $1,456,840 | $56,696 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$597,570,648 | $— | $ 0(a) | $597,570,648 | ||||
Short-Term Investments
|
3,617,661 | — | — | 3,617,661 | ||||
TOTAL INVESTMENTS
|
$601,188,309 | $— | $ 0 | $601,188,309 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 56,696 | $— | $— | $ 56,696 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 56,696 | $— | $— | $ 56,696 |
(a) | Fund held a Level 3 security that was valued at $0 at December 31, 2023. |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
516,604 | $ 516,708 | $10,121,297 | $ 9,427,196 | $(55) | $54 | 1,210,324 | $1,210,808 | $20,454 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,291,301 | 2,291,301 | 38,503,592 | 38,388,040 | — | — | 2,406,853 | 2,406,853 | 69,006 | ||||||||
Total
|
$2,808,009 | $48,624,889 | $47,815,236 | $(55) | $54 | $3,617,661 | $89,460 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini Russell 1000 Growth Index (long) | 1 | 03/15/2024 | $127,286 | $132,440 | $5,154 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$162,729,668 | $— | $ 0(a) | $162,729,668 | ||||
Short-Term Investments
|
946,497 | — | — | 946,497 | ||||
TOTAL INVESTMENTS
|
$163,676,165 | $— | $ 0 | $163,676,165 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 5,154 | $— | $— | $ 5,154 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 5,154 | $— | $— | $ 5,154 |
(a) | Fund held a Level 3 security that was valued at $0 at December 31, 2023. |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Corp.
|
1,863 | $ 136,334 | $ 13,042 | $ 3,466 | $55 | $7,638 | 1,983 | $ 153,603 | $ 2,629 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
180,310 | 180,346 | 2,323,067 | 2,331,413 | 37 | (2) | 171,966 | 172,035 | 6,393 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
903,428 | 903,428 | 12,212,685 | 12,341,651 | — | — | 774,462 | 774,462 | 1,928 | ||||||||
Total
|
$1,220,108 | $14,548,794 | $14,676,530 | $92 | $7,636 | $1,100,100 | $10,950 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 12 | 03/15/2024 | $2,777,940 | $2,892,000 | $114,060 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$769,942,380 | $— | $— | $769,942,380 | ||||
Short-Term Investments
|
7,142,216 | — | — | 7,142,216 | ||||
TOTAL INVESTMENTS
|
$777,084,596 | $— | $— | $777,084,596 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 114,060 | $— | $— | $ 114,060 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 114,060 | $— | $— | $ 114,060 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Corp.
|
37,464 | $2,741,616 | $ 146,598 | $ 228,977 | $ 816 | $151,977 | 36,303 | $2,812,030 | $ 50,899 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,573,702 | 1,574,017 | 21,387,295 | 21,135,793 | 436 | 98 | 1,825,323 | 1,826,053 | 60,695 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
4,689,669 | 4,689,669 | 73,985,166 | 73,358,672 | — | — | 5,316,163 | 5,316,163 | 76,283 | ||||||||
Total
|
$9,005,302 | $95,519,059 | $94,723,442 | $1,252 | $152,075 | $9,954,246 | $187,877 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$2,275,051,037 | $— | $— | $2,275,051,037 | ||||
Short-Term Investments
|
115,982,830 | — | — | 115,982,830 | ||||
TOTAL INVESTMENTS
|
$2,391,033,867 | $— | $— | $2,391,033,867 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
2,235,101 | $ 2,235,548 | $ 35,558,756 | $ 36,786,662 | $263 | $(17) | 1,007,485 | $ 1,007,888 | $ 38,415 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
123,785,640 | 123,785,640 | 451,117,146 | 459,927,844 | — | — | 114,974,942 | 114,974,942 | 124,371 | ||||||||
Total
|
$126,021,188 | $486,675,902 | $496,714,506 | $263 | $(17) | $115,982,830 | $162,786 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$2,766,422,383 | $— | $— | $2,766,422,383 | ||||
Short-Term Investments
|
80,535,756 | — | — | 80,535,756 | ||||
TOTAL INVESTMENTS
|
$2,846,958,139 | $— | $— | $2,846,958,139 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
2,887,605 | $ 2,888,182 | $ 67,388,702 | $ 68,575,234 | $907 | $(119) | 1,701,757 | $ 1,702,438 | $ 66,889 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
146,709,166 | 146,709,166 | 542,080,001 | 609,955,849 | — | — | 78,833,318 | 78,833,318 | 193,541 | ||||||||
Total
|
$149,597,348 | $609,468,703 | $678,531,083 | $907 | $(119) | $80,535,756 | $260,430 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 ESG Index (long) | 7 | 03/15/2024 | $1,474,180 | $1,495,323 | $21,143 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,107,193,986 | $— | $— | $1,107,193,986 | ||||
Short-Term Investment
|
981,866 | — | — | 981,866 | ||||
TOTAL INVESTMENTS
|
$1,108,175,852 | $— | $— | $1,108,175,852 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 21,143 | $— | $— | $ 21,143 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 21,143 | $— | $— | $ 21,143 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Corp.
|
11,047 | $ 808,420 | $ 127,841 | $ 103,999 | $(23,673) | $79,258 | 11,462 | $ 887,847 | $15,329 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
725,538 | 725,683 | 10,676,728 | 10,420,675 | 120 | 10 | 981,473 | 981,866 | 31,066 | ||||||||
Total
|
$1,534,103 | $10,804,569 | $10,524,674 | $(23,553) | $79,268 | $1,869,713 | $46,395 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$3,053,729,796 | $— | $ 0(a) | $3,053,729,796 | ||||
Short-Term Investments
|
159,880,485 | — | — | 159,880,485 | ||||
TOTAL INVESTMENTS
|
$3,213,610,281 | $— | $ 0 | $3,213,610,281 |
(a) | The Fund held a Level 3 security that was valued at $0 at December 31, 2023. |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
4,134,416 | $ 4,135,243 | $ 51,411,881 | $ 54,819,600 | $1,705 | $(69) | 728,868 | $ 729,160 | $ 77,900 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
196,880,455 | 196,880,455 | 500,854,169 | 538,583,299 | — | — | 159,151,325 | 159,151,325 | 228,114 | ||||||||
Total
|
$201,015,698 | $552,266,050 | $593,402,899 | $1,705 | $(69) | $159,880,485 | $306,014 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$3,984,507,529 | $— | $— | $3,984,507,529 | ||||
Warrants
|
188,118 | — | — | 188,118 | ||||
Short-Term Investments
|
308,047,403 | — | — | 308,047,403 | ||||
TOTAL INVESTMENTS
|
$4,292,743,050 | $— | $— | $4,292,743,050 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
3,477,999 | $ 3,478,695 | $126,216,298 | $122,396,443 | $1,341 | $(658) | 7,296,314 | $ 7,299,233 | $127,453 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
362,515,235 | 362,515,235 | 784,096,087 | 845,863,152 | — | — | 300,748,170 | 300,748,170 | 707,708 | ||||||||
Total
|
$365,993,930 | $910,312,385 | $968,259,595 | $1,341 | $(658) | $308,047,403 | $835,161 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$90,898,275 | $— | $— | $90,898,275 | ||||
Short-Term Investments
|
153,456 | — | — | 153,456 | ||||
TOTAL INVESTMENTS
|
$91,051,731 | $— | $— | $91,051,731 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Corp.
|
1,116 | $ 81,669 | $ 2,664 | $ 63,094 | $(9,795) | $6,372 | 230 | $ 17,816 | $ 571 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
79,645 | 79,661 | 1,203,986 | 1,198,450 | (3) | (4) | 85,156 | 85,190 | 1,715 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
149,489 | 149,489 | 1,045,505 | 1,126,728 | — | — | 68,266 | 68,266 | 500 | ||||||||
Total
|
$310,819 | $2,252,155 | $2,388,272 | $(9,798) | $6,368 | $171,272 | $2,786 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$290,472,202 | $— | $ 0(a) | $290,472,202 | ||||
Warrants
|
651 | — | — | 651 | ||||
Short-Term Investments
|
1,133,244 | — | — | 1,133,244 | ||||
TOTAL INVESTMENTS
|
$291,606,097 | $— | $ 0 | $291,606,097 |
(a) | The Fund held a Level 3 security that was valued at $0 at December 31, 2023. |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Corp.
|
5,211 | $ 381,341 | $ 65,946 | $ 48,735 | $(13,087) | $39,171 | 5,482 | $ 424,636 | $ 7,284 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
317,946 | 318,010 | 5,219,308 | 5,020,184 | 10 | (14) | 516,923 | 517,130 | 8,902 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
868,772 | 868,772 | 5,494,381 | 5,747,039 | — | — | 616,114 | 616,114 | 2,729 | ||||||||
Total
|
$1,568,123 | $10,779,635 | $10,815,958 | $(13,077) | $39,157 | $1,557,880 | $18,915 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$259,570,534 | $— | $— | $259,570,534 | ||||
Short-Term Investments
|
26,809,804 | — | — | 26,809,804 | ||||
TOTAL INVESTMENTS
|
$286,380,338 | $— | $— | $286,380,338 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
2 | $ 2 | $ 3,320,466 | $ 3,108,287 | $169 | $ 4 | 212,269 | $ 212,354 | $ 10,509 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
33,532,944 | 33,532,944 | 67,001,313 | 73,936,807 | — | — | 26,597,450 | 26,597,450 | 117,930 | ||||||||
Total
|
$33,532,946 | $70,321,779 | $77,045,094 | $169 | $ 4 | $26,809,804 | $128,439 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$17,387,939 | $— | $— | $17,387,939 | ||||
Short-Term Investments
|
333,377 | — | — | 333,377 | ||||
TOTAL INVESTMENTS
|
$17,721,316 | $— | $— | $17,721,316 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
22,788 | $ 22,793 | $ 137,675 | $ 105,172 | $ 2 | $ 4 | 55,280 | $ 55,302 | $ 624 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
1,289,659 | 1,289,659 | 1,998,058 | 3,009,642 | — | — | 278,075 | 278,075 | 964 | ||||||||
Total
|
$1,312,452 | $2,135,733 | $ 3,114,814 | $ 2 | $ 4 | $333,377 | $1,588 |
(d) | The rate shown is the annualized seven-day yield at December 31, 2023. |
(e) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2023 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
|
$40,124,217 | $— | $— | $40,124,217 | ||||
Short-Term Investments
|
1,084,904 | — | — | 1,084,904 | ||||
TOTAL INVESTMENTS
|
$41,209,121 | $— | $— | $41,209,121 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
58,231 | $ 58,242 | $1,389,368 | $1,327,096 | $90 | $ (4) | 120,552 | $ 120,600 | $ 1,811 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,266,047 | 2,266,047 | 6,978,234 | 8,279,977 | — | — | 964,304 | 964,304 | 10,945 | ||||||||
Total
|
$2,324,289 | $8,367,602 | $9,607,073 | $90 | $ (4) | $1,084,904 | $12,756 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$19,322,922 | $— | $— | $19,322,922 | ||||
Short-Term Investments
|
1,713,696 | — | — | 1,713,696 | ||||
TOTAL INVESTMENTS
|
$21,036,618 | $— | $— | $21,036,618 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
42,700 | $ 42,709 | $ 230,358 | $ 243,852 | $ 7 | $ 3 | 29,214 | $ 29,225 | $ 835 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,190,208 | 2,190,208 | 8,193,085 | 8,698,822 | — | — | 1,684,471 | 1,684,471 | 35,697 | ||||||||
Total
|
$2,232,917 | $8,423,443 | $8,942,674 | $ 7 | $ 3 | $1,713,696 | $36,532 |
(g) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2023 are shown in the Affiliate Table below. |
(h) | 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
|
$1,904,174,814 | $— | $330,315 | $1,904,505,129 | ||||
Short-Term Investments
|
171,742,937 | — | — | 171,742,937 | ||||
TOTAL INVESTMENTS
|
$2,075,917,751 | $— | $330,315 | $2,076,248,066 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
485,531 | $ 485,628 | $ 36,693,527 | $ 34,721,756 | $108 | $368 | 2,456,892 | $ 2,457,875 | $ 51,908 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
174,179,345 | 174,179,345 | 314,008,324 | 318,902,607 | — | — | 169,285,062 | 169,285,062 | 3,291,112 | ||||||||
Total
|
$174,664,973 | $350,701,851 | $353,624,363 | $108 | $368 | $171,742,937 | $3,343,020 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$44,007,795 | $— | $ 0(a) | $44,007,795 | ||||
Short-Term Investments
|
4,175,386 | — | — | 4,175,386 | ||||
TOTAL INVESTMENTS
|
$48,183,181 | $— | $ 0 | $48,183,181 |
(a) | The Portfolio held a Level 3 security that was valued at $0 at December 31, 2023. |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
22,410 | $ 22,414 | $ 1,741,789 | $ 1,734,203 | $20 | $ 1 | 30,009 | $ 30,021 | $ 2,030 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
4,841,313 | 4,841,313 | 9,408,449 | 10,104,397 | — | — | 4,145,365 | 4,145,365 | 216,831 | ||||||||
Total
|
$4,863,727 | $11,150,238 | $ 11,838,600 | $20 | $ 1 | $4,175,386 | $218,861 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$4,362,596 | $— | $ 0(a) | $4,362,596 | ||||
Short-Term Investment
|
9,100 | — | — | 9,100 | ||||
TOTAL INVESTMENTS
|
$4,371,696 | $— | $ 0 | $4,371,696 |
(a) | Fund held a Level 3 security that was valued at $0 at December 31, 2023. |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
7,801 | $7,803 | $227,297 | $225,997 | $(4) | $1 | 9,097 | $9,100 | $296 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$752,553,477 | $— | $— | $752,553,477 | ||||
Short-Term Investments
|
4,798,045 | — | — | 4,798,045 | ||||
TOTAL INVESTMENTS
|
$757,351,522 | $— | $— | $757,351,522 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,487,182 | $1,487,479 | $18,496,066 | $18,667,475 | $128 | $(85) | 1,315,587 | $ 1,316,113 | $52,736 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
— | — | 15,460,435 | 11,978,503 | — | — | 3,481,932 | 3,481,932 | 2,024 | ||||||||
Total
|
$1,487,479 | $33,956,501 | $30,645,978 | $128 | $(85) | $4,798,045 | $54,760 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$186,832,952 | $194,152 | $— | $187,027,104 | ||||
Short-Term Investments
|
2,338,474 | — | — | 2,338,474 | ||||
TOTAL INVESTMENTS
|
$189,171,426 | $194,152 | $— | $189,365,578 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
350,625 | $ 350,695 | $ 5,546,108 | $ 5,510,158 | $69 | $(19) | 386,541 | $ 386,695 | $ 7,626 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
4,129,146 | 4,129,146 | 15,838,242 | 18,015,609 | — | — | 1,951,779 | 1,951,779 | 15,581 | ||||||||
Total
|
$4,479,841 | $21,384,350 | $23,525,767 | $69 | $(19) | $2,338,474 | $23,207 |
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*
|
$ 111,004,486 | $597,570,648 | $162,576,065 | $767,130,350 | |||
Investments in affiliated issuers, at value
|
213,685 | 3,617,661 | 1,100,100 | 9,954,246 | |||
Total Investments
|
111,218,171 | 601,188,309 | 163,676,165 | 777,084,596 | |||
Net cash at broker
|
— | 17,694 | 1,587 | 20,158 | |||
Cash
|
— | 38 | 496 | — | |||
Receivable from broker — accumulated variation
margin on futures contracts
|
— | 56,732 | 5,157 | 114,089 | |||
Receivable for investments sold
|
— | 11 | 11 | — | |||
Receivable for fund shares sold
|
— | — | — | 800 | |||
Dividends receivable — unaffiliated issuers
|
101,520 | 888,030 | 166,573 | 2,169,373 | |||
Dividends receivable — affiliated issuers
|
937 | 5,141 | 2,483 | 33,869 | |||
Securities lending income receivable —
unaffiliated issuers
|
— | 54 | 41 | 18,724 | |||
Securities lending income receivable — affiliated issuers | — | 22,021 | 468 | 21,546 | |||
Other receivable
|
— | — | 1,056 | 9,402 | |||
TOTAL ASSETS
|
111,320,628 | 602,178,030 | 163,854,037 | 779,472,557 | |||
LIABILITIES | |||||||
Payable upon return of securities loaned
|
— | 2,406,853 | 774,462 | 5,316,163 | |||
Payable for investments purchased
|
— | — | — | — | |||
Advisory fee payable
|
9,227 | 98,958 | 26,990 | 129,653 | |||
Trustees’ fees and expenses payable
|
30 | 262 | 527 | 772 | |||
TOTAL LIABILITIES
|
9,257 | 2,506,073 | 801,979 | 5,446,588 | |||
NET ASSETS
|
$ 111,311,371 | $599,671,957 | $163,052,058 | $774,025,969 | |||
NET ASSETS CONSIST OF: | |||||||
Paid-in capital
|
$101,448,940 | $612,434,608 | $253,965,827 | $812,427,052 | |||
Total distributable earnings
(loss)
|
9,862,431 | (12,762,651) | (90,913,769) | (38,401,083) | |||
NET ASSETS
|
$ 111,311,371 | $599,671,957 | $163,052,058 | $774,025,969 | |||
NET ASSET VALUE PER SHARE | |||||||
Net asset value per share
|
$ 27.02 | $ 114.44 | $ 104.52 | $ 100.65 | |||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
4,120,000 | 5,240,000 | 1,560,000 | 7,690,000 | |||
COST OF INVESTMENTS: | |||||||
Investments in unaffiliated issuers
|
$ 99,304,484 | $522,798,533 | $135,968,073 | $734,946,876 | |||
Investments in affiliated issuers
|
213,685 | 3,617,607 | 1,088,630 | 9,723,377 | |||
Total cost of investments
|
$ 99,518,169 | $526,416,140 | $137,056,703 | $744,670,253 | |||
* Includes investments in securities on loan, at
value
|
$ — | $ 3,036,933 | $ 849,211 | $ 6,350,179 |
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 Growth ETF | SPDR S&P 600 Small Cap Value ETF | ||||
$2,275,051,037 | $2,766,422,383 | $1,106,306,139 | $3,053,729,796 | $ 3,984,695,647 | ||||
115,982,830 | 80,535,756 | 1,869,713 | 159,880,485 | 308,047,403 | ||||
2,391,033,867 | 2,846,958,139 | 1,108,175,852 | 3,213,610,281 | 4,292,743,050 | ||||
— | — | 40,562 | — | — | ||||
225,626 | 186,328 | — | 34,862 | 47,145 | ||||
— | — | 21,160 | — | — | ||||
3,070,343 | 4,989,390 | — | 10,279,812 | 24,320,031 | ||||
— | 21,340 | 1,443 | 52,792 | 84,917 | ||||
2,149,753 | 4,902,998 | 800,970 | 2,474,249 | 7,290,294 | ||||
5,483 | 11,721 | 13,481 | 18,420 | 33,886 | ||||
3,525 | 9,107 | — | 18,738 | 24,751 | ||||
30,967 | 34,978 | — | 34,837 | 86,888 | ||||
— | — | 1,361 | — | — | ||||
2,396,519,564 | 2,857,114,001 | 1,109,054,829 | 3,226,523,991 | 4,324,630,962 | ||||
114,974,942 | 78,833,318 | — | 159,151,325 | 300,748,170 | ||||
3,549,746 | 4,974,385 | — | 12,663,495 | 31,461,965 | ||||
282,639 | 320,304 | 92,458 | 368,790 | 506,062 | ||||
274 | 2,381 | 110 | 379 | 2,509 | ||||
118,807,601 | 84,130,388 | 92,568 | 172,183,989 | 332,718,706 | ||||
$ 2,277,711,963 | $2,772,983,613 | $1,108,962,261 | $3,054,340,002 | $ 3,991,912,256 | ||||
$2,648,167,008 | $3,318,559,283 | $ 987,889,370 | $3,295,371,549 | $ 5,223,058,406 | ||||
(370,455,045) | (545,575,670) | 121,072,891 | (241,031,547) | (1,231,146,150) | ||||
$ 2,277,711,963 | $2,772,983,613 | $1,108,962,261 | $3,054,340,002 | $ 3,991,912,256 | ||||
$ 75.67 | $ 73.36 | $ 46.16 | $ 83.57 | $ 83.25 | ||||
30,100,000 | 37,800,000 | 24,025,000 | 36,550,028 | 47,952,102 | ||||
$2,035,285,862 | $2,707,689,013 | $ 968,374,567 | $2,516,733,540 | $ 3,885,665,181 | ||||
115,982,846 | 80,535,863 | 1,854,936 | 159,880,554 | 308,048,061 | ||||
$2,151,268,708 | $2,788,224,876 | $ 970,229,503 | $2,676,614,094 | $ 4,193,713,242 | ||||
$ 162,083,365 | $ 148,822,899 | $ — | $ 275,660,301 | $ 562,810,649 |
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*
|
$90,880,459 | $290,048,217 | $ 259,570,534 | $17,387,939 | |||
Investments in affiliated issuers, at value
|
171,272 | 1,557,880 | 26,809,804 | 333,377 | |||
Total Investments
|
91,051,731 | 291,606,097 | 286,380,338 | 17,721,316 | |||
Foreign currency, at value
|
— | — | — | — | |||
Cash
|
278 | 2,722 | — | — | |||
Receivable for investments sold
|
3,720 | 42,278 | 2,570,805 | — | |||
Receivable for fund shares sold
|
— | — | 1,436,688 | — | |||
Dividends receivable — unaffiliated issuers
|
64,951 | 351,915 | 316,143 | 2,385 | |||
Dividends receivable — affiliated issuers
|
331 | 5,933 | 2,653 | 238 | |||
Securities lending income receivable —
unaffiliated issuers
|
8 | 5 | 17,063 | 38 | |||
Securities lending income receivable — affiliated
issuers
|
24 | 268 | 25,965 | 82 | |||
Receivable for foreign taxes recoverable
|
— | 272 | — | — | |||
Other receivable
|
612 | — | — | — | |||
TOTAL ASSETS
|
91,121,655 | 292,009,490 | 290,749,655 | 17,724,059 | |||
LIABILITIES | |||||||
Due to custodian
|
— | — | — | — | |||
Payable upon return of securities loaned
|
68,266 | 616,114 | 26,597,450 | 278,075 | |||
Payable for investments purchased
|
23,888 | 405,177 | 2,951,965 | — | |||
Payable for fund shares repurchased
|
— | — | 1,436,688 | — | |||
Advisory fee payable
|
9,065 | 28,568 | 95,185 | 6,473 | |||
Trustees’ fees and expenses payable
|
16 | 41 | 231 | 9 | |||
TOTAL LIABILITIES
|
101,235 | 1,049,900 | 31,081,519 | 284,557 | |||
NET ASSETS
|
$91,020,420 | $290,959,590 | $ 259,668,136 | $17,439,502 | |||
NET ASSETS CONSIST OF: | |||||||
Paid-in capital
|
$85,975,910 | $282,786,818 | $ 446,280,564 | $17,850,421 | |||
Total distributable earnings
(loss)
|
5,044,510 | 8,172,772 | (186,612,428) | (410,919) | |||
NET ASSETS
|
$91,020,420 | $290,959,590 | $ 259,668,136 | $17,439,502 | |||
NET ASSET VALUE PER SHARE | |||||||
Net asset value per share
|
$ 202.27 | $ 159.87 | $ 71.83 | $ 44.72 | |||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
450,000 | 1,820,000 | 3,615,000 | 390,000 | |||
COST OF INVESTMENTS: | |||||||
Investments in unaffiliated issuers
|
$71,103,410 | $274,522,803 | $ 335,982,932 | $15,948,190 | |||
Investments in affiliated issuers
|
170,052 | 1,575,627 | 26,809,800 | 333,373 | |||
Total cost of investments
|
$71,273,462 | $276,098,430 | $ 362,792,732 | $16,281,563 | |||
Foreign currency, at cost
|
$ — | $ — | $ — | $ — | |||
* Includes investments in securities on loan, at
value
|
$ 86,088 | $ 787,349 | $ 44,035,500 | $ 369,725 |
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 | |||||
$40,124,217 | $ 19,322,922 | $1,904,505,129 | $ 44,007,795 | $4,362,596 | $752,553,477 | |||||
1,084,904 | 1,713,696 | 171,742,937 | 4,175,386 | 9,100 | 4,798,045 | |||||
41,209,121 | 21,036,618 | 2,076,248,066 | 48,183,181 | 4,371,696 | 757,351,522 | |||||
— | — | 14,987 | 307 | — | — | |||||
— | — | — | — | — | 190 | |||||
— | — | 3,848,033 | — | 19,739 | 24 | |||||
— | 241 | — | — | — | — | |||||
5,638 | 20,244 | 1,233,347 | 27,244 | 4,938 | 1,730,510 | |||||
301 | 188 | 14,787 | 532 | 57 | 5,524 | |||||
958 | 2,898 | 113,871 | 20,256 | — | 271 | |||||
2,499 | 6,180 | 549,825 | 16,850 | — | 270 | |||||
— | 1,511 | 96,691 | — | — | — | |||||
— | — | — | — | — | — | |||||
41,218,517 | 21,067,880 | 2,082,119,607 | 48,248,370 | 4,396,430 | 759,088,311 | |||||
— | — | 167 | — | — | — | |||||
964,304 | 1,684,471 | 169,285,062 | 4,145,365 | — | 3,481,932 | |||||
— | — | 3,844,587 | — | 25,053 | — | |||||
— | — | — | — | — | — | |||||
14,815 | 7,683 | 311,546 | 16,537 | 427 | 78,535 | |||||
6 | 20 | 306 | 59 | 7 | 137 | |||||
979,125 | 1,692,174 | 173,441,668 | 4,161,961 | 25,487 | 3,560,604 | |||||
$40,239,392 | $ 19,375,706 | $1,908,677,939 | $ 44,086,409 | $4,370,943 | $755,527,707 | |||||
$39,913,560 | $ 35,606,740 | $ 2,711,024,048 | $ 147,879,898 | $4,648,883 | $ 796,599,112 | |||||
325,832 | (16,231,034) | (802,346,109) | (103,793,489) | (277,940) | (41,071,405) | |||||
$40,239,392 | $ 19,375,706 | $1,908,677,939 | $ 44,086,409 | $4,370,943 | $755,527,707 | |||||
$ 55.12 | $ 34.60 | $ 46.76 | $ 31.49 | $ 29.14 | $ 145.01 | |||||
730,000 | 560,000 | 40,815,000 | 1,400,000 | 150,000 | 5,210,000 | |||||
$34,622,648 | $ 23,709,714 | $1,745,134,717 | $ 61,353,393 | $4,335,953 | $718,562,928 | |||||
1,084,907 | 1,713,693 | 171,742,569 | 4,175,382 | 9,099 | 4,798,076 | |||||
$35,707,555 | $ 25,423,407 | $1,916,877,286 | $ 65,528,775 | $4,345,052 | $723,361,004 | |||||
$ — | $ — | $ 16,031 | $ 299 | $ — | $ — | |||||
$ 1,341,655 | $ 2,423,514 | $ 213,647,937 | $ 7,909,143 | $ — | $ 3,399,409 |
SPDR SSGA US Small Cap Low Volatility Index ETF | |
ASSETS | |
Investments in unaffiliated issuers, at
value*
|
$187,027,104 |
Investments in affiliated issuers, at value
|
2,338,474 |
Total Investments
|
189,365,578 |
Cash
|
4 |
Dividends receivable — unaffiliated issuers
|
301,794 |
Dividends receivable — affiliated issuers
|
1,633 |
Securities lending income receivable —
unaffiliated issuers
|
967 |
Securities lending income receivable — affiliated
issuers
|
2,109 |
TOTAL ASSETS
|
189,672,085 |
LIABILITIES | |
Payable upon return of securities loaned
|
1,951,779 |
Advisory fee payable
|
18,609 |
Trustees’ fees and expenses payable
|
107 |
TOTAL LIABILITIES
|
1,970,495 |
NET ASSETS
|
$187,701,590 |
NET ASSETS CONSIST OF: | |
Paid-in capital
|
$241,350,340 |
Total distributable earnings
(loss)
|
(53,648,750) |
NET ASSETS
|
$187,701,590 |
NET ASSET VALUE PER SHARE | |
Net asset value per share
|
$ 112.40 |
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
1,670,000 |
COST OF INVESTMENTS: | |
Investments in unaffiliated issuers
|
$190,592,583 |
Investments in affiliated issuers
|
2,338,493 |
Total cost of investments
|
$192,931,076 |
* Includes investments in securities on loan, at
value
|
$ 5,854,415 |
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
|
$ 691,896 | $ 5,966,898 | $ 1,198,273 | $14,782,404 | |||
Dividend income — affiliated issuers
|
4,420 | 20,454 | 9,022 | 111,594 | |||
Unaffiliated securities lending income
|
— | 1,677 | 477 | 27,285 | |||
Affiliated securities lending income
|
— | 69,006 | 1,928 | 76,283 | |||
Foreign taxes withheld
|
— | (3,573) | (501) | (11,634) | |||
TOTAL INVESTMENT INCOME (LOSS)
|
696,316 | 6,054,462 | 1,209,199 | 14,985,932 | |||
EXPENSES | |||||||
Advisory fee
|
51,786 | 555,546 | 153,263 | 747,271 | |||
Trustees’ fees and expenses
|
533 | 3,004 | 1,245 | 4,494 | |||
Miscellaneous expenses
|
22 | 119 | 33 | 161 | |||
TOTAL EXPENSES
|
52,341 | 558,669 | 154,541 | 751,926 | |||
NET INVESTMENT INCOME (LOSS)
|
$ 643,975 | $ 5,495,793 | $ 1,054,658 | $14,234,006 | |||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||||
Net realized gain (loss) on: | |||||||
Investments — unaffiliated issuers
|
212,468 | 237,516 | 1,741,871 | (550,349) | |||
Investments — affiliated issuers
|
65 | (55) | 37 | 436 | |||
In-kind redemptions — unaffiliated issuers
|
— | 1,858,283 | 925,845 | 8,550,819 | |||
In-kind redemptions — affiliated issuers
|
— | — | 55 | 816 | |||
Futures contracts
|
— | 35,859 | 21,816 | 113,106 | |||
Net realized gain (loss)
|
212,533 | 2,131,603 | 2,689,624 | 8,114,828 | |||
Net change in unrealized appreciation/depreciation on: | |||||||
Investments — unaffiliated issuers
|
7,711,650 | 29,178,636 | 7,546,729 | 32,085,210 | |||
Investments — affiliated issuers
|
(2) | 54 | 7,636 | 152,075 | |||
Futures contracts
|
— | 26,780 | (1,869) | 25,456 | |||
Net change in unrealized
appreciation/depreciation
|
7,711,648 | 29,205,470 | 7,552,496 | 32,262,741 | |||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
7,924,181 | 31,337,073 | 10,242,120 | 40,377,569 | |||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$8,568,156 | $36,832,866 | $ 11,296,778 | $ 54,611,575 |
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 Growth ETF | SPDR S&P 600 Small Cap Value ETF | ||||
$ 14,762,939 | $ 23,597,715 | $ 7,664,393 | $ 19,624,273 | $ 46,347,131 | ||||
38,415 | 66,889 | 46,395 | 77,900 | 127,453 | ||||
26,108 | 56,982 | — | 85,011 | 165,378 | ||||
124,371 | 193,541 | — | 228,114 | 707,708 | ||||
— | — | (2,805) | (37,240) | — | ||||
14,951,833 | 23,915,127 | 7,707,983 | 19,978,058 | 47,347,670 | ||||
1,470,236 | 1,698,647 | 490,310 | 1,956,005 | 2,827,235 | ||||
9,352 | 13,246 | 4,739 | 12,773 | 21,153 | ||||
411 | 1,721 | 206 | 549 | 805 | ||||
1,479,999 | 1,713,614 | 495,255 | 1,969,327 | 2,849,193 | ||||
$ 13,471,834 | $ 22,201,513 | $ 7,212,728 | $ 18,008,731 | $ 44,498,477 | ||||
(44,071,851) | (124,754,766) | (805,405) | (15,324,272) | (254,302,783) | ||||
263 | 907 | (24,108) | 1,705 | 1,341 | ||||
7,504,268 | 162,417,358 | 3,389,199 | 10,774,812 | 392,722,636 | ||||
— | — | 555 | — | — | ||||
— | — | 89,329 | — | — | ||||
(36,567,320) | 37,663,499 | 2,649,570 | (4,547,755) | 138,421,194 | ||||
170,992,486 | 114,646,122 | 74,050,716 | 256,388,288 | 168,579,912 | ||||
(17) | (119) | 79,268 | (69) | (658) | ||||
— | — | 9,358 | — | — | ||||
170,992,469 | 114,646,003 | 74,139,342 | 256,388,219 | 168,579,254 | ||||
134,425,149 | 152,309,502 | 76,788,912 | 251,840,464 | 307,000,448 | ||||
$147,896,983 | $ 174,511,015 | $84,001,640 | $269,849,195 | $ 351,498,925 |
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
|
$ 527,853 | $ 3,027,339 | $ 2,269,976 | $106,164 | |||
Dividend income — affiliated issuers
|
2,286 | 16,186 | 10,509 | 624 | |||
Unaffiliated securities lending income
|
21 | 180 | 131,886 | 2,664 | |||
Affiliated securities lending income
|
500 | 2,729 | 117,930 | 964 | |||
Foreign taxes withheld
|
(228) | (462) | (71,525) | (176) | |||
TOTAL INVESTMENT INCOME (LOSS)
|
530,432 | 3,045,972 | 2,458,776 | 110,240 | |||
EXPENSES | |||||||
Advisory fee
|
50,535 | 151,727 | 620,034 | 38,014 | |||
Trustees’ fees and expenses
|
411 | 1,232 | 1,772 | 93 | |||
Miscellaneous expenses
|
18 | 53 | 61 | 4 | |||
TOTAL EXPENSES
|
50,964 | 153,012 | 621,867 | 38,111 | |||
NET INVESTMENT INCOME (LOSS)
|
$ 479,468 | $ 2,892,960 | $ 1,836,909 | $ 72,129 | |||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||||
Net realized gain (loss) on: | |||||||
Investments — unaffiliated issuers
|
(877,867) | (819,282) | (12,597,066) | 250,067 | |||
Investments — affiliated issuers
|
(9,839) | (13,068) | 169 | 2 | |||
In-kind redemptions — unaffiliated issuers
|
1,919,153 | 802,013 | (1,056,791) | 151,262 | |||
In-kind redemptions — affiliated issuers
|
41 | (9) | — | — | |||
Foreign currency transactions
|
— | — | (14,053) | — | |||
Net realized gain (loss)
|
1,031,488 | (30,346) | (13,667,741) | 401,331 | |||
Net change in unrealized appreciation/depreciation on: | |||||||
Investments — unaffiliated issuers
|
6,750,842 | 20,298,282 | (39,094,433) | (64,698) | |||
Investments — affiliated issuers
|
6,368 | 39,157 | 4 | 4 | |||
Foreign currency translations
|
— | — | (128) | — | |||
Net change in unrealized
appreciation/depreciation
|
6,757,210 | 20,337,439 | (39,094,557) | (64,694) | |||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
7,788,698 | 20,307,093 | (52,762,298) | 336,637 | |||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$8,268,166 | $23,200,053 | $(50,925,389) | $408,766 |
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 | |||||
$ 92,782 | $ 134,245 | $ 6,417,893 | $ 213,514 | $ 45,094 | $ 9,356,400 | |||||
1,811 | 835 | 51,908 | 2,030 | 296 | 52,736 | |||||
2,610 | 21,297 | 879,991 | 319,036 | — | 5,372 | |||||
10,945 | 35,697 | 3,291,112 | 216,831 | — | 2,024 | |||||
(395) | (5,590) | (179,362) | (4,207) | (42) | — | |||||
107,753 | 186,484 | 10,461,542 | 747,204 | 45,348 | 9,416,532 | |||||
75,407 | 48,213 | 1,739,412 | 108,200 | 2,932 | 476,927 | |||||
162 | 132 | 8,811 | 302 | 26 | 4,106 | |||||
7 | 5 | 371 | 10 | 1 | 173 | |||||
75,576 | 48,350 | 1,748,594 | 108,512 | 2,959 | 481,206 | |||||
$ 32,177 | $ 138,134 | $ 8,712,948 | $ 638,692 | $ 42,389 | $ 8,935,326 | |||||
323,891 | (742,118) | (89,933,699) | (15,297,504) | (39,230) | 986,143 | |||||
90 | 7 | 108 | 20 | (4) | 128 | |||||
784,914 | 146,605 | 16,232,026 | 75,842 | 827,511 | 18,391,197 | |||||
— | — | — | — | — | — | |||||
— | 24 | (176) | — | — | — | |||||
1,108,895 | (595,482) | (73,701,741) | (15,221,642) | 788,277 | 19,377,468 | |||||
3,519,320 | (466,723) | 169,662,626 | 12,116,747 | 30,442 | 4,162,089 | |||||
(4) | 3 | 368 | 1 | 1 | (85) | |||||
— | 234 | 2,025 | 4 | — | — | |||||
3,519,316 | (466,486) | 169,665,019 | 12,116,752 | 30,443 | 4,162,004 | |||||
4,628,211 | (1,061,968) | 95,963,278 | (3,104,890) | 818,720 | 23,539,472 | |||||
$4,660,388 | $ (923,834) | $104,676,226 | $ (2,466,198) | $861,109 | $32,474,798 |
SPDR SSGA US Small Cap Low Volatility Index ETF | |
INVESTMENT INCOME | |
Dividend income — unaffiliated issuers
|
$ 2,481,751 |
Dividend income — affiliated issuers
|
7,626 |
Unaffiliated securities lending income
|
6,537 |
Affiliated securities lending income
|
15,581 |
Foreign taxes withheld
|
(6,812) |
TOTAL INVESTMENT INCOME (LOSS)
|
2,504,683 |
EXPENSES | |
Advisory fee
|
111,063 |
Trustees’ fees and expenses
|
1,045 |
Miscellaneous expenses
|
40 |
TOTAL EXPENSES
|
112,148 |
NET INVESTMENT INCOME (LOSS)
|
$ 2,392,535 |
REALIZED AND UNREALIZED GAIN (LOSS) | |
Net realized gain (loss) on: | |
Investments — unaffiliated issuers
|
369,613 |
Investments — affiliated issuers
|
69 |
In-kind redemptions — unaffiliated issuers
|
1,291,851 |
Net realized gain (loss)
|
1,661,533 |
Net change in unrealized appreciation/depreciation on: | |
Investments — unaffiliated issuers
|
13,572,188 |
Investments — affiliated issuers
|
(19) |
Net change in unrealized
appreciation/depreciation
|
13,572,169 |
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
15,233,702 |
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$17,626,237 |
SPDR MSCI USA Climate Paris Aligned ETF | SPDR Russell 1000 Low Volatility Focus ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 643,975 | $ 1,274,252 | $ 5,495,793 | $ 10,109,008 | |||
Net realized gain (loss)
|
212,533 | (1,768,261) | 2,131,603 | 39,732,071 | |||
Net change in unrealized
appreciation/depreciation
|
7,711,648 | 24,929,983 | 29,205,470 | 17,195,874 | |||
Net increase (decrease) in net assets resulting
from operations
|
8,568,156 | 24,435,974 | 36,832,866 | 67,036,953 | |||
Net equalization credits and charges
|
786 | (128,705) | (60,776) | 27,344 | |||
Distributions to shareholders
|
(810,178) | (1,272,662) | (5,794,175) | (10,690,380) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
968,523 | — | 31,517,694 | 195,948,970 | |||
Cost of shares redeemed
|
— | (52,032,491) | (9,554,207) | (246,578,317) | |||
Net income equalization
|
(786) | 128,705 | 60,776 | (27,344) | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
967,737 | (51,903,786) | 22,024,263 | (50,656,691) | |||
Contribution from affiliate (Note 4)
|
— | 16,574 | — | — | |||
Net increase (decrease) in net assets during the
period
|
8,726,501 | (28,852,605) | 53,002,178 | 5,717,226 | |||
Net assets at beginning of period
|
102,584,870 | 131,437,475 | 546,669,779 | 540,952,553 | |||
NET ASSETS AT END OF PERIOD
|
$ 111,311,371 | $102,584,870 | $599,671,957 | $ 546,669,779 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
40,000 | — | 290,000 | 1,870,000 | |||
Shares redeemed
|
— | (2,120,000) | (90,000) | (2,350,000) | |||
Net increase (decrease) from share
transactions
|
40,000 | (2,120,000) | 200,000 | (480,000) |
SPDR Russell 1000 Momentum Focus ETF | SPDR Russell 1000 Yield Focus ETF | SPDR S&P 400 Mid Cap Growth ETF | ||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | |||||
$ 1,054,658 | $ 4,414,823 | $ 14,234,006 | $ 26,928,148 | $ 13,471,834 | $ 19,501,026 | |||||
2,689,624 | 27,614,428 | 8,114,828 | 41,950,521 | (36,567,320) | (140,216,097) | |||||
7,552,496 | 8,807,550 | 32,262,741 | 10,812,115 | 170,992,469 | 353,142,546 | |||||
11,296,778 | 40,836,801 | 54,611,575 | 79,690,784 | 147,896,983 | 232,427,475 | |||||
7,860 | (111,661) | 139,142 | (6,682) | (564,258) | (369,296) | |||||
(1,131,980) | (4,578,436) | (12,957,260) | (27,371,410) | (14,429,889) | (21,188,775) | |||||
— | 10,888,984 | 40,110,063 | 229,200,723 | 344,125,829 | 1,899,514,586 | |||||
(3,918,059) | (158,267,565) | (66,911,769) | (302,178,618) | (49,113,871) | (1,551,069,205) | |||||
(7,860) | 111,661 | (139,142) | 6,682 | 564,258 | 369,296 | |||||
(3,925,919) | (147,266,920) | (26,940,848) | (72,971,213) | 295,576,216 | 348,814,677 | |||||
— | — | — | — | — | — | |||||
6,246,739 | (111,120,216) | 14,852,609 | (20,658,521) | 428,479,052 | 559,684,081 | |||||
156,805,319 | 267,925,535 | 759,173,360 | 779,831,881 | 1,849,232,911 | 1,289,548,830 | |||||
$163,052,058 | $ 156,805,319 | $774,025,969 | $ 759,173,360 | $2,277,711,963 | $ 1,849,232,911 | |||||
— | 120,000 | 420,000 | 2,420,000 | 5,000,000 | 28,350,000 | |||||
(40,000) | (1,640,000) | (700,000) | (3,200,000) | (700,000) | (23,700,000) | |||||
(40,000) | (1,520,000) | (280,000) | (780,000) | 4,300,000 | 4,650,000 |
SPDR S&P 400 Mid Cap Value ETF | SPDR S&P 500 ESG ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 22,201,513 | $ 42,034,839 | $ 7,212,728 | $ 10,542,839 | |||
Net realized gain (loss)
|
37,663,499 | (79,661,934) | 2,649,570 | 21,034,633 | |||
Net change in unrealized
appreciation/depreciation
|
114,646,003 | 213,488,157 | 74,139,342 | 107,896,309 | |||
Net increase (decrease) in net assets resulting
from operations
|
174,511,015 | 175,861,062 | 84,001,640 | 139,473,781 | |||
Net equalization credits and charges
|
(842,542) | (643,073) | 208,056 | 661,129 | |||
Distributions to shareholders
|
(19,615,123) | (41,180,242) | (7,459,691) | (11,215,118) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
1,090,622,048 | 2,825,889,322 | 162,024,280 | 481,646,638 | |||
Cost of shares redeemed
|
(697,027,955) | (2,167,202,015) | (16,495,489) | (157,590,836) | |||
Net income equalization
|
842,542 | 643,073 | (208,056) | (661,129) | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
394,436,635 | 659,330,380 | 145,320,735 | 323,394,673 | |||
Contribution from affiliate (Note 4)
|
— | — | — | — | |||
Net increase (decrease) in net assets during the
period
|
548,489,985 | 793,368,127 | 222,070,740 | 452,314,465 | |||
Net assets at beginning of period
|
2,224,493,628 | 1,431,125,501 | 886,891,521 | 434,577,056 | |||
NET ASSETS AT END OF PERIOD
|
$2,772,983,613 | $ 2,224,493,628 | $1,108,962,261 | $ 886,891,521 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
15,300,000 | 42,850,000 | 3,800,000 | 12,550,000 | |||
Shares redeemed
|
(9,850,000) | (34,150,000) | (375,000) | (3,950,000) | |||
Net increase (decrease) from share
transactions
|
5,450,000 | 8,700,000 | 3,425,000 | 8,600,000 |
SPDR S&P 600 Small Cap Growth ETF | SPDR S&P 600 Small Cap Value ETF | SPDR S&P 1500 Momentum Tilt ETF | ||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | |||||
$ 18,008,731 | $ 29,406,339 | $ 44,498,477 | $ 74,872,547 | $ 479,468 | $ 1,315,861 | |||||
(4,547,755) | (193,996,545) | 138,421,194 | (104,384,976) | 1,031,488 | (222,599) | |||||
256,388,219 | 377,652,643 | 168,579,254 | 301,833,103 | 6,757,210 | 10,957,651 | |||||
269,849,195 | 213,062,437 | 351,498,925 | 272,320,674 | 8,268,166 | 12,050,913 | |||||
166,466 | 266,198 | (319,133) | (368,324) | (6,286) | (18,884) | |||||
(17,599,655) | (30,198,647) | (49,385,024) | (72,577,342) | (441,030) | (1,308,052) | |||||
311,718,028 | 521,554,835 | 1,194,231,657 | 1,436,056,622 | 5,446,892 | 22,286,242 | |||||
(40,070,292) | (212,263,544) | (1,328,875,701) | (1,646,581,413) | (5,677,730) | (21,989,657) | |||||
(166,466) | (266,198) | 319,133 | 368,324 | 6,286 | 18,884 | |||||
271,481,270 | 309,025,093 | (134,324,911) | (210,156,467) | (224,552) | 315,469 | |||||
— | — | — | — | — | 99,073 | |||||
523,897,276 | 492,155,081 | 167,469,857 | (10,781,459) | 7,596,298 | 11,138,519 | |||||
2,530,442,726 | 2,038,287,645 | 3,824,442,399 | 3,835,223,858 | 83,424,122 | 72,285,603 | |||||
$3,054,340,002 | $2,530,442,726 | $ 3,991,912,256 | $ 3,824,442,399 | $91,020,420 | $ 83,424,122 | |||||
4,200,000 | 6,950,000 | 14,850,000 | 18,700,000 | 30,000 | 130,000 | |||||
(550,000) | (2,950,000) | (16,450,000) | (22,150,000) | (30,000) | (130,000) | |||||
3,650,000 | 4,000,000 | (1,600,000) | (3,450,000) | — | — |
SPDR S&P 1500 Value Tilt ETF | SPDR S&P Kensho Clean Power ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 2,892,960 | $ 4,867,747 | $ 1,836,909 | $ 2,697,484 | |||
Net realized gain (loss)
|
(30,346) | 881,052 | (13,667,741) | (13,544,835) | |||
Net change in unrealized
appreciation/depreciation
|
20,337,439 | 21,367,943 | (39,094,557) | 31,917,632 | |||
Net increase (decrease) in net assets resulting
from operations
|
23,200,053 | 27,116,742 | (50,925,389) | 21,070,281 | |||
Net equalization credits and charges
|
51,223 | (9,974) | (59,093) | 159,400 | |||
Distributions to shareholders
|
(2,855,108) | (4,870,940) | (1,910,517) | (3,050,067) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
44,849,056 | 34,707,187 | 13,308,452 | 67,574,102 | |||
Cost of shares redeemed
|
(5,590,919) | (29,129,613) | (40,018,507) | (13,349,970) | |||
Net income equalization
|
(51,223) | 9,974 | 59,093 | (159,400) | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
39,206,914 | 5,587,548 | (26,650,962) | 54,064,732 | |||
Net increase (decrease) in net assets during the
period
|
59,603,082 | 27,823,376 | (79,545,961) | 72,244,346 | |||
Net assets at beginning of period
|
231,356,508 | 203,533,132 | 339,214,097 | 266,969,751 | |||
NET ASSETS AT END OF PERIOD
|
$290,959,590 | $231,356,508 | $259,668,136 | $339,214,097 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
300,000 | 250,000 | 190,000 | 750,000 | |||
Shares redeemed
|
(40,000) | (210,000) | (580,000) | (160,000) | |||
Net increase (decrease) from share
transactions
|
260,000 | 40,000 | (390,000) | 590,000 |
SPDR S&P Kensho Final Frontiers ETF | SPDR S&P Kensho Future Security ETF | SPDR S&P Kensho Intelligent Structures ETF | ||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | |||||
$ 72,129 | $ 89,772 | $ 32,177 | $ 30,704 | $ 138,134 | $ 449,685 | |||||
401,331 | 30,971 | 1,108,895 | (1,522,317) | (595,482) | (5,535,197) | |||||
(64,694) | 3,730,587 | 3,519,316 | 4,553,130 | (466,486) | 8,537,888 | |||||
408,766 | 3,851,330 | 4,660,388 | 3,061,517 | (923,834) | 3,452,376 | |||||
(1,778) | (3,764) | (1,096) | (1,267) | (1,453) | (10,210) | |||||
(71,171) | (91,719) | (35,384) | (25,158) | (112,932) | (416,542) | |||||
— | — | 6,313,248 | 8,158,517 | — | 374,606 | |||||
(821,539) | (3,144,844) | (3,417,439) | (7,055,801) | (2,953,557) | (11,201,839) | |||||
1,778 | 3,764 | 1,096 | 1,267 | 1,453 | 10,210 | |||||
(819,761) | (3,141,080) | 2,896,905 | 1,103,983 | (2,952,104) | (10,817,023) | |||||
(483,944) | 614,767 | 7,520,813 | 4,139,075 | (3,990,323) | (7,791,399) | |||||
17,923,446 | 17,308,679 | 32,718,579 | 28,579,504 | 23,366,029 | 31,157,428 | |||||
$17,439,502 | $17,923,446 | $40,239,392 | $32,718,579 | $19,375,706 | $ 23,366,029 | |||||
— | — | 130,000 | 180,000 | — | 10,000 | |||||
(20,000) | (80,000) | (70,000) | (160,000) | (90,000) | (330,000) | |||||
(20,000) | (80,000) | 60,000 | 20,000 | (90,000) | (320,000) |
SPDR S&P Kensho New Economies Composite ETF | SPDR S&P Kensho Smart Mobility ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 8,712,948 | $ 22,189,756 | $ 638,692 | $ 1,365,106 | |||
Net realized gain (loss)
|
(73,701,741) | (176,364,459) | (15,221,642) | (25,966,932) | |||
Net change in unrealized
appreciation/depreciation
|
169,665,019 | 330,937,419 | 12,116,752 | 23,290,874 | |||
Net increase (decrease) in net assets resulting
from operations
|
104,676,226 | 176,762,716 | (2,466,198) | (1,310,952) | |||
Net equalization credits and charges
|
(45,912) | (439,004) | 80,591 | 244,150 | |||
Distributions to shareholders
|
(14,078,082) | (22,478,195) | (806,970) | (1,376,377) | |||
Return of capital
|
— | — | — | — | |||
Total Distributions to shareholders
|
(14,078,082) | (22,478,195) | (806,970) | (1,376,377) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
73,041,090 | 225,934,058 | — | 1,590,905 | |||
Cost of shares redeemed
|
(65,011,998) | (107,263,615) | (6,477,041) | (22,204,560) | |||
Net income equalization
|
45,912 | 439,004 | (80,591) | (244,150) | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
8,075,004 | 119,109,447 | (6,557,632) | (20,857,805) | |||
Net increase (decrease) in net assets during the
period
|
98,627,236 | 272,954,964 | (9,750,209) | (23,300,984) | |||
Net assets at beginning of period
|
1,810,050,703 | 1,537,095,739 | 53,836,618 | 77,137,602 | |||
NET ASSETS AT END OF PERIOD
|
$1,908,677,939 | $1,810,050,703 | $ 44,086,409 | $ 53,836,618 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
1,740,000 | 5,360,000 | — | 50,000 | |||
Shares redeemed
|
(1,530,000) | (2,640,000) | (210,000) | (680,000) | |||
Net increase (decrease) from share
transactions
|
210,000 | 2,720,000 | (210,000) | (630,000) |
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 | ||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | |||||
$ 42,389 | $ 48,393 | $ 8,935,326 | $ 12,780,355 | $ 2,392,535 | $ 5,201,788 | |||||
788,277 | (199,486) | 19,377,468 | 794,173 | 1,661,533 | 4,544,945 | |||||
30,443 | 448,008 | 4,162,004 | 45,126,192 | 13,572,169 | (7,620,238) | |||||
861,109 | 296,915 | 32,474,798 | 58,700,720 | 17,626,237 | 2,126,495 | |||||
(10,698) | 1,007 | 497,503 | (1,213,314) | 188,761 | 10,883 | |||||
(42,965) | (50,033) | (9,490,385) | (13,326,785) | (2,666,447) | (5,499,034) | |||||
— | (2,510) | — | — | — | — | |||||
(42,965) | (52,543) | (9,490,385) | (13,326,785) | (2,666,447) | (5,499,034) | |||||
14,483,670 | 1,264,444 | 40,519,646 | 284,150,030 | 4,315,043 | 24,236,473 | |||||
(14,904,895) | — | (125,697,911) | (69,545,218) | (22,537,750) | (15,984,066) | |||||
10,698 | (1,007) | (497,503) | 1,213,314 | (188,761) | (10,883) | |||||
(410,527) | 1,263,437 | (85,675,768) | 215,818,126 | (18,411,468) | 8,241,524 | |||||
396,919 | 1,508,816 | (62,193,852) | 259,978,747 | (3,262,917) | 4,879,868 | |||||
3,974,024 | 2,465,208 | 817,721,559 | 557,742,812 | 190,964,507 | 186,084,639 | |||||
$ 4,370,943 | $3,974,024 | $ 755,527,707 | $817,721,559 | $187,701,590 | $190,964,507 | |||||
575,000 | 50,000 | 290,000 | 2,080,000 | 40,000 | 220,000 | |||||
(575,000) | — | (900,000) | (520,000) | (220,000) | (150,000) | |||||
— | 50,000 | (610,000) | 1,560,000 | (180,000) | 70,000 |
SPDR MSCI USA Climate Paris Aligned ETF | |||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
For
the Period 4/22/22*- 6/30/22 | |||
Net asset value, beginning of period
|
$ 25.14 | $ 21.20 | $ 25.00 | ||
Income (loss) from investment operations: | |||||
Net investment income (loss) (a)
|
0.16 | 0.29 | 0.07 | ||
Net realized and unrealized gain (loss) (b)
|
1.92 | 3.99 | (3.83) | ||
Total from investment operations
|
2.08 | 4.28 | (3.76) | ||
Net equalization credits and charges (a)
|
— | (0.03) | (0.00)(c) | ||
Contribution from affiliate (Note 4)
|
— | 0.00(c) | — | ||
Distributions to shareholders from: | |||||
Net investment income
|
(0.20) | (0.31) | (0.04) | ||
Net asset value, end of period
|
$ 27.02 | $ 25.14 | $ 21.20 | ||
Total return (d)
|
8.29% | 20.25% | (13.67)% | ||
Ratios and Supplemental Data: | |||||
Net assets, end of period (in 000s)
|
$111,311 | $102,585 | $131,437 | ||
Ratios to average net assets: | |||||
Total expenses
|
0.10%(e) | 0.11% | 0.10%(e) | ||
Net investment income (loss)
|
1.24%(e) | 1.31% | 1.62%(e) | ||
Portfolio turnover rate (f)
|
6%(g) | 14% | 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 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 108.47 | $ 98.00 | $ 103.93 | $ 73.50 | $ 80.17 | $ 72.91 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.07 | 1.84 | 1.60 | 1.49 | 1.58 | 1.45 | |||||
Net realized and unrealized gain (loss) (b)
|
6.04 | 10.61 | (5.82) | 30.62 | (6.42) | 7.34 | |||||
Total from investment operations
|
7.11 | 12.45 | (4.22) | 32.11 | (4.84) | 8.79 | |||||
Net equalization credits and charges (a)
|
(0.01) | 0.00(c) | (0.02) | (0.02) | 0.01 | (0.01) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.13) | (1.98) | (1.69) | (1.66) | (1.84) | (1.52) | |||||
Net asset value, end of period
|
$ 114.44 | $ 108.47 | $ 98.00 | $ 103.93 | $ 73.50 | $ 80.17 | |||||
Total return (d)
|
6.59% | 12.87% | (4.20)% | 44.00% | (6.10)% | 12.23% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$599,672 | $546,670 | $540,953 | $544,605 | $474,842 | $525,107 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.20%(e) | 0.21% | 0.20% | 0.20% | 0.20% | 0.20% | |||||
Net investment income (loss)
|
1.98%(e) | 1.78% | 1.49% | 1.67% | 2.02% | 1.93% | |||||
Portfolio turnover rate (f)
|
1%(g) | 30% | 27% | 31% | 28% | 33% |
(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 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 98.00 | $ 85.87 | $ 98.81 | $ 68.38 | $ 73.00 | $ 72.92 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.67 | 1.63 | 1.45 | 1.06 | 1.20 | 1.08 | |||||
Net realized and unrealized gain (loss) (b)
|
6.56 | 12.32 | (13.03) | 30.58 | (4.46) | 0.17 | |||||
Total from investment operations
|
7.23 | 13.95 | (11.58) | 31.64 | (3.26) | 1.25 | |||||
Net equalization credits and charges (a)
|
0.01 | (0.04) | (0.00)(c) | (0.08) | (0.08) | (0.02) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.72) | (1.78) | (1.36) | (1.13) | (1.28) | (1.15) | |||||
Net asset value, end of period
|
$ 104.52 | $ 98.00 | $ 85.87 | $ 98.81 | $ 68.38 | $ 73.00 | |||||
Total return (d)
|
7.43% | 16.40% | (11.87)% | 46.38% | (4.59)% | 1.78% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$163,052 | $156,805 | $267,926 | $312,235 | $311,807 | $435,806 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.20%(e) | 0.21% | 0.20% | 0.20% | 0.20% | 0.20% | |||||
Net investment income (loss)
|
1.38%(e) | 1.76% | 1.46% | 1.27% | 1.68% | 1.51% | |||||
Portfolio turnover rate (f)
|
21%(g) | 37% | 44% | 42% | 42% | 40% |
(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 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 95.25 | $ 89.12 | $ 94.82 | $ 58.69 | $ 70.62 | $ 70.43 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.81 | 3.05 | 2.76 | 2.09 | 2.16 | 2.23 | |||||
Net realized and unrealized gain (loss) (b)
|
5.21 | 6.18 | (5.91) | 36.29 | (11.73) | 0.32 | |||||
Total from investment operations
|
7.02 | 9.23 | (3.15) | 38.38 | (9.57) | 2.55 | |||||
Net equalization credits and charges (a)
|
0.02 | (0.00)(c) | 0.02 | 0.06 | 0.01 | (0.02) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.64) | (3.10) | (2.57) | (2.31) | (2.37) | (2.34) | |||||
Net asset value, end of period
|
$ 100.65 | $ 95.25 | $ 89.12 | $ 94.82 | $ 58.69 | $ 70.62 | |||||
Total return (d)
|
7.48% | 10.59% | (3.45)% | 66.30% | (13.74)% | 3.79% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$774,026 | $759,173 | $779,832 | $655,207 | $356,828 | $426,550 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.20%(e) | 0.21% | 0.20% | 0.20% | 0.20% | 0.20% | |||||
Net investment income (loss)
|
3.81%(e) | 3.26% | 2.83% | 2.69% | 3.27% | 3.22% | |||||
Portfolio turnover rate (f)
|
1%(g) | 33% | 40% | 58% | 34% | 42% |
(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 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 71.68 | $ 60.97 | $ 77.52 | $ 53.77 | $ 54.22 | $ 53.98 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.49 | 0.77 | 0.55 | 0.43 | 0.55 | 0.65 | |||||
Net realized and unrealized gain (loss) (b)
|
4.03 | 10.79 | (16.50) | 23.79 | (0.38) | 0.26 | |||||
Total from investment operations
|
4.52 | 11.56 | (15.95) | 24.22 | 0.17 | 0.91 | |||||
Net equalization credits and charges (a)
|
(0.02) | (0.01) | 0.08 | (0.01) | (0.00)(c) | 0.02 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.51) | (0.84) | (0.68) | (0.46) | (0.62) | (0.69) | |||||
Net asset value, end of period
|
$ 75.67 | $ 71.68 | $ 60.97 | $ 77.52 | $ 53.77 | $ 54.22 | |||||
Total return (d)
|
6.31% | 19.07% | (20.61)% | 45.10% | 0.35% | 1.79% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$2,277,712 | $1,849,233 | $1,289,549 | $1,682,086 | $1,941,214 | $1,680,730 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.15%(e) | 0.16% | 0.15% | 0.15% | 0.15% | 0.15% | |||||
Net investment income (loss)
|
1.37%(e) | 1.15% | 0.73% | 0.65% | 1.04% | 1.24% | |||||
Portfolio turnover rate (f)
|
43%(g) | 52% | 43% | 37% | 45% | 38% |
(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 Value ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 68.76 | $ 60.51 | $ 67.55 | $ 42.66 | $ 51.34 | $ 52.01 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.67 | 1.28 | 1.16 | 1.04 | 1.02 | 0.93 | |||||
Net realized and unrealized gain (loss) (b)
|
4.55 | 8.21 | (7.00) | 24.71 | (8.59) | (0.69) | |||||
Total from investment operations
|
5.22 | 9.49 | (5.84) | 25.75 | (7.57) | 0.24 | |||||
Net equalization credits and charges (a)
|
(0.03) | (0.02) | 0.01 | 0.15 | 0.00(c) | 0.06 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.59) | (1.22) | (1.21) | (1.01) | (1.11) | (0.97) | |||||
Net asset value, end of period
|
$ 73.36 | $ 68.76 | $ 60.51 | $ 67.55 | $ 42.66 | $ 51.34 | |||||
Total return (d)
|
7.61% | 15.84% | (8.78)% | 61.10% | (14.85)% | 0.68% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$2,772,984 | $2,224,494 | $1,431,126 | $1,526,568 | $893,653 | $1,491,525 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.15%(e) | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% | |||||
Net investment income (loss)
|
1.96%(e) | 1.94% | 1.71% | 1.82% | 2.13% | 1.83% | |||||
Portfolio turnover rate (f)
|
35%(g) | 46% | 32% | 38% | 45% | 35% |
(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 500 ESG ETF | |||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
For
the Period 7/28/20*- 6/30/21 | ||||
Net asset value, beginning of period
|
$ 43.05 | $ 36.21 | $ 40.12 | $ 30.25 | |||
Income (loss) from investment operations: | |||||||
Net investment income (loss) (a)
|
0.32 | 0.63 | 0.57 | 0.47 | |||
Net realized and unrealized gain (loss) (b)
|
3.10 | 6.80 | (3.97) | 9.76 | |||
Total from investment operations
|
3.42 | 7.43 | (3.40) | 10.23 | |||
Net equalization credits and charges (a)
|
0.01 | 0.04 | 0.05 | 0.12 | |||
Distributions to shareholders from: | |||||||
Net investment income
|
(0.32) | (0.63) | (0.56) | (0.48) | |||
Net asset value, end of period
|
$ 46.16 | $ 43.05 | $ 36.21 | $ 40.12 | |||
Total return (c)
|
7.99% | 20.86% | (8.48)% | 34.47% | |||
Ratios and Supplemental Data: | |||||||
Net assets, end of period (in 000s)
|
$1,108,962 | $886,892 | $434,577 | $235,700 | |||
Ratios to average net assets: | |||||||
Total expenses
|
0.10%(d) | 0.10% | 0.10% | 0.10%(d) | |||
Net investment income (loss)
|
1.47%(d) | 1.63% | 1.36% | 1.39%(d) | |||
Portfolio turnover rate (e)
|
2%(f) | 12% | 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 Growth ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 76.91 | $ 70.53 | $ 88.70 | $ 56.77 | $ 60.96 | $ 63.17 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.53 | 0.96 | 0.80 | 0.52 | 0.59 | 0.61 | |||||
Net realized and unrealized gain (loss) (b)
|
6.63 | 6.38 | (18.19) | 31.91 | (4.10) | (2.20) | |||||
Total from investment operations
|
7.16 | 7.34 | (17.39) | 32.43 | (3.51) | (1.59) | |||||
Net equalization credits and charges (a)
|
0.00(c) | 0.01 | (0.00)(c) | (0.00)(c) | (0.02) | 0.01 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.50) | (0.97) | (0.78) | (0.50) | (0.66) | (0.63) | |||||
Net asset value, end of period
|
$ 83.57 | $ 76.91 | $ 70.53 | $ 88.70 | $ 56.77 | $ 60.96 | |||||
Total return (d)
|
9.35% | 10.53% | (19.74)% | 57.23% | (5.80)% | (2.47)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$3,054,340 | $2,530,443 | $2,038,288 | $2,306,075 | $1,541,359 | $1,975,179 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.15%(e) | 0.16% | 0.15% | 0.15% | 0.15% | 0.15% | |||||
Net investment income (loss)
|
1.38%(e) | 1.30% | 0.95% | 0.69% | 1.01% | 0.99% | |||||
Portfolio turnover rate (f)
|
49%(g) | 48% | 44% | 38% | 50% | 37% |
(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 600 Small Cap Value ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 77.18 | $ 72.36 | $ 85.72 | $ 49.15 | $ 60.70 | $ 66.75 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.90 | 1.45 | 1.41 | 1.07 | 1.13 | 1.10 | |||||
Net realized and unrealized gain (loss) (b)
|
6.19 | 4.79 | (13.35) | 36.50 | (11.53) | (6.06) | |||||
Total from investment operations
|
7.09 | 6.24 | (11.94) | 37.57 | (10.40) | (4.96) | |||||
Net equalization credits and charges (a)
|
(0.01) | (0.01) | (0.00)(c) | 0.04 | (0.01) | 0.06 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.01) | (1.41) | (1.42) | (1.04) | (1.14) | (1.15) | |||||
Net asset value, end of period
|
$ 83.25 | $ 77.18 | $ 72.36 | $ 85.72 | $ 49.15 | $ 60.70 | |||||
Total return (d)
|
9.26% | 8.76% | (14.09)% | 76.93% | (17.29)% | (7.30)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$3,991,912 | $3,824,442 | $3,835,224 | $4,127,553 | $1,916,806 | $2,133,800 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.15%(e) | 0.16% | 0.15% | 0.15% | 0.15% | 0.15% | |||||
Net investment income (loss)
|
2.36%(e) | 1.90% | 1.72% | 1.55% | 2.02% | 1.76% | |||||
Portfolio turnover rate (f)
|
45%(g) | 46% | 38% | 36% | 51% | 34% |
(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 1500 Momentum Tilt ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$185.39 | $160.63 | $181.66 | $134.17 | $127.95 | $ 118.95 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.07 | 2.93 | 2.33 | 1.61 | 2.11 | 1.93 | |||||
Net realized and unrealized gain (loss) (b)
|
16.82 | 24.60 | (21.01) | 47.49 | 6.32 | 8.87 | |||||
Total from investment operations
|
17.89 | 27.53 | (18.68) | 49.10 | 8.43 | 10.80 | |||||
Net equalization credits and charges (a)
|
(0.01) | (0.04) | (0.01) | (0.02) | (0.05) | 0.15 | |||||
Contribution from affiliate (Note 4)
|
— | 0.22 | — | — | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.00) | (2.95) | (2.34) | (1.59) | (2.16) | (1.95) | |||||
Net asset value, end of period
|
$202.27 | $185.39 | $160.63 | $181.66 | $134.17 | $127.95 | |||||
Total return (c)
|
9.68% | 17.46%(d) | (10.45)% | 36.74% | 6.64% | 9.31% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$91,020 | $83,424 | $72,286 | $86,289 | $67,085 | $51,180 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.12%(e) | 0.13% | 0.12% | 0.12% | 0.12% | 0.12% | |||||
Net investment income (loss)
|
1.14%(e) | 1.73% | 1.24% | 1.01% | 1.62% | 1.60% | |||||
Portfolio turnover rate (f)
|
34%(g) | 104% | 60% | 53% | 65% | 58% |
(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 period ended June 30, 2023, the total return would have been 17.32%. |
(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 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 148.31 | $ 133.90 | $ 146.31 | $ 97.54 | $103.92 | $101.54 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.72 | 3.12 | 2.99 | 2.56 | 2.53 | 2.41 | |||||
Net realized and unrealized gain (loss) (b)
|
11.47 | 14.42 | (12.36) | 48.10 | (6.33) | 2.54 | |||||
Total from investment operations
|
13.19 | 17.54 | (9.37) | 50.66 | (3.80) | 4.95 | |||||
Net equalization credits and charges (a)
|
0.03 | (0.01) | (0.02) | 0.58 | (0.01) | (0.05) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.66) | (3.12) | (3.02) | (2.47) | (2.57) | (2.52) | |||||
Net asset value, end of period
|
$ 159.87 | $ 148.31 | $ 133.90 | $ 146.31 | $ 97.54 | $103.92 | |||||
Total return (c)
|
8.98% | 13.29% | (6.60)% | 53.02% | (3.68)% | 4.93% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$290,960 | $231,357 | $203,533 | $215,082 | $20,483 | $18,706 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.12%(d) | 0.13% | 0.12% | 0.12% | 0.12% | 0.12% | |||||
Net investment income (loss)
|
2.29%(d) | 2.21% | 2.00% | 1.90% | 2.46% | 2.37% | |||||
Portfolio turnover rate (e)
|
1%(f) | 14% | 11% | 24% | 16% | 13% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR S&P Kensho Clean Power ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
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
|
$ 84.70 | $ 78.18 | $ 105.73 | $ 49.44 | $ 38.06 | $29.92 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.48 | 0.70 | 1.05 | 1.20 | 1.04 | 0.48 | |||||
Net realized and unrealized gain (loss) (b)
|
(12.82) | 6.55 | (27.37) | 55.34 | 10.88 | 7.97 | |||||
Total from investment operations
|
(12.34) | 7.25 | (26.32) | 56.54 | 11.92 | 8.45 | |||||
Net equalization credits and charges (a)
|
(0.02) | 0.04 | (0.00)(c) | 0.50 | 0.26 | 0.06 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.51) | (0.77) | (1.23) | (0.75) | (0.80) | (0.37) | |||||
Net asset value, end of period
|
$ 71.83 | $ 84.70 | $ 78.18 | $ 105.73 | $ 49.44 | $38.06 | |||||
Total return (d)
|
(14.57)% | 9.35% | (25.03)% | 115.51% | 32.40% | 28.61% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$259,668 | $339,214 | $266,970 | $402,315 | $29,418 | $6,279 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.45%(e) | 0.46% | 0.45% | 0.45% | 0.45% | 0.45%(e) | |||||
Net investment income (loss)
|
1.33%(e) | 0.80% | 1.15% | 1.15% | 2.42% | 2.08%(e) | |||||
Portfolio turnover rate (f)
|
15%(g) | 32% | 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 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
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
|
$ 43.72 | $ 35.32 | $ 42.47 | $ 30.36 | $33.70 | $30.13 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.18 | 0.20 | 0.18 | 0.48 | 0.29 | 0.18 | |||||
Net realized and unrealized gain (loss) (b)
|
1.00 | 8.42 | (7.14) | 12.32 | (3.63) | 3.57 | |||||
Total from investment operations
|
1.18 | 8.62 | (6.96) | 12.80 | (3.34) | 3.75 | |||||
Net equalization credits and charges (a)
|
0.00(c) | (0.01) | (0.00)(c) | 0.04 | 0.21 | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.18) | (0.21) | (0.19) | (0.73) | (0.21) | (0.18) | |||||
Net asset value, end of period
|
$ 44.72 | $ 43.72 | $ 35.32 | $ 42.47 | $30.36 | $33.70 | |||||
Total return (d)
|
2.73% | 24.43% | (16.42)% | 42.54% | (9.34)% | 12.52% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$17,440 | $17,923 | $17,309 | $22,509 | $8,804 | $3,370 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.45%(e) | 0.46% | 0.45% | 0.45% | 0.45% | 0.46%(e) | |||||
Net investment income (loss)
|
0.85%(e) | 0.51% | 0.45% | 1.26% | 0.87% | 0.89%(e) | |||||
Portfolio turnover rate (f)
|
13%(g) | 28% | 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 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 48.83 | $ 43.97 | $ 51.75 | $ 36.60 | $ 37.52 | $ 32.83 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.05 | 0.05 | 0.23 | 0.19 | 0.46 | 0.09 | |||||
Net realized and unrealized gain (loss) (b)
|
6.29 | 4.85 | (7.76) | 15.15 | (0.96) | 5.44 | |||||
Total from investment operations
|
6.34 | 4.90 | (7.53) | 15.34 | (0.50) | 5.53 | |||||
Net equalization credits and charges (a)
|
0.00(c) | (0.00)(c) | (0.02) | 0.17 | 0.02 | (0.30) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.05) | (0.04) | (0.23) | (0.36) | (0.44) | (0.54) | |||||
Net asset value, end of period
|
$ 55.12 | $ 48.83 | $ 43.97 | $ 51.75 | $ 36.60 | $ 37.52 | |||||
Total return (d)
|
12.99% | 11.16% | (14.66)% | 42.50% | (1.16)% | 16.36% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$40,239 | $32,719 | $28,580 | $27,429 | $19,397 | $19,883 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.45%(e) | 0.46% | 0.45% | 0.45% | 0.45% | 0.45% | |||||
Net investment income (loss)
|
0.19%(e) | 0.10% | 0.46% | 0.42% | 1.25% | 0.27% | |||||
Portfolio turnover rate (f)
|
17%(g) | 33% | 32% | 39% | 25% | 28% |
(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 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 35.95 | $ 32.12 | $ 47.76 | $ 29.91 | $30.22 | $28.99 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.22 | 0.56 | 0.37 | 0.56 | 0.42 | 0.21 | |||||
Net realized and unrealized gain (loss) (b)
|
(1.39) | 3.83 | (15.59) | 17.65 | (0.27) | 1.23 | |||||
Total from investment operations
|
(1.17) | 4.39 | (15.22) | 18.21 | 0.15 | 1.44 | |||||
Net equalization credits and charges (a)
|
0.00(c) | (0.01) | (0.00)(c) | 0.04 | (0.01) | (0.00)(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.18) | (0.55) | (0.42) | (0.40) | (0.45) | (0.21) | |||||
Net asset value, end of period
|
$ 34.60 | $ 35.95 | $ 32.12 | $ 47.76 | $29.91 | $30.22 | |||||
Total return (d)
|
(3.22)% | 13.75% | (32.02)% | 61.22% | 0.45% | 5.01% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$19,376 | $23,366 | $31,157 | $53,013 | $6,281 | $9,067 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.45%(e) | 0.46% | 0.45% | 0.45% | 0.45% | 0.45% | |||||
Net investment income (loss)
|
1.29%(e) | 1.61% | 0.88% | 1.27% | 1.43% | 0.73% | |||||
Portfolio turnover rate (f)
|
12%(g) | 31% | 32% | 58% | 26% | 22% |
(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 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
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
|
$ 44.58 | $ 40.57 | $ 66.83 | $ 37.27 | $ 33.27 | $ 30.17 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.21 | 0.56 | 0.62 | 0.57 | 0.43 | 0.21 | |||||
Net realized and unrealized gain (loss) (b)
|
2.31 | 4.03 | (26.12) | 29.61 | 3.43 | 2.56 | |||||
Total from investment operations
|
2.52 | 4.59 | (25.50) | 30.18 | 3.86 | 2.77 | |||||
Net equalization credits and charges (a)
|
(0.00)(c) | (0.01) | (0.01) | 0.01 | 0.48 | 0.44 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.34) | (0.57) | (0.75) | (0.63) | (0.34) | (0.11) | |||||
Net asset value, end of period
|
$ 46.76 | $ 44.58 | $ 40.57 | $ 66.83 | $ 37.27 | $ 33.27 | |||||
Total return (d)
|
5.73% | 11.41% | (38.45)% | 81.27% | 13.09% | 10.71% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$1,908,678 | $1,810,051 | $1,537,096 | $2,131,029 | $1,011,260 | $41,760 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.20%(e) | 0.21% | 0.20% | 0.20% | 0.20% | 0.20%(e) | |||||
Net investment income (loss)
|
1.00%(e) | 1.34% | 1.12% | 1.01% | 1.27% | 0.99%(e) | |||||
Portfolio turnover rate (f)
|
27%(g) | 62% | 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 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 33.44 | $ 34.44 | $ 62.05 | $ 31.57 | $28.05 | $29.77 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.42 | 0.71 | 0.39 | 0.88 | 0.40 | 0.24 | |||||
Net realized and unrealized gain (loss) (b)
|
(1.88) | (1.13) | (27.65) | 30.70 | 3.41 | (1.20) | |||||
Total from investment operations
|
(1.46) | (0.42) | (27.26) | 31.58 | 3.81 | (0.96) | |||||
Net equalization credits and charges (a)
|
0.05 | 0.13 | 0.18 | (0.64) | 0.16 | (0.10) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.54) | (0.71) | (0.53) | (0.46) | (0.45) | (0.66) | |||||
Net asset value, end of period
|
$ 31.49 | $ 33.44 | $ 34.44 | $ 62.05 | $31.57 | $28.05 | |||||
Total return (c)
|
(4.14)% | (0.71)% | (43.90)% | 98.17% | 14.48% | (3.22)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$44,086 | $53,837 | $77,138 | $233,305 | $5,367 | $ 7,011 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.45%(d) | 0.46% | 0.45% | 0.45% | 0.45% | 0.45% | |||||
Net investment income (loss)
|
2.66%(d) | 2.11% | 0.75% | 1.49% | 1.47% | 0.85% | |||||
Portfolio turnover rate (e)
|
17%(f) | 33% | 38% | 70% | 29% | 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) | 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 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
For
the Period 1/11/22*- 6/30/22 | |||
Net asset value, beginning of period
|
$26.49 | $24.65 | $ 30.00 | ||
Income (loss) from investment operations: | |||||
Net investment income (loss) (a)
|
0.23 | 0.41 | 0.17 | ||
Net realized and unrealized gain (loss) (b)
|
2.77 | 1.86 | (5.37) | ||
Total from investment operations
|
3.00 | 2.27 | (5.20) | ||
Net equalization credits and charges (a)
|
(0.06) | 0.01 | — | ||
Distributions to shareholders from: | |||||
Net investment income
|
(0.29) | (0.42) | (0.15) | ||
Return of capital
|
— | (0.02) | — | ||
Total distributions
|
(0.29) | (0.44) | — | ||
Net asset value, end of period
|
$29.14 | $26.49 | $ 24.65 | ||
Total return (c)
|
11.13% | 9.39% | (16.81)% | ||
Ratios and Supplemental Data: | |||||
Net assets, end of period (in 000s)
|
$4,371 | $3,974 | $ 2,465 | ||
Ratios to average net assets: | |||||
Total expenses
|
0.12%(d) | 0.12% | 0.12%(d) | ||
Net investment income (loss)
|
1.74%(d) | 1.59% | 1.32%(d) | ||
Portfolio turnover rate (e)
|
10%(f) | 39% | 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 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 140.50 | $ 130.93 | $ 133.08 | $ 102.17 | $ 107.69 | $ 90.13 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.57 | 2.66 | 2.09 | 1.99 | 2.20 | 2.17 | |||||
Net realized and unrealized gain (loss) (b)
|
4.57 | 9.83 | (1.87) | 31.82 | (5.49) | 16.96 | |||||
Total from investment operations
|
6.14 | 12.49 | 0.22 | 33.81 | (3.29) | 19.13 | |||||
Net equalization credits and charges (a)
|
0.09 | (0.25) | (0.05) | (0.15) | 0.01 | 0.40 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.72) | (2.67) | (2.32) | (2.75) | (2.24) | (1.97) | |||||
Net asset value, end of period
|
$ 145.01 | $ 140.50 | $ 130.93 | $ 133.08 | $ 102.17 | $ 107.69 | |||||
Total return (c)
|
4.48% | 9.48% | 0.05% | 33.27% | (3.05)% | 21.94% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$755,528 | $817,722 | $557,743 | $573,565 | $658,964 | $568,592 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.12%(d) | 0.13% | 0.12% | 0.12% | 0.12% | 0.12% | |||||
Net investment income (loss)
|
2.25%(d) | 1.96% | 1.50% | 1.69% | 2.04% | 2.19% | |||||
Portfolio turnover rate (e)
|
0%(f)(g) | 27% | 22% | 34% | 25% | 32% |
(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) | Amount is less than 0.005%. |
(g) | Not annualized. |
SPDR SSGA US Small Cap Low Volatility Index ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 103.22 | $ 104.54 | $ 112.64 | $ 76.41 | $ 93.35 | $ 95.11 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.34 | 2.84 | 2.11 | 2.06 | 2.24 | 2.48 | |||||
Net realized and unrealized gain (loss) (b)
|
9.26 | (1.22) | (7.72) | 36.73 | (16.77) | (1.46) | |||||
Total from investment operations
|
10.60 | 1.62 | (5.61) | 38.79 | (14.53) | 1.02 | |||||
Net equalization credits and charges (a)
|
0.11 | 0.01 | 0.03 | (0.10) | 0.07 | (0.01) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.53) | (2.95) | (2.52) | (2.46) | (2.48) | (2.77) | |||||
Net asset value, end of period
|
$ 112.40 | $ 103.22 | $ 104.54 | $ 112.64 | $ 76.41 | $ 93.35 | |||||
Total return (c)
|
10.46% | 1.56% | (5.07)% | 51.11% | (15.68)% | 1.24% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$187,702 | $190,965 | $186,085 | $220,778 | $247,577 | $230,585 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.12%(d) | 0.13% | 0.12% | 0.12% | 0.12% | 0.12% | |||||
Net investment income (loss)
|
2.59%(d) | 2.65% | 1.86% | 2.19% | 2.56% | 2.68% | |||||
Portfolio turnover rate (e)
|
1%(f) | 31% | 23% | 52% | 32% | 34% |
(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 |
Asset Derivatives | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Russell 1000 Low Volatility Focus ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $ 56,732 | $— | $ 56,732 | |||||
SPDR Russell 1000 Momentum Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 5,157 | — | 5,157 | |||||
SPDR Russell 1000 Yield Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 114,089 | — | 114,089 | |||||
SPDR S&P 500 ESG ETF | |||||||||||
Futures Contracts
|
— | — | — | 21,160 | — | 21,160 |
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
|
$— | $— | $— | $ 35,859 | $— | $ 35,859 | |||||
SPDR Russell 1000 Momentum Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 21,816 | — | 21,816 | |||||
SPDR Russell 1000 Yield Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 113,106 | — | 113,106 | |||||
SPDR S&P 500 ESG ETF | |||||||||||
Futures Contracts
|
— | — | — | 89,329 | — | 89,329 |
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
|
$— | $— | $— | $26,780 | $— | $26,780 | |||||
SPDR Russell 1000 Momentum Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | (1,869) | — | (1,869) | |||||
SPDR Russell 1000 Yield Focus ETF | |||||||||||
Futures Contracts
|
— | — | — | 25,456 | — | 25,456 | |||||
SPDR S&P 500 ESG ETF | |||||||||||
Futures Contracts
|
— | — | — | 9,358 | — | 9,358 |
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 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 |
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
|
$ 5,814,789 | $ 5,874,293 | |
SPDR Russell 1000 Low Volatility Focus ETF
|
4,041,852 | 3,340,168 | |
SPDR Russell 1000 Momentum Focus ETF
|
31,796,710 | 31,711,379 | |
SPDR Russell 1000 Yield Focus ETF
|
10,438,797 | 5,846,893 | |
SPDR S&P 400 Mid Cap Growth ETF
|
846,494,500 | 846,310,086 | |
SPDR S&P 400 Mid Cap Value ETF
|
804,692,903 | 802,721,791 | |
SPDR S&P 500 ESG ETF
|
5,351,174 | 5,911,650 | |
SPDR S&P 600 Small Cap Growth ETF
|
1,307,802,070 | 1,280,159,343 | |
SPDR S&P 600 Small Cap Value ETF
|
1,698,852,601 | 1,699,573,457 | |
SPDR S&P 1500 Momentum Tilt ETF
|
28,902,515 | 28,851,452 | |
SPDR S&P 1500 Value Tilt ETF
|
3,954,953 | 3,718,234 | |
SPDR S&P Kensho Clean Power ETF
|
41,970,545 | 41,723,799 | |
SPDR S&P Kensho Final Frontiers ETF
|
2,138,330 | 2,168,883 | |
SPDR S&P Kensho Future Security ETF
|
5,973,638 | 5,699,481 | |
SPDR S&P Kensho Intelligent Structures
ETF
|
2,690,979 | 2,642,883 | |
SPDR S&P Kensho New Economies Composite
ETF
|
479,400,753 | 484,322,498 | |
SPDR S&P Kensho Smart Mobility ETF
|
8,242,665 | 8,408,293 | |
SPDR S&P SmallCap 600 ESG ETF
|
524,890 | 400,412 | |
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
8,744,734 | 719,012 | |
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
4,365,766 | 1,798,651 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR MSCI USA Climate Paris Aligned ETF
|
$ 962,274 | $ — | $ — | ||
SPDR Russell 1000 Low Volatility Focus ETF
|
31,404,843 | 9,520,488 | 1,858,283 | ||
SPDR Russell 1000 Momentum Focus ETF
|
— | 3,906,844 | 925,900 | ||
SPDR Russell 1000 Yield Focus ETF
|
36,294,914 | 66,928,927 | 8,551,635 | ||
SPDR S&P 400 Mid Cap Growth ETF
|
344,106,933 | 49,118,892 | 7,504,268 | ||
SPDR S&P 400 Mid Cap Value ETF
|
1,087,139,518 | 693,468,582 | 162,417,358 | ||
SPDR S&P 500 ESG ETF
|
158,519,329 | 13,147,713 | 3,389,754 | ||
SPDR S&P 600 Small Cap Growth ETF
|
310,499,510 | 39,962,581 | 10,774,812 | ||
SPDR S&P 600 Small Cap Value ETF
|
1,169,479,298 | 1,306,524,507 | 392,722,636 | ||
SPDR S&P 1500 Momentum Tilt ETF
|
5,434,113 | 5,666,441 | 1,919,194 | ||
SPDR S&P 1500 Value Tilt ETF
|
44,703,768 | 5,571,009 | 802,004 | ||
SPDR S&P Kensho Clean Power ETF
|
13,297,603 | 40,016,460 | (1,056,791) | ||
SPDR S&P Kensho Final Frontiers ETF
|
— | 821,063 | 151,262 | ||
SPDR S&P Kensho Future Security ETF
|
6,308,955 | 3,418,845 | 784,914 | ||
SPDR S&P Kensho Intelligent Structures
ETF
|
— | 2,955,737 | 146,605 | ||
SPDR S&P Kensho New Economies Composite
ETF
|
72,882,738 | 64,974,638 | 16,232,026 | ||
SPDR S&P Kensho Smart Mobility ETF
|
— | 6,471,000 | 75,842 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR S&P SmallCap 600 ESG ETF
|
$ 14,378,048 | $ 14,897,818 | $ 827,511 | ||
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
36,033,612 | 125,498,611 | 18,391,197 | ||
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
2,156,966 | 22,546,829 | 1,291,851 |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
SPDR MSCI USA Climate Paris Aligned ETF
|
$ 99,662,678 | $ 16,933,882 | $ 5,378,389 | $ 11,555,493 | |||
SPDR Russell 1000 Low Volatility Focus ETF
|
526,718,271 | 90,581,252 | 16,054,518 | 74,526,734 | |||
SPDR Russell 1000 Momentum Focus ETF
|
137,127,853 | 29,431,130 | 2,877,664 | 26,553,466 | |||
SPDR Russell 1000 Yield Focus ETF
|
745,258,742 | 84,815,524 | 52,875,610 | 31,939,914 | |||
SPDR S&P 400 Mid Cap Growth ETF
|
2,152,530,224 | 286,157,555 | 47,653,912 | 238,503,643 | |||
SPDR S&P 400 Mid Cap Value ETF
|
2,792,977,800 | 155,639,744 | 101,659,405 | 53,980,339 | |||
SPDR S&P 500 ESG ETF
|
970,292,957 | 167,534,446 | 29,630,408 | 137,904,038 | |||
SPDR S&P 600 Small Cap Growth ETF
|
2,680,435,711 | 586,231,364 | 53,056,794 | 533,174,570 | |||
SPDR S&P 600 Small Cap Value ETF
|
4,198,436,986 | 321,033,447 | 226,727,383 | 94,306,064 | |||
SPDR S&P 1500 Momentum Tilt ETF
|
71,288,913 | 20,256,298 | 493,480 | 19,762,818 | |||
SPDR S&P 1500 Value Tilt ETF
|
276,167,094 | 33,540,951 | 18,101,948 | 15,439,003 | |||
SPDR S&P Kensho Clean Power ETF
|
363,545,647 | 21,817,025 | 98,982,334 | (77,165,309) | |||
SPDR S&P Kensho Final Frontiers ETF
|
16,312,184 | 3,031,490 | 1,622,358 | 1,409,132 | |||
SPDR S&P Kensho Future Security ETF
|
35,751,174 | 7,026,516 | 1,568,569 | 5,457,947 | |||
SPDR S&P Kensho Intelligent Structures
ETF
|
25,508,259 | 1,821,722 | 6,293,363 | (4,471,641) |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
SPDR S&P Kensho New Economies Composite
ETF
|
$1,927,392,716 | $300,328,816 | $151,473,466 | $148,855,350 | |||
SPDR S&P Kensho Smart Mobility ETF
|
65,925,104 | 5,072,414 | 22,814,337 | (17,741,923) | |||
SPDR S&P SmallCap 600 ESG ETF
|
4,362,976 | 364,645 | 355,925 | 8,720 | |||
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
723,431,976 | 73,504,060 | 39,584,514 | 33,919,546 | |||
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
192,944,305 | 22,801,429 | 26,380,156 | (3,578,727) |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received* |
Total
Collateral Received | ||||
SPDR Russell 1000 Low Volatility Focus ETF
|
$ 3,036,933 | $ 2,406,853 | $ 735,987 | $ 3,142,840 | ||||
SPDR Russell 1000 Momentum Focus ETF
|
849,211 | 774,462 | 103,157 | 877,619 | ||||
SPDR Russell 1000 Yield Focus ETF
|
6,350,179 | 5,316,163 | 1,356,841 | 6,673,004 | ||||
SPDR S&P 400 Mid Cap Growth ETF
|
162,083,365 | 114,974,942 | 52,977,119 | 167,952,061 | ||||
SPDR S&P 400 Mid Cap Value ETF
|
148,822,899 | 78,833,318 | 76,230,902 | 155,064,220 | ||||
SPDR S&P 600 Small Cap Growth ETF
|
275,660,301 | 159,151,325 | 126,451,169 | 285,602,494 | ||||
SPDR S&P 600 Small Cap Value ETF
|
562,810,649 | 300,748,170 | 288,559,292 | 589,307,462 | ||||
SPDR S&P 1500 Momentum Tilt ETF
|
86,088 | 68,266 | 21,023 | 89,289 | ||||
SPDR S&P 1500 Value Tilt ETF
|
787,349 | 616,114 | 209,818 | 825,932 | ||||
SPDR S&P Kensho Clean Power ETF
|
44,035,500 | 26,597,450 | 20,475,909 | 47,073,359 | ||||
SPDR S&P Kensho Final Frontiers ETF
|
369,725 | 278,075 | 113,664 | 391,739 | ||||
SPDR S&P Kensho Future Security ETF
|
1,341,655 | 964,304 | 491,255 | 1,455,559 | ||||
SPDR S&P Kensho Intelligent Structures
ETF
|
2,423,514 | 1,684,471 | 934,855 | 2,619,326 | ||||
SPDR S&P Kensho New Economies Composite
ETF
|
213,647,937 | 169,285,062 | 59,679,455 | 228,964,517 | ||||
SPDR S&P Kensho Smart Mobility ETF
|
7,909,143 | 4,145,365 | 4,360,431 | 8,505,796 | ||||
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
3,399,409 | 3,481,932 | — | 3,481,932 |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received* |
Total
Collateral Received | ||||
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
$ 5,854,415 | $ 1,951,779 | $ 4,108,275 | $ 6,060,054 |
* | The non-cash collateral includes U.S. Treasuries and U.S. Government Agency securities. |
Remaining Contractual Maturity of the Agreements as of December 31, 2023 | ||||||||||||||
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 | $ 2,406,853 | $— | $— | $— | $ 2,406,853 | $ 2,406,853 | |||||||
SPDR Russell 1000 Momentum Focus ETF
|
Common Stocks | 774,462 | — | — | — | 774,462 | 774,462 | |||||||
SPDR Russell 1000 Yield Focus ETF
|
Common Stocks | 5,316,163 | — | — | — | 5,316,163 | 5,316,163 | |||||||
SPDR S&P 400 Mid Cap Growth ETF
|
Common Stocks | 114,974,942 | — | — | — | 114,974,942 | 114,974,942 | |||||||
SPDR S&P 400 Mid Cap Value ETF
|
Common Stocks | 78,833,318 | — | — | — | 78,833,318 | 78,833,318 | |||||||
SPDR S&P 600 Small Cap Growth ETF
|
Common Stocks | 159,151,325 | — | — | — | 159,151,325 | 159,151,325 | |||||||
SPDR S&P 600 Small Cap Value ETF
|
Common Stocks | 300,748,170 | — | — | — | 300,748,170 | 300,748,170 | |||||||
SPDR S&P 1500 Momentum Tilt ETF
|
Common Stocks | 68,266 | — | — | — | 68,266 | 68,266 | |||||||
SPDR S&P 1500 Value Tilt ETF
|
Common Stocks | 616,114 | — | — | — | 616,114 | 616,114 | |||||||
SPDR S&P Kensho Clean Power ETF
|
Common Stocks | 26,597,450 | — | — | — | 26,597,450 | 26,597,450 | |||||||
SPDR S&P Kensho Final Frontiers ETF
|
Common Stocks | 278,075 | — | — | — | 278,075 | 278,075 | |||||||
SPDR S&P Kensho Future Security ETF
|
Common Stocks | 964,304 | — | — | — | 964,304 | 964,304 | |||||||
SPDR S&P Kensho Intelligent Structures
ETF
|
Common Stocks | 1,684,471 | — | — | — | 1,684,471 | 1,684,471 | |||||||
SPDR S&P Kensho New Economies Composite
ETF
|
Common Stocks | 169,285,062 | — | — | — | 169,285,062 | 169,285,062 | |||||||
SPDR S&P Kensho Smart Mobility ETF
|
Common Stocks | 4,145,365 | — | — | — | 4,145,365 | 4,145,365 | |||||||
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
Common Stocks | 3,481,932 | — | — | — | 3,481,932 | 3,481,932 | |||||||
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
Common Stocks | 1,951,779 | — | — | — | 1,951,779 | 1,951,779 |
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
|
0.10% | $1,082.90 | $0.52 | $1,024.60 | $0.51 | ||||
SPDR Russell 1000 Low Volatility Focus ETF
|
0.20 | 1,065.90 | 1.04 | 1,024.10 | 1.02 | ||||
SPDR Russell 1000 Momentum Focus ETF
|
0.20 | 1,074.30 | 1.04 | 1,024.10 | 1.02 | ||||
SPDR Russell 1000 Yield Focus ETF
|
0.20 | 1,074.80 | 1.04 | 1,024.10 | 1.02 | ||||
SPDR S&P 400 Mid Cap Growth ETF
|
0.15 | 1,063.10 | 0.78 | 1,024.40 | 0.76 | ||||
SPDR S&P 400 Mid Cap Value ETF
|
0.15 | 1,076.10 | 0.78 | 1,024.40 | 0.76 | ||||
SPDR S&P 500 ESG ETF
|
0.10 | 1,079.90 | 0.52 | 1,024.60 | 0.51 | ||||
SPDR S&P 600 Small Cap Growth ETF
|
0.15 | 1,093.50 | 0.79 | 1,024.40 | 0.76 | ||||
SPDR S&P 600 Small Cap Value ETF
|
0.15 | 1,092.60 | 0.79 | 1,024.40 | 0.76 | ||||
SPDR S&P 1500 Momentum Tilt ETF
|
0.12 | 1,096.80 | 0.63 | 1,024.50 | 0.61 | ||||
SPDR S&P 1500 Value Tilt ETF
|
0.12 | 1,089.80 | 0.63 | 1,024.50 | 0.61 | ||||
SPDR S&P Kensho Clean Power ETF
|
0.45 | 854.30 | 2.10 | 1,022.90 | 2.29 | ||||
SPDR S&P Kensho Final Frontiers ETF
|
0.45 | 1,027.30 | 2.29 | 1,022.90 | 2.29 | ||||
SPDR S&P Kensho Future Security ETF
|
0.45 | 1,129.90 | 2.41 | 1,022.90 | 2.29 | ||||
SPDR S&P Kensho Intelligent Structures
ETF
|
0.45 | 967.80 | 2.23 | 1,022.90 | 2.29 | ||||
SPDR S&P Kensho New Economies Composite
ETF
|
0.20 | 1,057.30 | 1.03 | 1,024.10 | 1.02 | ||||
SPDR S&P Kensho Smart Mobility ETF
|
0.45 | 958.60 | 2.22 | 1,022.90 | 2.29 | ||||
SPDR S&P SmallCap 600 ESG ETF
|
0.12 | 1,111.30 | 0.64 | 1,024.50 | 0.61 | ||||
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
0.12 | 1,044.80 | 0.62 | 1,024.50 | 0.61 | ||||
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
0.12 | 1,104.60 | 0.63 | 1,024.50 | 0.61 |
(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 366. |