SPDR Dow Jones REIT ETF |
SPDR Portfolio S&P 400 Mid Cap ETF |
SPDR Portfolio S&P 500 ETF |
SPDR Portfolio S&P 500 Growth ETF |
SPDR Portfolio S&P 500 High Dividend ETF |
SPDR Portfolio S&P 500 Value ETF |
SPDR Portfolio S&P 600 Small Cap ETF |
SPDR Portfolio S&P 1500 Composite Stock Market ETF |
SPDR S&P Aerospace & Defense ETF |
SPDR S&P Bank ETF |
SPDR S&P Biotech ETF |
SPDR S&P Dividend ETF |
SPDR S&P Homebuilders ETF |
SPDR S&P Oil & Gas Exploration & Production ETF |
SPDR S&P Regional Banking ETF |
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Management’s Discussion of Fund Performance, Performance Summaries & Portfolio Statistics (Unaudited) | |
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Schedules of Investments | |
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Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
Dow Jones U.S. Select REIT Index | Net
Asset Value |
Market
Value |
Dow Jones U.S. Select REIT Index | ||
ONE YEAR | (0.81)% | (0.90)% | (0.69)% | (0.81)% | (0.90)% | (0.69)% | |
FIVE YEARS | 16.04% | 15.96% | 17.51% | 3.02% | 3.01% | 3.28% | |
TEN YEARS | 70.55% | 70.44% | 74.97% | 5.48% | 5.48% | 5.75% |
Description | % of Net Assets | ||
Prologis, Inc. REIT | 12.3% | ||
Equinix, Inc. REIT | 7.9 | ||
Public Storage REIT | 5.0 | ||
Realty Income Corp. REIT | 4.4 | ||
Welltower, Inc. REIT | 4.3 | ||
Simon Property Group, Inc. REIT | 4.1 | ||
Digital Realty Trust, Inc. REIT | 3.6 | ||
AvalonBay Communities, Inc. REIT | 2.9 | ||
Equity Residential REIT | 2.4 | ||
Extra Space Storage, Inc. REIT | 2.2 | ||
TOTAL | 49.1% |
% of Net Assets | |||
Industrial REITs | 17.8% | ||
Retail REITs | 16.7 | ||
Multi-Family Residential REITs | 13.1 | ||
Data Center REITs | 11.5 | ||
Health Care REITs | 10.6 | ||
Self Storage REITs | 9.8 | ||
Single-Family Residential REITs | 6.6 | ||
Office REITs | 5.8 | ||
Hotel & Resort REITs | 3.8 | ||
Diversified REITs | 2.6 | ||
Other Specialized REITs | 0.6 | ||
Short-Term Investments | 2.0 | ||
Liabilities in Excess of Other Assets | (0.9) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value(1) |
Market
Value(1) |
S&P MidCap 400 Index(2) | Net
Asset Value(1) |
Market
Value(1) |
S&P MidCap 400 Index(2) | ||
ONE YEAR | 17.60% | 17.61% | 17.61% | 17.60% | 17.61% | 17.61% | |
FIVE YEARS | 42.68% | 42.68% | 43.02% | 7.37% | 7.37% | 7.42% | |
TEN YEARS | 153.31% | 153.36% | 155.27% | 9.74% | 9.74% | 9.82% |
(1) | Effective January 24, 2020, the Fund changed its benchmark index from the S&P 1000 Index to the S&P MidCap 400 Index. Effective August 31, 2016, the Fund changed its benchmark index from the Russell Small Cap Completeness Index to the S&P 1000 Index. Effective July 13, 2013, the Fund changed its benchmark from the Dow Jones U.S. Mid-Cap Total Stock Market Index to the Russell Small Cap Completeness Index. The Fund’s performance in the tables above and the graph below is based on the Fund’s prior investment strategy to track different benchmark indices for periods prior to January 24, 2020. |
(2) | Index returns represent the Fund’s prior benchmark indices from June 30, 2010 through January 24, 2020 and the S&P MidCap 400 Index from January 24, 2020 through June 30, 2023. |
Description | % of Net Assets | ||
Hubbell, Inc. | 0.8% | ||
Builders FirstSource, Inc. | 0.8 | ||
Reliance Steel & Aluminum Co. | 0.7 | ||
Graco, Inc. | 0.6 | ||
Jabil, Inc. | 0.6 | ||
Deckers Outdoor Corp. | 0.6 | ||
Lattice Semiconductor Corp. | 0.6 | ||
Penumbra, Inc. | 0.6 | ||
Carlisle Cos., Inc. | 0.6 | ||
Watsco, Inc. | 0.5 | ||
TOTAL | 6.4% |
% of Net Assets | |||
Industrials | 22.9% | ||
Consumer Discretionary | 14.9 | ||
Financials | 13.5 | ||
Information Technology | 10.4 | ||
Health Care | 9.5 | ||
Real Estate | 7.4 | ||
Materials | 7.3 | ||
Consumer Staples | 4.3 | ||
Energy | 4.2 | ||
Utilities | 3.3 | ||
Communication Services | 2.1 | ||
Short-Term Investments | 5.3 | ||
Liabilities in Excess of Other Assets | (5.1) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value(1) |
Market
Value(1) |
S&P 500 Index(2) | Net
Asset Value(1) |
Market
Value(1) |
S&P 500 Index(2) | ||
ONE YEAR | 19.58% | 19.51% | 19.59% | 19.58% | 19.51% | 19.59% | |
FIVE YEARS | 78.50% | 78.41% | 78.83% | 12.29% | 12.28% | 12.33% | |
TEN YEARS | 233.09% | 232.76% | 235.03% | 12.79% | 12.77% | 12.85% |
(1) | Effective January 24, 2020, the Fund changed its benchmark index from the SSGA Large Cap Index to the S&P 500 Index. Effective November 16, 2017, the Fund changed its benchmark index from the Russell 1000 Index to the SSGA Large Cap Index. Effective July 9, 2013, the Fund changed its benchmark index from the Dow Jones U.S. Large-Cap Total Stock Market Index to the Russell 1000 Index. The Fund’s performance in the tables above and graph below is based on the Fund’s prior investment strategy to track a different benchmark index for periods prior to January 24, 2020. |
(2) | Index returns represent the Fund’s prior benchmark indices from June 30, 2011 through January 23, 2020 and the S&P 500 Index from January 24, 2020 through June 30, 2023. |
Description | % of Net Assets | ||
Apple, Inc. | 7.7% | ||
Microsoft Corp. | 6.8 | ||
Amazon.com, Inc. | 3.1 | ||
NVIDIA Corp. | 2.8 | ||
Alphabet, Inc. Class A | 1.9 | ||
Tesla, Inc. | 1.9 | ||
Meta Platforms, Inc. Class A | 1.7 | ||
Alphabet, Inc. Class C | 1.6 | ||
Berkshire Hathaway, Inc. Class B | 1.6 | ||
UnitedHealth Group, Inc. | 1.2 | ||
TOTAL | 30.3% |
% of Net Assets | |||
Information Technology | 28.1% | ||
Health Care | 13.4 | ||
Financials | 12.4 | ||
Consumer Discretionary | 10.6 | ||
Industrials | 8.6 | ||
Communication Services | 8.4 | ||
Consumer Staples | 6.6 | ||
Energy | 4.1 | ||
Utilities | 2.5 | ||
Materials | 2.5 | ||
Real Estate | 2.4 | ||
Short-Term Investments | 0.3 | ||
Other Assets in Excess of Liabilities | 0.1 | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P 500 Growth Index | Net
Asset Value |
Market
Value |
S&P 500 Growth Index | ||
ONE YEAR | 18.21% | 18.05% | 18.25% | 18.21% | 18.05% | 18.25% | |
FIVE YEARS | 83.82% | 83.78% | 84.32% | 12.95% | 12.94% | 13.01% | |
TEN YEARS | 282.65% | 282.77% | 286.95% | 14.36% | 14.37% | 14.49% |
Description | % of Net Assets | ||
Apple, Inc. | 14.2% | ||
Microsoft Corp. | 7.3 | ||
NVIDIA Corp. | 5.2 | ||
Alphabet, Inc. Class A | 3.5 | ||
Tesla, Inc. | 3.5 | ||
Alphabet, Inc. Class C | 3.1 | ||
Amazon.com, Inc. | 2.7 | ||
UnitedHealth Group, Inc. | 2.2 | ||
Exxon Mobil Corp. | 2.1 | ||
Visa, Inc. Class A | 1.9 | ||
TOTAL | 45.7% |
% of Net Assets | |||||
Information Technology | 37.0% | ||||
Health Care | 17.1 | ||||
Consumer Discretionary | 10.4 | ||||
Communication Services | 7.1 | ||||
Financials | 6.9 | ||||
Consumer Staples | 6.5 | ||||
Energy | 6.4 | ||||
Industrials | 5.3 | ||||
Materials | 2.0 | ||||
Real Estate | 0.7 | ||||
Utilities | 0.5 | ||||
Short-Term Investment | 0.0 * | ||||
Other Assets in Excess of Liabilities | 0.1 | ||||
TOTAL | 100.0% | ||||
* | Amount shown represents less than 0.05% of net assets. |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value(1) |
Market
Value(1) |
S&P 500 High Dividend Index | Net
Asset Value(1) |
Market
Value(1) |
S&P 500 High Dividend Index | ||
ONE YEAR | (2.46)% | (2.57)% | (2.60)% | (2.46)% | (2.57)% | (2.60)% | |
FIVE YEARS | 26.65% | 26.59% | 26.67% | 4.84% | 4.83% | 4.84% | |
SINCE INCEPTION | 77.99% | 77.94% | 78.71% | 7.78% | 7.78% | 7.84% |
(1) | For the period October 21, 2015 to June 30, 2023. Since shares of the Fund did not trade in the secondary market until the day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (10/21/15, 10/22/15, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
Description | % of Net Assets | ||
Ford Motor Co. | 1.7% | ||
Darden Restaurants, Inc. | 1.6 | ||
NRG Energy, Inc. | 1.6 | ||
Omnicom Group, Inc. | 1.6 | ||
Pinnacle West Capital Corp. | 1.6 | ||
AvalonBay Communities, Inc. REIT | 1.6 | ||
Iron Mountain, Inc. REIT | 1.5 | ||
Essex Property Trust, Inc. REIT | 1.5 | ||
Stanley Black & Decker, Inc. | 1.5 | ||
Digital Realty Trust, Inc. REIT | 1.5 | ||
TOTAL | 15.7% |
% of Net Assets | |||
Real Estate | 22.9% | ||
Financials | 17.5 | ||
Utilities | 14.0 | ||
Consumer Discretionary | 9.2 | ||
Consumer Staples | 7.9 | ||
Materials | 7.7 | ||
Communication Services | 5.6 | ||
Energy | 5.3 | ||
Health Care | 3.5 | ||
Information Technology | 2.8 | ||
Industrials | 2.8 | ||
Short-Term Investments | 1.3 | ||
Liabilities in Excess of Other Assets | (0.5) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P 500 Value Index | Net
Asset Value |
Market
Value |
S&P 500 Value Index | ||
ONE YEAR | 19.94% | 19.85% | 19.99% | 19.94% | 19.85% | 19.99% | |
FIVE YEARS | 64.84% | 64.75% | 65.31% | 10.51% | 10.50% | 10.58% | |
TEN YEARS | 168.99% | 168.93% | 171.71% | 10.40% | 10.40% | 10.51% |
Description | % of Net Assets | ||
Microsoft Corp. | 6.2% | ||
Meta Platforms, Inc. Class A | 3.7 | ||
Amazon.com, Inc. | 3.7 | ||
Berkshire Hathaway, Inc. Class B | 3.6 | ||
JPMorgan Chase & Co. | 2.5 | ||
Walmart, Inc. | 1.3 | ||
Cisco Systems, Inc. | 1.2 | ||
Salesforce, Inc. | 1.2 | ||
Bank of America Corp. | 1.2 | ||
Netflix, Inc. | 1.2 | ||
TOTAL | 25.8% |
% of Net Assets | |||
Financials | 18.9% | ||
Information Technology | 17.9 | ||
Industrials | 12.4 | ||
Consumer Discretionary | 11.0 | ||
Communication Services | 9.8 | ||
Health Care | 9.0 | ||
Consumer Staples | 6.9 | ||
Utilities | 5.1 | ||
Real Estate | 4.4 | ||
Materials | 3.1 | ||
Energy | 1.4 | ||
Short-Term Investments | 0.3 | ||
Liabilities in Excess of Other Assets | (0.2) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value(1) (2) |
Market
Value(1) (2) |
S&P SmallCap 600 Index(3) | Net
Asset Value(1) (2) |
Market
Value(1) (2) |
S&P SmallCap 600 Index(3) | ||
ONE YEAR | 9.75% | 9.72% | 9.75% | 9.75% | 9.72% | 9.75% | |
FIVE YEARS | 30.34% | 30.31% | 30.65% | 5.44% | 5.44% | 5.49% | |
SINCE INCEPTION(2) | 128.90% | 128.88% | 128.98% | 8.65% | 8.65% | 8.66% |
(1) | Effective January 24, 2020, the Fund changed its benchmark index from the SSGA Small Cap Index to the S&P SmallCap 600 Index. Effective November 16, 2017, the Fund changed its benchmark index from the Russell 2000 Index to the SSGA Small Cap Index. The Fund’s performance in the tables above and graph below is based on the Fund’s prior investment strategy to track different indices for periods prior to January 24, 2020. |
(2) | For the period July 8, 2013 to June 30, 2023. Since shares of the Fund did not trade in the secondary market until one day after the Fund’s inception, for the period from inception to the first day of secondary market trading in shares of the Fund (7/8/13, 7/9/13, respectively), the NAV of the Fund is used as a proxy for the secondary market trading price to calculate market returns. |
(3) | Index returns represent the Fund’s prior benchmark indices from July 8, 2013 through January 23, 2020 and the S&P SmallCap 600 Index from January 24, 2020 through June 30, 2023. |
Description | % of Net Assets | ||
SPS Commerce, Inc. | 0.7% | ||
Rambus, Inc. | 0.7 | ||
Axcelis Technologies, Inc. | 0.6 | ||
Comfort Systems USA, Inc. | 0.6 | ||
elf Beauty, Inc. | 0.6 | ||
Onto Innovation, Inc. | 0.6 | ||
ATI, Inc. | 0.6 | ||
Applied Industrial Technologies, Inc. | 0.6 | ||
Ensign Group, Inc. | 0.5 | ||
Meritage Homes Corp. | 0.5 | ||
TOTAL | 6.0% |
% of Net Assets | |||
Industrials | 17.8% | ||
Financials | 16.1 | ||
Information Technology | 14.1 | ||
Consumer Discretionary | 13.6 | ||
Health Care | 10.8 | ||
Real Estate | 7.7 | ||
Materials | 5.7 | ||
Consumer Staples | 4.9 | ||
Energy | 4.6 | ||
Communication Services | 2.5 | ||
Utilities | 2.0 | ||
Short-Term Investments | 8.7 | ||
Liabilities in Excess of Other Assets | (8.5) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value(1) |
Market
Value(1) |
S&P Composite 1500 Index(2) | Net
Asset Value(1) |
Market
Value(1) |
S&P Composite 1500 Index(2) | ||
ONE YEAR | 19.26% | 19.13% | 19.24% | 19.26% | 19.13% | 19.24% | |
FIVE YEARS | 74.59% | 74.48% | 74.57% | 11.79% | 11.78% | 11.79% | |
TEN YEARS | 225.59% | 225.72% | 226.52% | 12.53% | 12.53% | 12.56% |
(1) | Effective January 24, 2020, the Fund changed it's benchmark index from the SSGA Total Stock Market Index to the S&P Composite 1500 Index. Effective November 16, 2017, the Fund changed its benchmark index from the Russell 3000 Index to the SSGA Total Stock Market Index. Effective July 9, 2013, the Fund changed its benchmark index from the Dow Jones U.S. Total Stock Market Index to the Russell 3000 Index. The Fund’s performance in the tables above is based on the Fund’s prior investment strategy to track different benchmark indices for periods prior to January 24, 2020. |
(2) | Index returns represent the Fund’s prior benchmark indices from June 30, 2011 through January 23, 2020 and the S&P Composite 1500 Index from January 24, 2020 through June 30, 2023. |
Description | % of Net Assets | ||
Apple, Inc. | 7.1% | ||
Microsoft Corp. | 6.2 | ||
Amazon.com, Inc. | 2.9 | ||
NVIDIA Corp. | 2.6 | ||
Alphabet, Inc. Class A | 1.8 | ||
Tesla, Inc. | 1.7 | ||
Meta Platforms, Inc. Class A | 1.6 | ||
Alphabet, Inc. Class C | 1.5 | ||
Berkshire Hathaway, Inc. Class B | 1.5 | ||
UnitedHealth Group, Inc. | 1.1 | ||
TOTAL | 28.0% |
% of Net Assets | |||
Information Technology | 26.9% | ||
Health Care | 13.1 | ||
Financials | 12.6 | ||
Consumer Discretionary | 11.0 | ||
Industrials | 9.7 | ||
Communication Services | 7.9 | ||
Consumer Staples | 6.4 | ||
Energy | 4.1 | ||
Materials | 2.9 | ||
Real Estate | 2.7 | ||
Utilities | 2.5 | ||
Short-Term Investments | 0.6 | ||
Liabilities in Excess of Other Assets | (0.4) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Aerospace & Defense Select Industry Index | Net
Asset Value |
Market
Value |
S&P Aerospace & Defense Select Industry Index | ||
ONE YEAR | 21.49% | 21.43% | 21.88% | 21.49% | 21.43% | 21.88% | |
FIVE YEARS | 45.21% | 45.14% | 47.61% | 7.75% | 7.73% | 8.10% | |
TEN YEARS | 254.79% | 254.75% | 267.45% | 13.50% | 13.50% | 13.90% |
Description | % of Net Assets | ||
TransDigm Group, Inc. | 4.5% | ||
BWX Technologies, Inc. | 4.4 | ||
HEICO Corp. | 4.3 | ||
Howmet Aerospace, Inc. | 4.3 | ||
Woodward, Inc. | 4.3 | ||
Huntington Ingalls Industries, Inc. | 4.2 | ||
Curtiss-Wright Corp. | 4.2 | ||
Hexcel Corp. | 4.2 | ||
L3Harris Technologies, Inc. | 4.2 | ||
Textron, Inc. | 4.1 | ||
TOTAL | 42.7% |
% of Net Assets | |||
Aerospace & Defense | 99.9% | ||
Short-Term Investments | 5.1 | ||
Liabilities in Excess of Other Assets | (5.0) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Banks Select Industry Index | Net
Asset Value |
Market
Value |
S&P Banks Select Industry Index | ||
ONE YEAR | (15.33)% | (15.38)% | (15.17)% | (15.33)% | (15.38)% | (15.17)% | |
FIVE YEARS | (12.68)% | (12.72)% | (11.46)% | (2.68)% | (2.68)% | (2.41)% | |
TEN YEARS | 55.55% | 55.26% | 60.50% | 4.52% | 4.50% | 4.84% |
Description | % of Net Assets | ||
Apollo Global Management, Inc. | 1.6% | ||
Wintrust Financial Corp. | 1.6 | ||
Jackson Financial, Inc. Class A | 1.6 | ||
JPMorgan Chase & Co. | 1.6 | ||
New York Community Bancorp, Inc. | 1.6 | ||
Equitable Holdings, Inc. | 1.6 | ||
Pinnacle Financial Partners, Inc. | 1.5 | ||
Old National Bancorp | 1.5 | ||
Wells Fargo & Co. | 1.5 | ||
Bank OZK | 1.5 | ||
TOTAL | 15.6% |
% of Net Assets | |||
Banks | 86.0% | ||
Financial Services | 13.8 | ||
Short-Term Investments | 4.6 | ||
Liabilities in Excess of Other Assets | (4.4) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Biotechnology Select Industry Index | Net
Asset Value |
Market
Value |
S&P Biotechnology Select Industry Index | ||
ONE YEAR | 12.15% | 11.99% | 12.13% | 12.15% | 11.99% | 12.13% | |
FIVE YEARS | (12.28)% | (12.27)% | (12.10)% | (2.59)% | (2.58)% | (2.55)% | |
TEN YEARS | 146.36% | 146.41% | 142.55% | 9.43% | 9.44% | 9.26% |
Description | % of Net Assets | ||
Catalyst Pharmaceuticals, Inc. | 1.3% | ||
Blueprint Medicines Corp. | 1.2 | ||
Bridgebio Pharma, Inc. | 1.2 | ||
Exact Sciences Corp. | 1.2 | ||
Halozyme Therapeutics, Inc. | 1.2 | ||
Vertex Pharmaceuticals, Inc. | 1.2 | ||
REVOLUTION Medicines, Inc. | 1.1 | ||
Horizon Therapeutics PLC | 1.1 | ||
IVERIC bio, Inc. | 1.1 | ||
Incyte Corp. | 1.1 | ||
TOTAL | 11.7% |
% of Net Assets | |||
Biotechnology | 99.5% | ||
Pharmaceuticals | 0.5 | ||
Health Care Providers & Services | 0.0* | ||
Short-Term Investments | 9.9 | ||
Liabilities in Excess of Other Assets | (9.9) | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P High Yield Dividend Aristocrats Index | Net
Asset Value |
Market
Value |
S&P High Yield Dividend Aristocrats Index | ||
ONE YEAR | 6.06% | 5.97% | 6.34% | 6.06% | 5.97% | 6.34% | |
FIVE YEARS | 52.17% | 52.09% | 54.68% | 8.76% | 8.75% | 9.11% | |
TEN YEARS | 167.19% | 167.24% | 177.50% | 10.33% | 10.33% | 10.75% |
Description | % of Net Assets | ||
3M Co. | 1.9% | ||
International Business Machines Corp. | 1.9 | ||
NNN REIT, Inc. REIT | 1.7 | ||
Essex Property Trust, Inc. REIT | 1.7 | ||
Stanley Black & Decker, Inc. | 1.6 | ||
Realty Income Corp. REIT | 1.6 | ||
Walgreens Boots Alliance, Inc. | 1.6 | ||
Franklin Resources, Inc. | 1.5 | ||
Federal Realty Investment Trust REIT | 1.5 | ||
T Rowe Price Group, Inc. | 1.5 | ||
TOTAL | 16.5% |
% of Net Assets | |||
Industrials | 19.6% | ||
Consumer Staples | 16.4 | ||
Utilities | 14.5 | ||
Financials | 14.0 | ||
Materials | 9.6 | ||
Real Estate | 6.5 | ||
Health Care | 5.6 | ||
Consumer Discretionary | 5.1 | ||
Information Technology | 3.0 | ||
Energy | 2.2 | ||
Communication Services | 0.5 | ||
Short-Term Investments | 4.5 | ||
Liabilities in Excess of Other Assets | (1.5) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Homebuilders Select Industry Index | Net
Asset Value |
Market
Value |
S&P Homebuilders Select Industry Index | ||
ONE YEAR | 48.39% | 48.25% | 48.96% | 48.39% | 48.25% | 48.96% | |
FIVE YEARS | 112.82% | 112.68% | 115.97% | 16.31% | 16.29% | 16.65% | |
TEN YEARS | 194.88% | 194.91% | 203.90% | 11.42% | 11.42% | 11.76% |
Description | % of Net Assets | ||
Builders FirstSource, Inc. | 3.9% | ||
Owens Corning | 3.9 | ||
Carlisle Cos., Inc. | 3.9 | ||
Carrier Global Corp. | 3.9 | ||
Lennar Corp. Class A | 3.9 | ||
NVR, Inc. | 3.8 | ||
Trane Technologies PLC | 3.8 | ||
Floor & Decor Holdings, Inc. Class A | 3.8 | ||
Lowe's Cos., Inc. | 3.8 | ||
PulteGroup, Inc. | 3.8 | ||
TOTAL | 38.5% |
% of Net Assets | |||
Building Products | 45.9% | ||
Homebuilding | 32.3 | ||
Home Improvement Retail | 11.3 | ||
Household Appliances | 3.7 | ||
Homefurnishing Retail | 3.5 | ||
Home Furnishings | 3.2 | ||
Short-Term Investments | 4.7 | ||
Liabilities in Excess of Other Assets | (4.6) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Oil & Gas Exploration & Production Select Industry Index | Net
Asset Value |
Market
Value |
S&P Oil & Gas Exploration & Production Select Industry Index | ||
ONE YEAR | 11.22% | 11.26% | 11.41% | 11.22% | 11.26% | 11.41% | |
FIVE YEARS | (16.85)% | (16.86)% | (15.99)% | (3.62)% | (3.63)% | (3.42)% | |
TEN YEARS | (35.26)% | (35.23)% | (34.31)% | (4.26)% | (4.25)% | (4.12)% |
Description | % of Net Assets | ||
Southwestern Energy Co. | 2.6% | ||
SM Energy Co. | 2.5 | ||
Antero Resources Corp. | 2.5 | ||
EQT Corp. | 2.4 | ||
Permian Resources Corp. | 2.4 | ||
Callon Petroleum Co. | 2.4 | ||
Valero Energy Corp. | 2.4 | ||
Range Resources Corp. | 2.4 | ||
Marathon Petroleum Corp. | 2.4 | ||
Matador Resources Co. | 2.3 | ||
TOTAL | 24.3% |
% of Net Assets | |||
Oil, Gas & Consumable Fuels | 99.8% | ||
Short-Term Investments | 8.6 | ||
Liabilities in Excess of Other Assets | (8.4) | ||
TOTAL | 100.0% |
Cumulative Total Return | Average Annual Total Return | ||||||
Net
Asset Value |
Market
Value |
S&P Regional Banks Select Industry Index | Net
Asset Value |
Market
Value |
S&P Regional Banks Select Industry Index | ||
ONE YEAR | (27.47)% | (27.53)% | (27.35)% | (27.47)% | (27.53)% | (27.35)% | |
FIVE YEARS | (23.32)% | (23.34)% | (22.24)% | (5.17)% | (5.18)% | (4.91)% | |
TEN YEARS | 50.00% | 49.80% | 55.25% | 4.14% | 4.12% | 4.50% |
Description | % of Net Assets | ||
New York Community Bancorp, Inc. | 2.2% | ||
Bank OZK | 2.1 | ||
East West Bancorp, Inc. | 2.1 | ||
Huntington Bancshares, Inc. | 2.1 | ||
Cullen/Frost Bankers, Inc. | 2.1 | ||
Synovus Financial Corp. | 2.1 | ||
M&T Bank Corp. | 2.1 | ||
Webster Financial Corp. | 2.1 | ||
Regions Financial Corp. | 2.0 | ||
Pinnacle Financial Partners, Inc. | 2.0 | ||
TOTAL | 20.9% |
% of Net Assets | |||
Banks | 99.7% | ||
Short-Term Investments | 3.0 | ||
Liabilities in Excess of Other Assets | (2.7) | ||
TOTAL | 100.0% |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
DJ US Real Estate Index (long) | 405 | 09/15/2023 | $13,422,388 | $13,642,859 | $220,471 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,327,964,941 | $— | $— | $1,327,964,941 | ||||
Short-Term Investments
|
26,983,645 | — | — | 26,983,645 | ||||
TOTAL INVESTMENTS
|
$1,354,948,586 | $— | $— | $1,354,948,586 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 220,471 | $— | $— | $ 220,471 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 220,471 | $— | $— | $ 220,471 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
6,087,611 | $ 6,087,002 | $138,597,532 | $137,444,712 | $8,921 | $144 | 7,247,438 | $ 7,248,887 | $525,653 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
7,123,081 | 7,123,081 | 365,863,134 | 353,251,457 | — | — | 19,734,758 | 19,734,758 | 51,010 | ||||||||
Total
|
$13,210,083 | $504,460,666 | $490,696,169 | $8,921 | $144 | $26,983,645 | $576,663 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$6,698,431,239 | $— | $ 0(a) | $6,698,431,239 | ||||
Short-Term Investments
|
359,371,967 | — | — | 359,371,967 | ||||
TOTAL INVESTMENTS
|
$7,057,803,206 | $— | $ 0 | $7,057,803,206 |
(a) | Fund held a Level 3 security that was valued at $0 at June 30, 2023. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,942,263 | $ 1,942,068 | $ 276,699,639 | $ 272,871,619 | $3,336 | $25 | 5,772,295 | $ 5,773,449 | $ 226,367 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
88,463,327 | 88,463,327 | 2,321,226,124 | 2,056,090,933 | — | — | 353,598,518 | 353,598,518 | 1,989,368 | ||||||||
Total
|
$90,405,395 | $2,597,925,763 | $2,328,962,552 | $3,336 | $25 | $359,371,967 | $2,215,735 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 335 | 09/15/2023 | $72,761,823 | $75,178,188 | $2,416,365 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$18,698,148,383 | $— | $— | $18,698,148,383 | ||||
Short-Term Investments
|
68,060,971 | — | — | 68,060,971 | ||||
TOTAL INVESTMENTS
|
$18,766,209,354 | $— | $— | $18,766,209,354 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 2,416,365 | $— | $— | $ 2,416,365 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 2,416,365 | $— | $— | $ 2,416,365 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Corp.
|
145,022 | $ 8,940,606 | $ 5,114,506 | $ 2,930,411 | $102,014 | $1,602,764 | 175,314 | $12,829,479 | $ 414,391 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
17,034,408 | 17,032,705 | 471,160,950 | 427,934,770 | 4,289 | 1,472 | 60,252,596 | 60,264,646 | 1,883,485 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
24,284,921 | 24,284,921 | 888,254,973 | 904,743,569 | — | — | 7,796,325 | 7,796,325 | 194,614 | ||||||||
Total
|
$50,258,232 | $1,364,530,429 | $1,335,608,750 | $106,303 | $1,604,236 | $80,890,450 | $2,492,490 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$17,713,440,578 | $— | $— | $17,713,440,578 | ||||
Short-Term Investment
|
8,292,708 | — | — | 8,292,708 | ||||
TOTAL INVESTMENTS
|
$17,721,733,286 | $— | $— | $17,721,733,286 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
8,873,678 | $ 8,872,791 | $285,887,504 | $286,474,173 | $6,222 | $364 | 8,291,050 | $8,292,708 | $512,085 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
4,385,456 | 4,385,456 | 126,664,732 | 131,050,188 | — | — | — | — | 3,092 | ||||||||
Total
|
$13,258,247 | $412,552,236 | $417,524,361 | $6,222 | $364 | $8,292,708 | $515,177 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 183 | 09/15/2023 | $39,700,378 | $41,067,487 | $1,367,109 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$6,460,202,864 | $— | $— | $6,460,202,864 | ||||
Short-Term Investments
|
82,082,549 | — | — | 82,082,549 | ||||
TOTAL INVESTMENTS
|
$6,542,285,413 | $— | $— | $6,542,285,413 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 1,367,109 | $— | $— | $ 1,367,109 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 1,367,109 | $— | $— | $ 1,367,109 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Corp.
|
— | $ — | $ 143,924,867 | $ 173,353,492 | $29,428,625 | $ — | — | $ — | $1,780,253 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
21,462,675 | 21,460,529 | 539,952,090 | 536,666,201 | (1,850) | 676 | 24,740,296 | 24,745,244 | 967,700 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
34,115,540 | 34,115,540 | 1,905,006,226 | 1,881,784,461 | — | — | 57,337,305 | 57,337,305 | 395,300 | ||||||||
Total
|
$55,576,069 | $2,588,883,183 | $2,591,804,154 | $29,426,775 | $676 | $82,082,549 | $3,143,253 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$16,028,860,843 | $— | $— | $16,028,860,843 | ||||
Short-Term Investments
|
52,012,983 | — | — | 52,012,983 | ||||
TOTAL INVESTMENTS
|
$16,080,873,826 | $— | $— | $16,080,873,826 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Corp.
|
273,716 | $16,874,591 | $ 14,688,979 | $ 11,232,470 | $(897,410) | $3,604,325 | 314,813 | $23,038,015 | $ 795,096 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
10,884,249 | 10,883,160 | 508,586,724 | 505,918,549 | 5,926 | 385 | 13,554,935 | 13,557,646 | 811,579 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
10,551,864 | 10,551,864 | 919,024,124 | 891,120,651 | — | — | 38,455,337 | 38,455,337 | 159,584 | ||||||||
Total
|
$38,309,615 | $1,442,299,827 | $1,408,271,670 | $(891,484) | $3,604,710 | $75,050,998 | $1,766,259 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini Russell 2000 Index (long) | 62 | 09/15/2023 | $5,895,111 | $5,901,470 | $6,359 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$7,638,263,146 | $3,352 | $ 0(a) | $7,638,266,498 | ||||
Short-Term Investments
|
663,592,831 | — | — | 663,592,831 | ||||
TOTAL INVESTMENTS
|
$8,301,855,977 | $3,352 | $ 0 | $8,301,859,329 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 6,359 | $ — | $— | $ 6,359 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 6,359 | $ — | $— | $ 6,359 |
(a) | Fund held a Level 3 security that was valued at $0 at June 30, 2023. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
6,586,637 | $ 6,585,978 | $ 234,161,687 | $ 236,083,389 | $(208) | $86 | 4,663,221 | $ 4,664,154 | $ 188,639 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
162,702,935 | 162,702,935 | 1,878,812,610 | 1,382,586,868 | — | — | 658,928,677 | 658,928,677 | 1,175,774 | ||||||||
Total
|
$169,288,913 | $ 2,112,974,297 | $1,618,670,257 | $(208) | $86 | $663,592,831 | $1,364,413 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 57 | 09/15/2023 | $12,389,663 | $12,791,512 | $401,849 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$6,525,507,024 | $1,459 | $ 0(a) | $6,525,508,483 | ||||
Preferred Stocks
|
210 | — | — | 210 | ||||
Warrants
|
3,657 | — | — | 3,657 | ||||
Short-Term Investments
|
38,291,269 | — | — | 38,291,269 | ||||
TOTAL INVESTMENTS
|
$6,563,802,160 | $1,459 | $ 0 | $6,563,803,619 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 401,849 | $ — | $— | $ 401,849 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 401,849 | $ — | $— | $ 401,849 |
(a) | The Fund held Level 3 securities that were valued at $0 at June 30, 2023. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Corp.
|
51,584 | $ 3,180,154 | $ 767,069 | $ 427,159 | $56,573 | $554,740 | 56,455 | $ 4,131,377 | $ 139,025 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
8,667,918 | 8,667,051 | 135,033,207 | 134,284,639 | 4,572 | 1,809 | 9,420,116 | 9,422,000 | 763,968 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
23,177,441 | 23,177,441 | 330,087,944 | 324,396,116 | — | — | 28,869,269 | 28,869,269 | 189,191 | ||||||||
Total
|
$35,024,646 | $465,888,220 | $459,107,914 | $61,145 | $556,549 | $42,422,646 | $1,092,184 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,536,670,303 | $— | $— | $1,536,670,303 | ||||
Short-Term Investments
|
78,047,876 | — | — | 78,047,876 | ||||
TOTAL INVESTMENTS
|
$1,614,718,179 | $— | $— | $1,614,718,179 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation(a) |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
Astra Space, Inc.
|
13,319,101 | $ 17,314,831 | $ 620,250 | $ 10,632,501 | $(67,286,078) | $ —* | — | $ —* | $ — | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,151,407 | 1,151,292 | 18,467,584 | 18,216,601 | 285 | 90 | 1,402,370 | 1,402,650 | 59,861 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
44,046,656 | 44,046,656 | 513,914,593 | 481,316,023 | — | — | 76,645,226 | 76,645,226 | 528,047 | ||||||||
Virgin Galactic Holdings, Inc.
|
6,988,758 | 42,072,323 | 45,197,622 | 7,327,908 | (7,861,679) | (12,867,306) | 15,261,096 | 59,213,052 | — | ||||||||
Total
|
$104,585,102 | $578,200,049 | $517,493,033 | $(75,147,472) | $(12,867,216) | $137,260,928 | $587,908 |
(a) | Does not include change in unrealized appreciation and depreciation from investments that are no longer affiliates at period ended June 30, 2023. |
* | As of June 30, 2023, no longer an affiliate. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,349,434,998 | $— | $— | $1,349,434,998 | ||||
Short-Term Investments
|
61,634,435 | — | — | 61,634,435 | ||||
TOTAL INVESTMENTS
|
$ 1,411,069,433 | $— | $— | $ 1,411,069,433 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
2,302,583 | $ 2,302,353 | $ 93,387,658 | $ 95,274,402 | $766 | $— | 416,292 | $ 416,375 | $ 63,017 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
40,635,342 | 40,635,342 | 609,763,166 | 589,180,448 | — | — | 61,218,060 | 61,218,060 | 755,490 | ||||||||
Total
|
$42,937,695 | $703,150,824 | $684,454,850 | $766 | $— | $61,634,435 | $818,507 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$6,444,925,627 | $75,464 | $ 0(a) | $6,445,001,091 | ||||
Short-Term Investments
|
635,860,200 | — | — | 635,860,200 | ||||
TOTAL INVESTMENTS
|
$7,080,785,827 | $75,464 | $ 0 | $7,080,861,291 |
(a) | Fund held a Level 3 security that was valued at $0 at June 30, 2023. |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation(a) |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
Agenus, Inc.
|
18,403,960 | $ 35,703,682 | $ 88,150,550 | $ 99,303,926 | $ (10,161,220) | $ —* | — | $ —* | $ 583,867 | ||||||||
Albireo Pharma, Inc.
|
1,080,042 | 21,449,634 | 9,668,069 | 28,274,479 | (10,142,880) | —* | — | —* | — | ||||||||
Allogene Therapeutics, Inc.
|
4,078,245 | 46,491,993 | 126,641,892 | 99,761,045 | 5,233,017 | —* | — | —* | — | ||||||||
Altimmune, Inc.
|
— | — | 142,188,589 | 97,893,642 | (44,294,947) | —* | — | —* | — | ||||||||
Anavex Life Sciences Corp.
|
3,138,654 | 31,417,927 | 86,112,603 | 85,103,495 | (6,368,915) | —* | — | —* | — | ||||||||
Arcturus Therapeutics Holdings, Inc.
|
2,239,987 | 35,257,395 | 72,589,676 | 88,643,061 | (15,960,005) | 35,621,439 | 1,355,141 | 38,865,444 | — | ||||||||
Arcus Biosciences, Inc.
|
2,907,308 | 73,671,185 | 165,446,911 | 187,857,160 | (13,704,425) | —* | — | —* | — | ||||||||
Arcutis Biotherapeutics, Inc.
|
791,720 | 16,871,553 | 119,339,231 | 71,893,295 | 762,350 | (24,348,895) | 4,273,971 | 40,730,944 | — | ||||||||
Ardelyx, Inc.
|
— | — | 105,552,175 | 35,361,555 | 2,255,812 | (11,950,929) | 17,845,281 | 60,495,503 | — | ||||||||
Atara Biotherapeutics, Inc.
|
4,178,999 | 32,554,402 | 49,548,546 | 54,837,409 | (45,650,625) | —* | — | —* | — | ||||||||
Avidity Biosciences, Inc.
|
840,385 | 12,210,794 | 127,120,404 | 68,155,489 | 4,054,519 | (23,271,293) | 4,685,206 | 51,958,935 | — |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation(a) |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
Biohaven, Inc
|
— | $ — | $ 106,950,963 | $ 96,692,909 | $ 15,362,789 | $ —* | — | $ —* | $ — | ||||||||
Bioxcel Therapeutics, Inc.
|
— | — | 49,771,419 | 16,829,153 | 1,333,501 | (23,021,073) | 1,689,894 | 11,254,694 | — | ||||||||
Bluebird Bio, Inc.
|
— | — | 205,770,400 | 122,513,209 | (372,671) | (36,536,721) | 14,087,477 | 46,347,799 | — | ||||||||
Bridgebio Pharma, Inc.
|
8,496,876 | 77,151,634 | 155,473,759 | 199,028,081 | (43,284,492) | —* | — | —* | — | ||||||||
CareDx, Inc.
|
3,155,144 | 67,772,493 | 119,924,207 | 116,875,394 | (53,693,975) | 7,793,113 | 2,931,817 | 24,920,444 | — | ||||||||
Catalyst Pharmaceuticals, Inc.
|
3,479,669 | 24,392,480 | 173,778,680 | 142,981,039 | 38,257,797 | (11,300,541) | 6,112,156 | 82,147,377 | — | ||||||||
Coherus Biosciences, Inc.
|
4,238,908 | 30,689,694 | 69,124,939 | 91,888,349 | (33,895,829) | —* | — | —* | — | ||||||||
CTI BioPharma Corp.
|
8,182,914 | 48,851,997 | 156,574,584 | 231,480,592 | 24,852,208 | —* | — | —* | — | ||||||||
Dynavax Technologies Corp.
|
4,945,103 | 62,258,847 | 156,110,530 | 169,078,919 | (3,091,275) | —* | — | —* | — | ||||||||
Editas Medicine, Inc.
|
6,434,010 | 76,114,338 | 157,259,889 | 170,065,444 | (52,545,790) | 29,706,526 | 4,917,317 | 40,469,519 | — | ||||||||
Emergent BioSolutions, Inc
|
2,394,422 | 74,322,859 | 129,281,986 | 102,159,827 | 268,067 | (65,161,212) | 4,973,044 | 36,551,873 | — | ||||||||
Fate Therapeutics, Inc.
|
3,614,664 | 89,571,374 | 193,036,293 | 169,491,137 | (125,855,817) | 51,607,514 | 8,165,594 | 38,868,227 | — | ||||||||
Gossamer Bio, Inc
|
2,677,826 | 22,413,404 | 121,780,046 | 82,094,105 | (66,314,705) | —* | — | —* | — | ||||||||
Heron Therapeutics, Inc.
|
14,121,179 | 39,398,089 | 39,133,308 | 92,086,460 | (78,619,224) | —* | — | —* | — | ||||||||
ImmunoGen, Inc.
|
14,030,427 | 63,136,921 | 159,194,047 | 328,775,645 | 112,750,038 | —* | — | —* | — | ||||||||
Inovio Pharmaceuticals, Inc.
|
27,314,749 | 47,254,516 | 78,506,814 | 97,312,527 | (126,800,978) | —* | — | —* | — | ||||||||
Intercept Pharmaceuticals, Inc.
|
2,863,938 | 39,550,984 | 97,774,083 | 93,970,239 | (5,999,799) | 1,629,458 | 3,524,818 | 38,984,487 | — | ||||||||
Iovance Biotherapeutics, Inc.
|
8,627,590 | 95,248,594 | 173,843,722 | 175,193,918 | (41,683,905) | —* | — | —* | — | ||||||||
iTeos Therapeutics, Inc.
|
1,832,657 | 37,752,734 | 54,137,143 | 75,834,412 | (19,211,261) | —* | — | —* | — | ||||||||
IVERIC bio, Inc.
|
6,575,877 | 63,259,937 | 174,081,325 | 280,991,274 | 64,171,665 | —* | — | —* | — | ||||||||
Karyopharm Therapeutics, Inc.
|
8,590,440 | 38,742,884 | 71,686,037 | 88,936,401 | (44,969,590) | —* | — | —* | — | ||||||||
Kymera Therapeutics, Inc.
|
2,812,391 | 55,375,979 | 129,074,005 | 156,040,610 | (4,503,659) | —* | — | —* | — | ||||||||
Madrigal Pharmaceuticals, Inc.
|
582,168 | 41,671,585 | 237,132,845 | 411,550,414 | 170,503,932 | —* | — | —* | — | ||||||||
MannKind Corp.
|
7,563,925 | 28,818,554 | 147,033,444 | 148,413,706 | 14,815,531 | —* | — | —* | — | ||||||||
Novavax, Inc
|
1,762,978 | 90,669,959 | 206,552,346 | 129,243,268 | 4,370,377 | (101,705,531) | 9,507,925 | 70,643,883 | — | ||||||||
Ocugen, Inc.
|
25,991,796 | 59,001,377 | 63,550,520 | 91,293,871 | (87,352,195) | —* | — | —* | — | ||||||||
PMV Pharmaceuticals, Inc.
|
4,485,362 | 63,916,408 | 60,082,409 | 94,906,639 | (44,136,353) | —* | — | —* | — | ||||||||
Praxis Precision Medicines, Inc.
|
4,299,061 | 10,532,699 | 6,135,009 | 17,654,547 | (9,357,660) | —* | — | —* | — | ||||||||
Protagonist Therapeutics, Inc.
|
5,877,088 | 46,487,766 | 113,786,485 | 140,271,994 | (21,943,700) | —* | — | —* | — | ||||||||
Rhythm Pharmaceuticals, Inc.
|
— | — | 181,029,487 | 125,552,648 | 2,251,859 | —* | — | —* | — | ||||||||
Rigel Pharmaceuticals, Inc.
|
20,357,540 | 23,004,020 | 12,244,017 | 37,133,827 | (7,015,198) | —* | — | —* | — | ||||||||
Seres Therapeutics, Inc.
|
— | — | 69,163,274 | 28,849,754 | (1,629,979) | (7,011,778) | 6,612,059 | 31,671,763 | — | ||||||||
Sorrento Therapeutics, Inc.
|
32,103,984 | 64,529,008 | 85,220,535 | 79,004,894 | (67,196,871) | —* | — | —* | — | ||||||||
SpringWorks Therapeutics, Inc.
|
3,275,904 | 80,652,756 | 156,035,523 | 188,183,959 | (29,248,745) | —* | — | —* | — | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
3,542,794 | 3,542,440 | 416,457,708 | 417,831,044 | 1,644 | 34 | 2,170,348 | 2,170,782 | 232,692 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
592,952,060 | 592,952,060 | 3,096,329,846 | 3,055,592,488 | — | — | 633,689,418 | 633,689,418 | 6,503,320 | ||||||||
TG Therapeutics, Inc.
|
11,433,734 | 48,593,369 | 167,434,199 | 285,090,601 | (3,478,702) | —* | — | —* | — | ||||||||
Travere Therapeutics, Inc.
|
2,445,977 | 59,266,023 | 159,220,848 | 127,714,757 | 1,235,785 | (26,565,851) | 4,260,550 | 65,442,048 | — | ||||||||
Twist Bioscience Corp.
|
2,673,732 | 93,473,671 | 200,633,691 | 190,733,689 | (50,615,099) | 19,618,635 | 3,537,498 | 72,377,209 | — | ||||||||
Vaxart, Inc.
|
10,049,025 | 35,171,588 | 33,305,547 | 40,166,027 | (53,216,382) | —* | — | —* | — | ||||||||
Veracyte, Inc.
|
3,731,943 | 74,265,666 | 164,888,073 | 210,552,590 | (16,621,860) | —* | — | —* | — | ||||||||
Verve Therapeutics, Inc
|
— | — | 194,197,111 | 114,385,302 | (17,554,422) | —* | — | —* | — | ||||||||
Viking Therapeutics, Inc.
|
— | — | 106,268,064 | 90,289,546 | 21,175,403 | —* | — | —* | — | ||||||||
Total
|
$2,775,437,272 | $9,741,327,806 | $10,041,819,765 | $(772,836,859) | $(184,897,105) | $1,387,590,349 | $7,319,879 |
(a) | Does not include change in unrealized appreciation and depreciation from investments that are no longer affiliates at period ended June 30, 2023. |
* | As of June 30, 2023, no longer an affiliate. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 379 | 09/15/2023 | $82,284,218 | $85,052,338 | $2,768,120 |
Pay/Receive
Total Return |
Reference
Entity |
Floating
Rate |
Payment
Frequency |
Currency | Notional
Amount |
Maturity
Date |
Counterparty
(OTC) |
Upfront
Payments Paid Received |
Unrealized
Appreciation (Depreciation) |
Value | ||||||||||
Receive | Community Bank System, Inc. | SOFR + 0.65% | Quarterly | USD | $ 2,992,554 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (85,994) | $ (85,994) | ||||||||||
Receive | United Bankshares, Inc. | SOFR + 0.65% | Quarterly | USD | $ 3,610,042 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (465,022) | $ (465,022) | ||||||||||
Receive | United Bankshares, Inc. | SOFR + 0.65% | Quarterly | USD | $ 3,583,542 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (438,522) | $ (438,522) | ||||||||||
Receive | Community Bank System, Inc. | SOFR + 0.65% | Quarterly | USD | $ 2,933,034 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (26,474) | $ (26,474) | ||||||||||
Receive | Bank OZK | SOFR + 0.65% | Quarterly | USD | $ 6,145,316 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 509,196 | $ 509,196 | ||||||||||
Receive | Bank OZK | SOFR + 0.65% | Quarterly | USD | $13,132,287 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 1,767,073 | $ 1,767,073 | ||||||||||
Receive | Bank OZK | SOFR + 0.65% | Quarterly | USD | $16,185,255 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 2,489,145 | $ 2,489,145 | ||||||||||
Receive | Community Bank System, Inc. | SOFR + 0.65% | Quarterly | USD | $ 3,115,662 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (21,582) | $ (21,582) | ||||||||||
Receive | United Bankshares, Inc. | SOFR + 0.65% | Quarterly | USD | $ 4,183,388 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (504,308) | $ (504,308) | ||||||||||
Receive | Bank OZK | SOFR + 0.65% | Quarterly | USD | $ 9,504,164 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 1,766,017 | $ 1,766,017 | ||||||||||
Receive | Community Bank System, Inc. | SOFR + 0.65% | Quarterly | USD | $ 3,046,362 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 47,718 | $ 47,718 | ||||||||||
Receive | United Bankshares, Inc. | SOFR + 0.65% | Quarterly | USD | $ 4,056,908 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (377,828) | $ (377,828) | ||||||||||
Receive | Community Bank System, Inc. | SOFR + 0.65% | Quarterly | USD | $ 3,255,490 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 26,110 | $ 26,110 | ||||||||||
Receive | United Bankshares, Inc. | SOFR + 0.65% | Quarterly | USD | $ 4,211,595 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (206,145) | $ (206,145) | ||||||||||
Receive | Community Bank System, Inc. | SOFR + 0.65% | Quarterly | USD | $ 3,810,066 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (153,426) | $ (153,426) | ||||||||||
Receive | United Bankshares, Inc. | SOFR + 0.65% | Quarterly | USD | $ 4,919,127 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (438,957) | $ (438,957) | ||||||||||
Receive | Bank OZK | SOFR + 0.65% | Quarterly | USD | $80,804,578 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $10,026,218 | $10,026,218 | ||||||||||
Receive | Community Bank System, Inc. | SOFR + 0.65% | Quarterly | USD | $62,553,687 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (3,864,615) | $ (3,864,615) | ||||||||||
Receive | United Bankshares, Inc. | SOFR + 0.65% | Quarterly | USD | $55,338,790 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (5,789,890) | $ (5,789,890) | ||||||||||
Receive | Prosperity Bancshares, Inc. | SOFR + 0.65% | Quarterly | USD | $33,432,610 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (3,281,496) | $ (3,281,496) | ||||||||||
Receive | UMB Financial Corp. | SOFR + 0.65% | Quarterly | USD | $94,989,342 | 4/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (4,056,872) | $ (4,056,872) | ||||||||||
Receive | Bank OZK | SOFR + 0.65% | Quarterly | USD | $ 4,085,496 | 5/6/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 1,012,013 | $ 1,012,013 | ||||||||||
Receive | Community Bank System, Inc. | SOFR + 0.65% | Quarterly | USD | $ 7,431,909 | 5/6/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (71,749) | $ (71,749) | ||||||||||
Receive | United Bankshares, Inc. | SOFR + 0.65% | Quarterly | USD | $ 7,172,154 | 5/6/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 7,986 | $ 7,986 | ||||||||||
Receive | Community Bank System, Inc. | SOFR + 0.65% | Quarterly | USD | $ 1,263,144 | 5/6/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (43,374) | $ (43,374) | ||||||||||
Receive | United Bankshares, Inc. | SOFR + 0.65% | Quarterly | USD | $ 7,543,416 | 5/6/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (185,256) | $ (185,256) | ||||||||||
Receive | Bank OZK | SOFR + 0.65% | Quarterly | USD | $20,775,181 | 5/3/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 4,244,499 | $ 4,244,499 | ||||||||||
Receive | Community Bank System, Inc. | SOFR + 0.65% | Quarterly | USD | $ 7,024,815 | 5/3/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (227,215) | $ (227,215) | ||||||||||
Receive | United Bankshares, Inc. | SOFR + 0.65% | Quarterly | USD | $ 7,001,064 | 5/3/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (117,624) | $ (117,624) | ||||||||||
Receive | United Bankshares, Inc. | SOFR + 0.65% | Quarterly | USD | $ 7,253,715 | 5/8/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 15,435 | $ 15,435 | ||||||||||
Receive | United Bankshares, Inc. | SOFR + 0.65% | Quarterly | USD | $ 4,828,284 | 5/9/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 63,142 | $ 63,142 | ||||||||||
Receive | Bank OZK | SOFR + 0.65% | Quarterly | USD | $ 11,813,955 | 5/10/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 2,844,445 | $ 2,844,445 | ||||||||||
Receive | Bank OZK | SOFR + 0.65% | Quarterly | USD | $ 11,189,142 | 5/20/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 1,658,042 | $ 1,658,042 | ||||||||||
Receive | Community Bank System, Inc. | SOFR + 0.65% | Quarterly | USD | $ 2,604,937 | 5/20/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (49,977) | $ (49,977) |
Pay/Receive
Total Return |
Reference
Entity |
Floating
Rate |
Payment
Frequency |
Currency | Notional
Amount |
Maturity
Date |
Counterparty
(OTC) |
Upfront
Payments Paid Received |
Unrealized
Appreciation (Depreciation) |
Value | ||||||||||
Receive | Bank OZK | SOFR + 0.65% | Quarterly | USD | $ 1,075,684 | 5/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 133,132 | $ 133,132 | ||||||||||
Receive | Community Bank System, Inc. | SOFR + 0.65% | Quarterly | USD | $ 2,597,584 | 5/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (145,760) | $ (145,760) | ||||||||||
Receive | Community Bank System, Inc. | SOFR + 0.65% | Quarterly | USD | $ 2,643,880 | 5/23/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (149,864) | $ (149,864) | ||||||||||
Receive | United Bankshares, Inc. | SOFR + 0.65% | Quarterly | USD | $ 4,579,050 | 6/21/2024 | Goldman Sachs Capital Markets L.P. | $— | $ (128,550) | $ (128,550) | ||||||||||
Receive | UMB Financial Corp. | SOFR + 0.65% | Quarterly | USD | $ 5,254,231 | 6/21/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 129,329 | $ 129,329 | ||||||||||
Receive | UMB Financial Corp. | SOFR + 0.65% | Quarterly | USD | $ 5,191,076 | 6/22/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 308,194 | $ 308,194 | ||||||||||
Receive | UMB Financial Corp. | SOFR + 0.65% | Quarterly | USD | $ 5,011,631 | 6/24/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 304,939 | $ 304,939 | ||||||||||
Receive | UMB Financial Corp. | SOFR + 0.65% | Quarterly | USD | $ 4,247,064 | 6/26/2024 | Goldman Sachs Capital Markets L.P. | $— | $ 137,736 | $ 137,736 | ||||||||||
Total | $— | $ 6,659,869 | $ 6,659,869 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$21,401,127,229 | $ — | $— | $21,401,127,229 | ||||
Short-Term Investments
|
982,206,410 | — | — | 982,206,410 | ||||
TOTAL INVESTMENTS
|
$22,383,333,639 | $ — | $— | $22,383,333,639 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Total Return Swap Contracts - Unrealized
Depreciation
|
$ — | $(20,830,500) | $— | $ (20,830,500) | ||||
Total Return Swap Contracts - Unrealized
Appreciation
|
— | 27,490,369 | — | 27,490,369 | ||||
Futures Contracts - Unrealized Appreciation
|
2,768,120 | — | — | 2,768,120 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 2,768,120 | $ 6,659,869 | $— | $ 9,427,989 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation(a) |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
ABM Industries, Inc.
|
2,773,729 | $ 120,435,313 | $ 60,715,432 | $ 26,447,125 | $ 1,202,296 | $ (4,880,858) | 3,541,033 | $ 151,025,058 | $ 2,742,655 | ||||||||
Avista Corp
|
— | — | 312,127,689 | 15,083,628 | 690,796 | (6,187,897) | 7,424,165 | 291,546,960 | 6,769,096 | ||||||||
Bank OZK
|
6,046,700 | 226,932,651 | 115,796,407 | 198,933,914 | 1,574,651 | —* | — | —* | 8,223,310 | ||||||||
Black Hills Corp.
|
3,432,967 | 249,817,009 | 146,100,193 | 67,851,351 | 3,287,514 | (52,189,093) | 4,632,663 | 279,164,272 | 10,133,341 | ||||||||
Brady Corp.
|
2,748,354 | 129,832,243 | 68,353,591 | 80,388,548 | 1,234,106 | (240,825) | 2,497,174 | 118,790,567 | 2,410,482 | ||||||||
Embecta Corp.
|
89,691 | 2,270,976 | 149,483,397 | 131,283,725 | (20,807,753) | —* | — | —* | 689,304 | ||||||||
John Wiley & Sons, Inc.
|
2,180,871 | 104,158,399 | 75,602,340 | 37,948,803 | (935,760) | (38,155,668) | 3,018,528 | 102,720,508 | 3,783,266 | ||||||||
Leggett & Platt, Inc.
|
11,706,610 | 404,814,574 | 173,866,157 | 215,725,732 | (3,871,064) | (34,750,711) | 10,949,805 | 324,333,224 | 19,021,525 | ||||||||
MDU Resources Group, Inc.
|
10,517,517 | 283,867,784 | 96,817,117 | 249,508,455 | 10,073,893 | —* | — | —* | 7,327,047 | ||||||||
Middlesex Water Co.
|
1,027,000 | 90,047,360 | 31,568,635 | 117,678,358 | (15,974,000) | —* | — | —* | 632,900 | ||||||||
National Retail Properties, Inc.
|
8,835,419 | 379,923,017 | 203,159,841 | 214,426,359 | 32,606,785 | —* | — | —* | 20,834,692 | ||||||||
New Jersey Resources Corp.
|
5,553,470 | 247,296,019 | 109,193,220 | 172,954,282 | 13,901,090 | —* | — | —* | 7,751,505 | ||||||||
Nu Skin Enterprises, Inc.
|
6,229,311 | 269,729,166 | 171,251,006 | 173,215,696 | (35,560,200) | (36,923,536) | 5,881,950 | 195,280,740 | 9,120,282 | ||||||||
ONE Gas, Inc
|
— | — | 289,718,677 | 32,019,126 | (1,517,114) | (17,294,965) | 3,110,109 | 238,887,472 | 4,251,302 | ||||||||
SJWGroup
|
— | — | 156,850,391 | 7,073,502 | (27,744) | (14,022,214) | 1,935,914 | 135,726,931 | 1,452,262 | ||||||||
South Jersey Industries, Inc.
|
9,148,665 | 312,335,423 | 96,680,912 | 424,620,696 | 91,107,188 | —* | — | —* | 4,983,400 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
17,176,483 | 17,174,765 | 1,540,951,811 | 957,853,555 | 349 | 1,833 | 600,155,172 | 600,275,203 | 6,802,423 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
290,219,370 | 290,219,370 | 3,934,820,071 | 3,843,108,234 | — | — | 381,931,207 | 381,931,207 | 1,897,991 | ||||||||
Telephone & Data Systems, Inc.
|
10,411,355 | 164,395,296 | 90,906,065 | 235,771,851 | (70,445,208) | —* | — | —* | 4,335,787 | ||||||||
United Bankshares, Inc.
|
8,362,251 | 293,264,143 | 112,975,156 | 219,805,990 | 8,530,672 | —* | — | —* | 9,870,071 | ||||||||
Total
|
$3,586,513,508 | $7,936,938,108 | $7,421,698,930 | $ 15,070,497 | $(204,643,934) | $2,819,682,142 | $133,032,641 |
(a) | Does not include change in unrealized appreciation and depreciation from investments that are no longer affiliates at period ended June 30, 2023. |
* | As of June 30, 2023, no longer an affiliate. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,327,849,791 | $— | $— | $1,327,849,791 | ||||
Short-Term Investments
|
62,023,607 | — | — | 62,023,607 | ||||
TOTAL INVESTMENTS
|
$1,389,873,398 | $— | $— | $1,389,873,398 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
460,332 | $ 460,287 | $ 23,196,749 | $ 23,227,818 | $30 | $ 7 | 429,169 | $ 429,255 | $ 27,599 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
24,781,739 | 24,781,739 | 607,277,834 | 570,465,221 | — | — | 61,594,352 | 61,594,352 | 75,931 | ||||||||
Total
|
$25,242,026 | $630,474,583 | $593,693,039 | $30 | $ 7 | $62,023,607 | $103,530 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Energy Select Sector (long) | 68 | 09/15/2023 | $5,748,219 | $5,828,280 | $80,061 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$3,220,534,833 | $— | $— | $3,220,534,833 | ||||
Short-Term Investments
|
275,107,911 | — | — | 275,107,911 | ||||
TOTAL INVESTMENTS
|
$3,495,642,744 | $— | $— | $3,495,642,744 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 80,061 | $— | $— | $ 80,061 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 80,061 | $— | $— | $ 80,061 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
Alto Ingredients, Inc.
|
7,361,269 | $ 27,310,308 | $ 13,163,272 | $ 41,661,397 | $ (9,214,275) | $ —* | — | $ —* | $ — | ||||||||
Delek US Holdings, Inc.
|
2,563,682 | 66,245,543 | 202,708,815 | 203,988,024 | 554,560 | —* | — | —* | 2,960,517 | ||||||||
Gevo, Inc.
|
31,066,700 | 73,006,745 | 105,137,929 | 151,743,671 | (95,414,756) | —* | — | —* | — | ||||||||
SilverBow Resources, Inc.
|
— | — | 73,142,593 | 56,432,112 | (6,199,211) | —* | — | —* | — | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
25,938,603 | 25,936,009 | 281,450,315 | 304,834,205 | 3,710 | 354 | 2,555,672 | 2,556,183 | 220,988 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
125,547,549 | 125,547,549 | 1,970,561,799 | 1,823,557,620 | — | — | 272,551,728 | 272,551,728 | 1,915,506 | ||||||||
Tellurian, Inc.
|
27,118,724 | 80,813,798 | 165,057,211 | 187,484,597 | (42,445,283) | —* | — | —* | — | ||||||||
VAALCO Energy, Inc.
|
3,067,264 | 21,286,812 | 48,905,592 | 52,920,694 | (9,360,256) | —* | — | —* | 372,198 | ||||||||
Vertex Energy, Inc.
|
6,194,946 | 65,170,832 | 158,835,121 | 172,215,130 | (23,432,626) | 274,666 | 4,581,258 | 28,632,863 | — | ||||||||
Vital Energy, Inc.
|
993,199 | 68,471,139 | 220,002,334 | 209,143,334 | (19,657,782) | (14,409,211) | 1,002,506 | 45,263,146 | — | ||||||||
W&T Offshore, Inc.
|
7,783,968 | 33,626,742 | 113,413,816 | 125,499,410 | (2,495,409) | —* | — | —* | — | ||||||||
Total
|
$587,415,477 | $3,352,378,797 | $3,329,480,194 | $(207,661,328) | $(14,134,191) | $349,003,920 | $5,469,209 |
* | As of June 30, 2023, no longer an affiliate. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$2,894,710,058 | $— | $— | $2,894,710,058 | ||||
Short-Term Investments
|
88,793,719 | — | — | 88,793,719 | ||||
TOTAL INVESTMENTS
|
$2,983,503,777 | $— | $— | $2,983,503,777 |
Number
of Shares Held at 6/30/22 |
Value
at 6/30/22 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation(a) |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Dividend
Income | |||||||||
PacWest Bancorp
|
1,575,067 | $41,991,286 | $ 188,278,909 | $ 135,156,770 | $ 2,285,649 | $(38,659,726) | 7,207,282 | $ 58,739,348 | $1,270,081 | ||||||||
Silvergate Capital Corp.
|
614,382 | 32,887,868 | 101,038,698 | 68,760,592 | (111,463,325) | —* | — | —* | — | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
2,952,258 | 2,951,963 | 170,913,022 | 173,240,413 | 1,142 | 107 | 625,696 | 625,821 | 179,025 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
17,216,799 | 17,216,799 | 729,534,354 | 658,583,255 | — | — | 88,167,898 | 88,167,898 | 1,003,011 | ||||||||
Total
|
$95,047,916 | $1,189,764,983 | $1,035,741,030 | $(109,176,534) | $(38,659,619) | $147,533,067 | $ 2,452,117 |
(a) | Does not include change in unrealized appreciation and depreciation from investments that are no longer affiliates at period ended June 30, 2023. |
* | As of June 30, 2023, no longer an affiliate. |
SPDR Dow Jones REIT ETF | SPDR Portfolio S&P 400 Mid Cap ETF | SPDR Portfolio S&P 500 ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$1,327,964,941 | $6,698,431,239 | $18,685,318,904 | ||
Investments in affiliated issuers, at value
|
26,983,645 | 359,371,967 | 80,890,450 | ||
Total Investments
|
1,354,948,586 | 7,057,803,206 | 18,766,209,354 | ||
Foreign currency, at value
|
— | — | — | ||
Net cash at broker
|
757,096 | — | 2,214,221 | ||
Cash
|
921,115 | 750,637 | 1,843,190 | ||
Receivable from broker — accumulated variation
margin on futures contracts
|
222,062 | — | 2,417,179 | ||
Receivable for investments sold
|
— | — | — | ||
Receivable for fund shares sold
|
— | — | — | ||
Dividends receivable — unaffiliated issuers
|
5,227,422 | 7,524,128 | 11,896,365 | ||
Dividends receivable — affiliated issuers
|
57,763 | 41,198 | 503,562 | ||
Securities lending income receivable —
unaffiliated issuers
|
125 | 23,851 | 1,452 | ||
Securities lending income receivable — affiliated
issuers
|
3,434 | 127,384 | 3,502 | ||
Receivable from Adviser
|
— | — | — | ||
Receivable for foreign taxes recoverable
|
84,179 | — | 22,356 | ||
Other receivable
|
427 | — | 113 | ||
TOTAL ASSETS
|
1,362,222,209 | 7,066,270,404 | 18,785,111,294 | ||
LIABILITIES | |||||
Payable upon return of securities loaned
|
19,734,758 | 353,598,518 | 7,796,325 | ||
Payable for investments purchased
|
— | — | — | ||
Payable for fund shares repurchased
|
— | 2,960 | 49,944 | ||
Advisory fee payable
|
277,123 | 264,423 | 446,836 | ||
Trustees’ fees and expenses payable
|
663 | 2,149 | 6,002 | ||
Accrued expenses and other liabilities
|
— | — | — | ||
TOTAL LIABILITIES
|
20,012,544 | 353,868,050 | 8,299,107 | ||
NET ASSETS
|
$1,342,209,665 | $6,712,402,354 | $18,776,812,187 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in Capital
|
$1,953,032,657 | $6,535,556,416 | $17,516,225,579 | ||
Total distributable earnings (loss)
|
(610,822,992) | 176,845,938 | 1,260,586,608 | ||
NET ASSETS
|
$1,342,209,665 | $6,712,402,354 | $18,776,812,187 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 90.50 | $ 45.90 | $ 52.14 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
14,831,617 | 146,250,000 | 360,150,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$1,705,705,635 | $6,171,561,700 | $ 17,188,511,822 | ||
Investments in affiliated issuers
|
26,983,501 | 359,371,942 | 82,394,119 | ||
Total cost of investments
|
$1,732,689,136 | $6,530,933,642 | $17,270,905,941 | ||
Foreign currency, at cost
|
$ — | $ — | $ — | ||
* Includes investments in securities on loan, at
value
|
$ 21,990,940 | $ 480,139,688 | $ 10,708,949 |
SPDR Portfolio S&P 500 Growth ETF | SPDR Portfolio S&P 500 High Dividend ETF | SPDR Portfolio S&P 500 Value ETF | SPDR Portfolio S&P 600 Small Cap ETF | SPDR Portfolio S&P 1500 Composite Stock Market ETF | ||||
$17,713,440,578 | $ 6,460,202,864 | $16,005,822,828 | $7,638,266,498 | $6,521,380,973 | ||||
8,292,708 | 82,082,549 | 75,050,998 | 663,592,831 | 42,422,646 | ||||
17,721,733,286 | 6,542,285,413 | 16,080,873,826 | 8,301,859,329 | 6,563,803,619 | ||||
— | — | — | 16,190 | — | ||||
— | 1,367,390 | — | 395,287 | 386,031 | ||||
2,472,509 | 1,260 | 611,364 | 113,107 | 13,744 | ||||
— | 1,367,554 | — | 6,510 | 401,988 | ||||
— | 43,954,356 | — | — | — | ||||
— | — | 44,927 | 2,322 | 11,727 | ||||
9,282,194 | 22,300,127 | 12,418,011 | 8,308,469 | 4,418,375 | ||||
74,406 | 122,904 | 120,745 | 20,313 | 90,125 | ||||
166 | — | 2,238 | 12,879 | 2,037 | ||||
894 | 3,596 | 17,302 | 162,294 | 9,133 | ||||
— | — | — | 52,868 | — | ||||
— | 351,976 | 48,732 | — | 7,558 | ||||
— | 1,785 | 247 | — | 38 | ||||
17,733,563,455 | 6,611,756,361 | 16,094,137,392 | 8,310,949,568 | 6,569,144,375 | ||||
— | 57,337,305 | 38,455,337 | 658,928,677 | 28,869,269 | ||||
— | 42,860,488 | — | — | — | ||||
3,490 | 37,736 | — | — | — | ||||
566,510 | 370,681 | 506,028 | 353,964 | 156,001 | ||||
5,346 | 3,269 | 5,735 | 1,824 | 2,323 | ||||
— | — | — | 95,816 | — | ||||
575,346 | 100,609,479 | 38,967,100 | 659,380,281 | 29,027,593 | ||||
$17,732,988,109 | $ 6,511,146,882 | $16,055,170,292 | $7,651,569,287 | $ 6,540,116,782 | ||||
$18,190,310,978 | $ 8,598,401,994 | $16,559,770,606 | $8,239,790,531 | $5,410,447,317 | ||||
(457,322,869) | (2,087,255,112) | (504,600,314) | (588,221,244) | 1,129,669,465 | ||||
$17,732,988,109 | $ 6,511,146,882 | $16,055,170,292 | $7,651,569,287 | $ 6,540,116,782 | ||||
$ 61.02 | $ 37.11 | $ 43.21 | $ 38.86 | $ 54.48 | ||||
290,600,108 | 175,450,000 | 371,602,864 | 196,910,217 | 120,050,216 | ||||
$ 15,658,871,611 | $ 7,464,951,037 | $15,408,351,270 | $7,443,458,945 | $5,283,853,173 | ||||
8,292,426 | 82,081,912 | 76,973,307 | 663,592,831 | 42,919,152 | ||||
$15,667,164,037 | $ 7,547,032,949 | $15,485,324,577 | $8,107,051,776 | $5,326,772,325 | ||||
$ — | $ — | $ — | $ 16,508 | $ — | ||||
$ — | $ 56,268,000 | $ 64,159,082 | $ 728,900,287 | $ 51,028,892 |
SPDR S&P Aerospace & Defense ETF | SPDR S&P Bank ETF | SPDR S&P Biotech ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$1,477,457,251 | $ 1,349,434,998 | $ 5,693,270,942 | ||
Investments in affiliated issuers, at value
|
137,260,928 | 61,634,435 | 1,387,590,349 | ||
Total Investments
|
1,614,718,179 | 1,411,069,433 | 7,080,861,291 | ||
Net cash at broker
|
— | — | — | ||
Cash
|
1,753 | 260,753 | 1,141 | ||
Receivable from broker — accumulated variation
margin on futures contracts
|
— | — | — | ||
Receivable for accumulated variation margin on
swap contracts
|
— | — | — | ||
Receivable for fund shares sold
|
— | — | 14,647 | ||
Dividends receivable — unaffiliated issuers
|
212,508 | 3,731,589 | 7 | ||
Dividends receivable — affiliated issuers
|
9,235 | 6,353 | 31,704 | ||
Securities lending income receivable —
unaffiliated issuers
|
8,384 | 2,963 | 55,487 | ||
Securities lending income receivable — affiliated
issuers
|
56,704 | 50,718 | 527,058 | ||
TOTAL ASSETS
|
1,615,006,763 | 1,415,121,809 | 7,081,491,335 | ||
LIABILITIES | |||||
Payable upon return of securities loaned
|
76,645,226 | 61,218,060 | 633,689,418 | ||
Payable for investments purchased
|
— | 2,035,882 | — | ||
Payable for fund shares repurchased
|
— | 1,075 | — | ||
Advisory fee payable
|
430,355 | 389,394 | 1,922,281 | ||
Trustees’ fees and expenses payable
|
533 | 922 | 3,262 | ||
TOTAL LIABILITIES
|
77,076,114 | 63,645,333 | 635,614,961 | ||
NET ASSETS
|
$1,537,930,649 | $ 1,351,476,476 | $ 6,445,876,374 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in Capital
|
$1,832,493,284 | $ 3,082,548,761 | $ 16,627,388,249 | ||
Total distributable earnings (loss)
|
(294,562,635) | (1,731,072,285) | (10,181,511,875) | ||
NET ASSETS
|
$1,537,930,649 | $ 1,351,476,476 | $ 6,445,876,374 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 121.58 | $ 35.99 | $ 83.25 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
12,650,000 | 37,552,118 | 77,425,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$1,318,939,320 | $ 1,780,576,507 | $ 6,517,869,278 | ||
Investments in affiliated issuers
|
199,279,977 | 61,634,435 | 2,000,903,300 | ||
Total cost of investments
|
$1,518,219,297 | $ 1,842,210,942 | $ 8,518,772,578 | ||
* Includes investments in securities on loan, at
value
|
$ 134,826,184 | $ 63,967,545 | $ 807,734,881 |
SPDR S&P Dividend ETF | SPDR S&P Homebuilders ETF | SPDR S&P Oil & Gas Exploration & Production ETF | SPDR S&P Regional Banking ETF | |||
$19,563,651,497 | $1,327,849,791 | $ 3,146,638,824 | $ 2,835,970,710 | |||
2,819,682,142 | 62,023,607 | 349,003,920 | 147,533,067 | |||
22,383,333,639 | 1,389,873,398 | 3,495,642,744 | 2,983,503,777 | |||
2,470,633 | — | 486,821 | — | |||
9,282,639 | 1,111 | 1,796,265 | 1,040,937 | |||
2,769,041 | — | 80,268 | — | |||
2,266,773 | — | — | — | |||
— | — | — | — | |||
51,139,764 | 782,656 | 1,482,644 | 9,032,428 | |||
2,649,860 | 2,676 | 30,038 | 22,446 | |||
13,376 | 311 | 17,245 | 11,984 | |||
81,424 | 11,072 | 84,969 | 128,736 | |||
22,454,007,149 | 1,390,671,224 | 3,499,620,994 | 2,993,740,308 | |||
381,931,207 | 61,594,352 | 272,551,728 | 88,167,898 | |||
8,280,786 | — | — | — | |||
15,222 | 5,347 | 445 | 7,576 | |||
6,317,850 | 348,947 | 914,052 | 905,984 | |||
9,608 | 381 | 2,078 | 1,379 | |||
396,554,673 | 61,949,027 | 273,468,303 | 89,082,837 | |||
$22,057,452,476 | $1,328,722,197 | $ 3,226,152,691 | $ 2,904,657,471 | |||
$24,396,023,952 | $2,246,788,977 | $ 8,834,155,470 | $ 6,036,954,348 | |||
(2,338,571,476) | (918,066,780) | (5,608,002,779) | (3,132,296,877) | |||
$22,057,452,476 | $1,328,722,197 | $ 3,226,152,691 | $ 2,904,657,471 | |||
$ 122.61 | $ 80.29 | $ 128.79 | $ 40.82 | |||
179,903,658 | 16,550,016 | 25,050,000 | 71,152,585 | |||
$19,149,991,129 | $1,340,453,216 | $ 3,669,330,503 | $ 3,509,410,665 | |||
3,086,686,467 | 62,023,607 | 382,465,227 | 212,097,207 | |||
$22,236,677,596 | $1,402,476,823 | $ 4,051,795,730 | $ 3,721,507,872 | |||
$ 410,083,522 | $ 61,566,436 | $ 400,493,634 | $ 150,399,089 |
SPDR Dow Jones REIT ETF | SPDR Portfolio S&P 400 Mid Cap ETF | SPDR Portfolio S&P 500 ETF | |||
INVESTMENT INCOME | |||||
Dividend income — unaffiliated issuers
|
$ 49,613,216 | $ 93,222,784 | $ 258,223,942 | ||
Dividend income — affiliated issuers
|
525,653 | 226,367 | 2,297,876 | ||
Unaffiliated securities lending income
|
5,862 | 354,942 | 80,721 | ||
Affiliated securities lending income
|
51,010 | 1,989,368 | 194,614 | ||
Foreign taxes withheld
|
— | — | (67,244) | ||
TOTAL INVESTMENT INCOME (LOSS)
|
50,195,741 | 95,793,461 | 260,729,909 | ||
EXPENSES | |||||
Advisory fee
|
3,853,876 | 2,797,118 | 4,588,400 | ||
Trustees’ fees and expenses
|
19,786 | 63,364 | 173,186 | ||
Proxy voting expenses
|
73,370 | 212,884 | 598,367 | ||
Miscellaneous expenses
|
763 | 5,236 | 9,754 | ||
TOTAL EXPENSES
|
3,947,795 | 3,078,602 | 5,369,707 | ||
NET INVESTMENT INCOME (LOSS)
|
$ 46,247,946 | $ 92,714,859 | $ 255,360,202 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(1,427,204) | (170,218,533) | (107,930,898) | ||
Investments — affiliated issuers
|
8,921 | 3,336 | (220,672) | ||
In-kind redemptions — unaffiliated issuers
|
(26,178,885) | 164,915,634 | 754,918,277 | ||
In-kind redemptions — affiliated issuers
|
— | — | 326,975 | ||
Futures contracts
|
(1,768,906) | — | 4,668,011 | ||
Net realized gain (loss)
|
(29,366,074) | (5,299,563) | 651,761,693 | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers
|
(43,091,279) | 770,941,332 | 1,920,799,968 | ||
Investments — affiliated issuers
|
144 | 25 | 1,604,236 | ||
Foreign currency translations
|
— | — | — | ||
Futures contracts
|
(31,989) | — | 2,219,226 | ||
Net change in unrealized
appreciation/depreciation
|
(43,123,124) | 770,941,357 | 1,924,623,430 | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(72,489,198) | 765,641,794 | 2,576,385,123 | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$(26,241,252) | $ 858,356,653 | $2,831,745,325 |
SPDR Portfolio S&P 500 Growth ETF | SPDR Portfolio S&P 500 High Dividend ETF | SPDR Portfolio S&P 500 Value ETF | SPDR Portfolio S&P 600 Small Cap ETF | SPDR Portfolio S&P 1500 Composite Stock Market ETF | ||||
179,940,002 | 315,056,392 | $ 308,962,576 | $ 85,872,122 | $ 96,451,550 | ||||
512,085 | 2,747,953 | 1,606,675 | 188,639 | 902,993 | ||||
36,869 | 8,120 | 137,770 | 135,349 | 50,304 | ||||
3,092 | 395,300 | 159,584 | 1,175,774 | 189,191 | ||||
(76,435) | — | (50,587) | (76,681) | (25,888) | ||||
180,415,613 | 318,207,765 | 310,816,018 | 87,295,203 | 97,568,150 | ||||
5,833,237 | 5,173,933 | 5,741,236 | 2,415,855 | 1,719,810 | ||||
162,017 | 92,172 | 166,672 | 53,464 | 66,810 | ||||
587,481 | 334,765 | 542,273 | 178,471 | 235,804 | ||||
6,797 | 3,666 | 9,484 | 2,218 | 5,353 | ||||
6,589,532 | 5,604,536 | 6,459,665 | 2,650,008 | 2,027,777 | ||||
$ 173,826,081 | $ 312,603,229 | $ 304,356,353 | $ 84,645,195 | $ 95,540,373 | ||||
(1,929,308,231) | (401,947,013) | (498,429,421) | (351,725,220) | (25,381,093) | ||||
6,222 | 29,426,775 | (1,335,403) | (208) | 4,572 | ||||
973,677,562 | 708,328,831 | 1,148,658,301 | 181,569,158 | 198,257,010 | ||||
— | — | 443,919 | — | 56,573 | ||||
— | 4,104,641 | — | 2,128 | 614,683 | ||||
(955,624,447) | 339,913,234 | 649,337,396 | (170,154,142) | 173,551,745 | ||||
3,323,567,111 | (751,410,555) | 1,499,558,133 | 530,629,741 | 758,527,553 | ||||
364 | 676 | 3,604,710 | 86 | 556,549 | ||||
— | — | — | 724 | — | ||||
— | 1,086,194 | — | 320,182 | 256,885 | ||||
3,323,567,475 | (750,323,685) | 1,503,162,843 | 530,950,733 | 759,340,987 | ||||
2,367,943,028 | (410,410,451) | 2,152,500,239 | 360,796,591 | 932,892,732 | ||||
$ 2,541,769,109 | $ (97,807,222) | $2,456,856,592 | $ 445,441,786 | $1,028,433,105 |
SPDR S&P Aerospace & Defense ETF | SPDR S&P Bank ETF | SPDR S&P Biotech ETF | |||
INVESTMENT INCOME | |||||
Dividend income — unaffiliated issuers
|
$ 11,000,609 | $ 54,325,000 | $ 10,041,207 | ||
Dividend income — affiliated issuers
|
59,861 | 63,017 | 816,559 | ||
Unaffiliated securities lending income
|
95,111 | 8,224 | 962,105 | ||
Affiliated securities lending income
|
528,047 | 755,490 | 6,503,320 | ||
Foreign taxes withheld
|
— | (145,641) | — | ||
TOTAL INVESTMENT INCOME (LOSS)
|
11,683,628 | 55,006,090 | 18,323,191 | ||
EXPENSES | |||||
Advisory fee
|
4,785,857 | 6,195,952 | 25,809,180 | ||
Trustees’ fees and expenses
|
16,094 | 24,312 | 88,135 | ||
Proxy voting expenses
|
53,861 | 89,748 | 326,180 | ||
Miscellaneous expenses
|
649 | 904 | 3,635 | ||
TOTAL EXPENSES
|
4,856,461 | 6,310,916 | 26,227,130 | ||
NET INVESTMENT INCOME (LOSS)
|
$ 6,827,167 | $ 48,695,174 | $ (7,903,939) | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(66,497,430) | (362,155,858) | (686,790,301) | ||
Investments — affiliated issuers
|
(74,509,667) | 766 | (1,375,867,334) | ||
In-kind redemptions — unaffiliated issuers
|
27,793,117 | (5,092,289) | 1,106,784,793 | ||
In-kind redemptions — affiliated issuers
|
(637,805) | — | 603,030,475 | ||
Futures contracts
|
— | — | — | ||
Swap contracts
|
— | — | — | ||
Net realized gain (loss)
|
(113,851,785) | (367,247,381) | (352,842,367) | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers
|
369,056,839 | 135,458,759 | 603,007,394 | ||
Investments — affiliated issuers
|
(2,035,582) | — | 491,217,538 | ||
Futures contracts
|
— | — | — | ||
Swap contracts
|
— | — | — | ||
Net change in unrealized
appreciation/depreciation
|
367,021,257 | 135,458,759 | 1,094,224,932 | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
253,169,472 | (231,788,622) | 741,382,565 | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$ 259,996,639 | $(183,093,448) | $ 733,478,626 |
SPDR S&P Dividend ETF | SPDR S&P Homebuilders ETF | SPDR S&P Oil & Gas Exploration & Production ETF | SPDR S&P Regional Banking ETF | |||
559,407,274 | $ 13,750,607 | $ 125,834,001 | $ 93,401,969 | |||
131,134,650 | 27,599 | 3,553,703 | 1,449,106 | |||
65,533 | 13,322 | 320,036 | 45,930 | |||
1,897,991 | 75,931 | 1,915,506 | 1,003,011 | |||
— | — | — | (363,220) | |||
692,505,448 | 13,867,459 | 131,623,246 | 95,536,796 | |||
79,092,441 | 3,382,073 | 14,349,839 | 10,468,023 | |||
267,624 | 11,465 | 54,695 | 38,051 | |||
925,400 | 41,798 | 186,287 | 136,271 | |||
10,961 | 454 | 2,070 | 1,443 | |||
80,296,426 | 3,435,790 | 14,592,891 | 10,643,788 | |||
$ 612,209,022 | $ 10,431,669 | $ 117,030,355 | $ 84,893,008 | |||
(647,712,264) | (96,855,536) | (149,698,728) | (918,932,988) | |||
(8,769,495) | 30 | (214,800,303) | (109,176,534) | |||
1,695,262,152 | 36,934,316 | 588,469,241 | 67,867,662 | |||
23,839,992 | — | 7,138,975 | — | |||
10,959,746 | — | (2,786,826) | — | |||
(4,978,388) | — | — | — | |||
1,068,601,743 | (59,921,190) | 228,322,359 | (960,241,860) | |||
(46,880,680) | 420,349,048 | (31,092,400) | 130,026,564 | |||
(298,798,885) | 7 | 97,884,493 | (64,564,033) | |||
2,503,485 | — | 1,083,572 | — | |||
6,659,869 | — | — | — | |||
(336,516,211) | 420,349,055 | 67,875,665 | 65,462,531 | |||
732,085,532 | 360,427,865 | 296,198,024 | (894,779,329) | |||
$1,344,294,554 | $370,859,534 | $ 413,228,379 | $(809,886,321) |
SPDR Dow Jones REIT ETF | SPDR Portfolio S&P 400 Mid Cap ETF | ||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 46,247,946 | $ 38,488,292 | $ 92,714,859 | $ 68,956,923 | |||
Net realized gain (loss)
|
(29,366,074) | 239,994,756 | (5,299,563) | 392,966,382 | |||
Net change in unrealized
appreciation/depreciation
|
(43,123,124) | (413,909,093) | 770,941,357 | (1,302,798,089) | |||
Net increase (decrease) in net assets resulting
from operations
|
(26,241,252) | (135,426,045) | 858,356,653 | (840,874,784) | |||
Net equalization credits and charges
|
8,995,562 | 1,077,428 | 1,467,193 | 979,551 | |||
Distributions to shareholders
|
(59,848,485) | (57,959,259) | (94,878,855) | (71,743,228) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
1,062,740,742 | 1,862,451,562 | 2,030,980,037 | 2,028,134,155 | |||
Cost of shares redeemed
|
(1,355,504,487) | (1,786,577,250) | (639,918,879) | (1,276,250,737) | |||
Net income equalization
|
(8,995,562) | (1,077,428) | (1,467,193) | (979,551) | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
(301,759,307) | 74,796,884 | 1,389,593,965 | 750,903,867 | |||
Net increase (decrease) in net assets during the
period
|
(378,853,482) | (117,510,992) | 2,154,538,956 | (160,734,594) | |||
Net assets at beginning of period
|
1,721,063,147 | 1,838,574,139 | 4,557,863,398 | 4,718,597,992 | |||
NET ASSETS AT END OF PERIOD
|
$ 1,342,209,665 | $ 1,721,063,147 | $6,712,402,354 | $ 4,557,863,398 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
11,625,000 | 17,100,000 | 46,850,000 | 42,900,000 | |||
Shares redeemed
|
(14,900,000) | (16,525,000) | (15,400,000) | (28,050,000) | |||
Net increase (decrease) from share
transactions
|
(3,275,000) | 575,000 | 31,450,000 | 14,850,000 |
SPDR Portfolio S&P 500 ETF | SPDR Portfolio S&P 500 Growth ETF | SPDR Portfolio S&P 500 High Dividend ETF | ||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 | |||||
$ 255,360,202 | $ 186,358,317 | $ 173,826,081 | $ 101,656,014 | $ 312,603,229 | $ 222,131,392 | |||||
651,761,693 | 848,129,916 | (955,624,447) | 1,755,441,293 | 339,913,234 | 551,935,888 | |||||
1,924,623,430 | (2,708,775,122) | 3,323,567,475 | (4,310,633,081) | (750,323,685) | (790,467,681) | |||||
2,831,745,325 | (1,674,286,889) | 2,541,769,109 | (2,453,535,774) | (97,807,222) | (16,400,401) | |||||
3,786,305 | 5,376,419 | 914,072 | 2,223,931 | 2,713,475 | (6,178,692) | |||||
(259,368,415) | (188,796,183) | (173,909,356) | (103,641,351) | (331,882,313) | (237,671,317) | |||||
6,440,027,639 | 6,679,268,632 | 7,596,373,579 | 8,170,992,793 | 5,104,018,295 | 5,933,719,622 | |||||
(2,997,644,605) | (2,778,413,734) | (4,080,545,648) | (6,143,013,035) | (5,931,088,704) | (2,578,305,652) | |||||
(3,786,305) | (5,376,419) | (914,072) | (2,223,931) | (2,713,475) | 6,178,692 | |||||
3,438,596,729 | 3,895,478,479 | 3,514,913,859 | 2,025,755,827 | (829,783,884) | 3,361,592,662 | |||||
6,014,759,944 | 2,037,771,826 | 5,883,687,684 | (529,197,367) | (1,256,759,944) | 3,101,342,252 | |||||
12,762,052,243 | 10,724,280,417 | 11,849,300,425 | 12,378,497,792 | 7,767,906,826 | 4,666,564,574 | |||||
$18,776,812,187 | $12,762,052,243 | $17,732,988,109 | $ 11,849,300,425 | $ 6,511,146,882 | $ 7,767,906,826 | |||||
136,550,000 | 129,750,000 | 137,050,000 | 123,100,000 | 127,050,000 | 140,350,000 | |||||
(64,200,000) | (55,000,000) | (73,300,000) | (92,800,000) | (146,350,000) | (62,000,000) | |||||
72,350,000 | 74,750,000 | 63,750,000 | 30,300,000 | (19,300,000) | 78,350,000 |
SPDR Portfolio S&P 500 Value ETF | SPDR Portfolio S&P 600 Small Cap ETF | ||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 304,356,353 | $ 279,249,557 | $ 84,645,195 | $ 62,582,890 | |||
Net realized gain (loss)
|
649,337,396 | 1,254,571,329 | (170,154,142) | 307,199,697 | |||
Net change in unrealized
appreciation/depreciation
|
1,503,162,843 | (2,191,256,821) | 530,950,733 | (1,165,984,091) | |||
Net increase (decrease) in net assets resulting
from operations
|
2,456,856,592 | (657,435,935) | 445,441,786 | (796,201,504) | |||
Net equalization credits and charges
|
4,301,710 | 7,262,787 | 1,623,384 | 687,303 | |||
Distributions to shareholders
|
(309,828,409) | (282,443,167) | (80,915,674) | (63,935,978) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
9,079,649,605 | 7,958,440,345 | 2,314,081,742 | 1,459,116,780 | |||
Proceeds in connection with Reorganization (Note
11)
|
— | — | 1,724,236,383 | — | |||
Cost of shares redeemed
|
(7,675,833,545) | (6,634,750,287) | (760,162,360) | (770,007,476) | |||
Net income equalization
|
(4,301,710) | (7,262,787) | (1,623,384) | (687,303) | |||
Other Capital
|
— | — | — | — | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
1,399,514,350 | 1,316,427,271 | 3,276,532,381 | 688,422,001 | |||
Net increase (decrease) in net assets during the
period
|
3,550,844,243 | 383,810,956 | 3,642,681,877 | (171,028,178) | |||
Net assets at beginning of period
|
12,504,326,049 | 12,120,515,093 | 4,008,887,410 | 4,179,915,588 | |||
NET ASSETS AT END OF PERIOD
|
$16,055,170,292 | $12,504,326,049 | $7,651,569,287 | $ 4,008,887,410 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
228,350,000 | 198,200,000 | 61,250,000 | 34,600,000 | |||
Shares issued in tax-free transfer of assets
(Note 11)
|
— | — | 44,960,263 | — | |||
Shares redeemed
|
(196,450,000) | (165,050,000) | (20,650,046) | (18,350,000) | |||
Net increase (decrease) from share
transactions
|
31,900,000 | 33,150,000 | 85,560,217 | 16,250,000 |
SPDR Portfolio S&P 1500 Composite Stock Market ETF | SPDR S&P Aerospace & Defense ETF | SPDR S&P Bank ETF | ||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 | |||||
$ 95,540,373 | $ 79,768,682 | $ 6,827,167 | $ 5,480,510 | $ 48,695,174 | $ 68,419,746 | |||||
173,551,745 | 167,644,636 | (113,851,785) | (17,743,992) | (367,247,381) | 149,254,491 | |||||
759,340,987 | (910,923,159) | 367,021,257 | (389,078,694) | 135,458,759 | (599,763,113) | |||||
1,028,433,105 | (663,509,841) | 259,996,639 | (401,342,176) | (183,093,448) | (382,088,876) | |||||
235,733 | 855,069 | (100,082) | 50,136 | (577,755) | (3,627,256) | |||||
(95,739,344) | (81,693,432) | (7,062,064) | (5,246,533) | (49,427,639) | (69,634,560) | |||||
1,079,809,103 | 1,117,438,063 | 237,846,999 | 840,610,317 | 1,898,622,027 | 2,953,282,901 | |||||
— | — | — | — | — | — | |||||
(589,474,568) | (437,827,069) | (182,727,069) | (622,861,774) | (2,390,525,806) | (3,781,340,654) | |||||
(235,733) | (855,069) | 100,082 | (50,136) | 577,755 | 3,627,256 | |||||
— | 67 | — | — | — | — | |||||
490,098,802 | 678,755,992 | 55,220,012 | 217,698,407 | (491,326,024) | (824,430,497) | |||||
1,423,028,296 | (65,592,212) | 308,054,505 | (188,840,166) | (724,424,866) | (1,279,781,189) | |||||
5,117,088,486 | 5,182,680,698 | 1,229,876,144 | 1,418,716,310 | 2,075,901,342 | 3,355,682,531 | |||||
$ 6,540,116,782 | $ 5,117,088,486 | $1,537,930,649 | $1,229,876,144 | $ 1,351,476,476 | $ 2,075,901,342 | |||||
22,000,000 | 20,600,000 | 2,125,000 | 7,050,000 | 47,050,000 | 54,700,000 | |||||
— | — | — | — | — | — | |||||
(12,100,000) | (8,300,000) | (1,700,000) | (5,550,000) | (56,800,000) | (72,800,000) | |||||
9,900,000 | 12,300,000 | 425,000 | 1,500,000 | (9,750,000) | (18,100,000) |
SPDR S&P Biotech ETF | SPDR S&P Dividend ETF | ||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ (7,903,939) | $ (11,571,439) | $ 612,209,022 | $ 532,403,565 | |||
Net realized gain (loss)
|
(352,842,367) | (2,458,899,544) | 1,068,601,743 | 1,843,307,815 | |||
Net change in unrealized
appreciation/depreciation
|
1,094,224,932 | (1,413,959,280) | (336,516,211) | (2,514,204,646) | |||
Net increase (decrease) in net assets resulting
from operations
|
733,478,626 | (3,884,430,263) | 1,344,294,554 | (138,493,266) | |||
Net equalization credits and charges
|
273,717 | (7,464,925) | 1,894,838 | 3,579,314 | |||
Distributions to shareholders
|
(202,133) | — | (585,912,064) | (552,419,296) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
18,050,690,118 | 21,303,849,455 | 7,840,965,173 | 8,538,884,091 | |||
Cost of shares redeemed
|
(19,182,560,672) | (17,829,682,985) | (7,133,626,177) | (6,927,197,514) | |||
Net income equalization
|
(273,717) | 7,464,925 | (1,894,838) | (3,579,314) | |||
Other Capital
|
— | 1,691 | — | — | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
(1,132,144,271) | 3,481,633,086 | 705,444,158 | 1,608,107,263 | |||
Net increase (decrease) in net assets during the
period
|
(398,594,061) | (410,262,102) | 1,465,721,486 | 920,774,015 | |||
Net assets at beginning of period
|
6,844,470,435 | 7,254,732,537 | 20,591,730,990 | 19,670,956,975 | |||
NET ASSETS AT END OF PERIOD
|
$ 6,445,876,374 | $ 6,844,470,435 | $22,057,452,476 | $20,591,730,990 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
216,375,000 | 219,275,000 | 63,100,000 | 68,550,000 | |||
Shares redeemed
|
(231,150,000) | (180,600,000) | (56,700,000) | (55,850,000) | |||
Net increase (decrease) from share
transactions
|
(14,775,000) | 38,675,000 | 6,400,000 | 12,700,000 |
SPDR S&P Homebuilders ETF | SPDR S&P Oil & Gas Exploration & Production ETF | SPDR S&P Regional Banking ETF | ||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 | |||||
$ 10,431,669 | $ 12,214,777 | $ 117,030,355 | $ 80,575,563 | $ 84,893,008 | $ 100,050,306 | |||||
(59,921,190) | 50,988,835 | 228,322,359 | 1,873,119,457 | (960,241,860) | 11,999,565 | |||||
420,349,055 | (495,165,255) | 67,875,665 | (946,226,884) | 65,462,531 | (580,343,129) | |||||
370,859,534 | (431,961,643) | 413,228,379 | 1,007,468,136 | (809,886,321) | (468,293,258) | |||||
305,283 | (1,058,174) | (7,872,422) | (5,592,209) | 10,167,543 | (4,770,368) | |||||
(10,744,968) | (11,092,891) | (111,292,039) | (74,165,492) | (95,585,698) | (95,537,482) | |||||
5,344,243,911 | 6,138,199,523 | 12,425,591,414 | 17,912,759,795 | 13,555,777,173 | 12,386,769,610 | |||||
(5,261,807,543) | (6,771,455,166) | (13,573,674,661) | (18,899,755,374) | (12,810,102,553) | (13,851,362,802) | |||||
(305,283) | 1,058,174 | 7,872,422 | 5,592,209 | (10,167,543) | 4,770,368 | |||||
— | — | (730) | — | — | — | |||||
82,131,085 | (632,197,469) | (1,140,211,555) | (981,403,370) | 735,507,077 | (1,459,822,824) | |||||
442,550,934 | (1,076,310,177) | (846,147,637) | (53,692,935) | (159,797,399) | (2,028,423,932) | |||||
886,171,263 | 1,962,481,440 | 4,072,300,328 | 4,125,993,263 | 3,064,454,870 | 5,092,878,802 | |||||
$ 1,328,722,197 | $ 886,171,263 | $ 3,226,152,691 | $ 4,072,300,328 | $ 2,904,657,471 | $ 3,064,454,870 | |||||
82,500,000 | 85,150,000 | 93,300,000 | 161,500,000 | 276,600,000 | 181,450,000 | |||||
(82,150,000) | (95,750,000) | (102,350,000) | (170,050,000) | (258,200,000) | (206,450,000) | |||||
350,000 | (10,600,000) | (9,050,000) | (8,550,000) | 18,400,000 | (25,000,000) |
SPDR Dow Jones REIT ETF | |||||||||
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
|
$ 95.05 | $ 104.87 | $ 78.07 | $ 98.82 | $ 93.80 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
2.74 | 2.18 | 1.89 | 2.50 | 2.74 | ||||
Net realized and unrealized gain (loss) (b)
|
(4.28) | (8.86) | 28.25 | (19.84) | 5.92 | ||||
Total from investment operations
|
(1.54) | (6.68) | 30.14 | (17.34) | 8.66 | ||||
Net equalization credits and charges (a)
|
0.53 | 0.06 | 0.08 | (0.10) | 0.01 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(3.54) | (3.20) | (3.42) | (3.31) | (3.65) | ||||
Net asset value, end of period
|
$ 90.50 | $ 95.05 | $ 104.87 | $ 78.07 | $ 98.82 | ||||
Total return (c)
|
(0.81)% | (6.69)% | 39.59% | (18.04)% | 9.58% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$1,342,210 | $1,721,063 | $1,838,574 | $1,353,163 | $2,532,796 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.26% | 0.25% | 0.25% | 0.25% | 0.25% | ||||
Net investment income (loss)
|
3.00% | 1.96% | 2.12% | 2.61% | 2.89% | ||||
Portfolio turnover rate (d)
|
5% | 10% | 6% | 17% | 9% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(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) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR Portfolio S&P 400 Mid Cap ETF | |||||||||
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
|
$ 39.70 | $ 47.21 | $ 31.26 | $ 34.06 | $ 34.86 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.72 | 0.64 | 0.54 | 0.54 | 0.54 | ||||
Net realized and unrealized gain (loss) (b)
|
6.19 | (7.50) | 15.95 | (2.77) | (0.82) | ||||
Total from investment operations
|
6.91 | (6.86) | 16.49 | (2.23) | (0.28) | ||||
Net equalization credits and charges (a)
|
0.01 | 0.01 | 0.01 | 0.01 | 0.04 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.72) | (0.66) | (0.55) | (0.58) | (0.56) | ||||
Net asset value, end of period
|
$ 45.90 | $ 39.70 | $ 47.21 | $ 31.26 | $ 34.06 | ||||
Total return (c)
|
17.60% | (14.67)% | 53.05% | (6.53)% | (0.60)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$6,712,402 | $4,557,863 | $4,718,598 | $2,341,048 | $1,592,467 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.06% | 0.05% | 0.05% | 0.05% | 0.05% | ||||
Net investment income (loss)
|
1.66% | 1.37% | 1.34% | 1.66% | 1.61% | ||||
Portfolio turnover rate (d)
|
17% | 13% | 14% | 30% | 8% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(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) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR Portfolio S&P 500 ETF | |||||||||
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
|
$ 44.34 | $ 50.34 | $ 36.30 | $ 34.53 | $ 31.87 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.79 | 0.73 | 0.66 | 0.69 | 0.65 | ||||
Net realized and unrealized gain (loss) (b)
|
7.79 | (6.03) | 14.02 | 1.72 | 2.64 | ||||
Total from investment operations
|
8.58 | (5.30) | 14.68 | 2.41 | 3.29 | ||||
Net equalization credits and charges (a)
|
0.01 | 0.02 | 0.03 | 0.06 | 0.05 | ||||
Contribution from affiliate
|
— | — | 0.00(c) | — | — | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.79) | (0.72) | (0.67) | (0.70) | (0.68) | ||||
Net asset value, end of period
|
$ 52.14 | $ 44.34 | $ 50.34 | $ 36.30 | $ 34.53 | ||||
Total return (d)
|
19.58% | (10.67)% | 40.79% | 7.26% | 10.65% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$18,776,812 | $12,762,052 | $10,724,280 | $5,516,028 | $2,527,961 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.04% | 0.03% | 0.03% | 0.03% | 0.03% | ||||
Net investment income (loss)
|
1.67% | 1.42% | 1.51% | 1.97% | 2.00% | ||||
Portfolio turnover rate (e)
|
2% | 2% | 4% | 11% | 5% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(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) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR Portfolio S&P 500 Growth ETF | |||||||||
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
|
$ 52.23 | $ 62.98 | $ 44.96 | $ 38.74 | $ 35.12 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.65 | 0.47 | 0.46 | 0.55 | 0.53 | ||||
Net realized and unrealized gain (loss) (b)
|
8.78 | (10.76) | 18.02 | 6.24 | 3.60 | ||||
Total from investment operations
|
9.43 | (10.29) | 18.48 | 6.79 | 4.13 | ||||
Net equalization credits and charges (a)
|
0.00(c) | 0.01 | (0.00)(c) | (0.01) | 0.03 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.64) | (0.47) | (0.46) | (0.56) | (0.54) | ||||
Net asset value, end of period
|
$ 61.02 | $ 52.23 | $ 62.98 | $ 44.96 | $ 38.74 | ||||
Total return (d)
|
18.21% | (16.45)% | 41.27% | 17.67% | 11.96% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$17,732,988 | $11,849,300 | $12,378,498 | $7,903,192 | $5,390,890 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.05% | 0.04% | 0.04% | 0.04% | 0.04% | ||||
Net investment income (loss)
|
1.19% | 0.73% | 0.85% | 1.36% | 1.45% | ||||
Portfolio turnover rate (e)
|
33% | 14% | 11% | 23% | 21% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(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) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR Portfolio S&P 500 High Dividend ETF | |||||||||
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
|
$ 39.89 | $ 40.09 | $ 27.89 | $ 38.01 | $ 37.27 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
1.66 | 1.60 | 1.48 | 1.58 | 1.64 | ||||
Net realized and unrealized gain (loss) (b)
|
(2.67) | (0.19) | 12.47 | (10.08) | 0.61 | ||||
Total from investment operations
|
(1.01) | 1.41 | 13.95 | (8.50) | 2.25 | ||||
Net equalization credits and charges (a)
|
0.01 | (0.04) | 0.16 | 0.09 | 0.19 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(1.78) | (1.57) | (1.91) | (1.71) | (1.70) | ||||
Net asset value, end of period
|
$ 37.11 | $ 39.89 | $ 40.09 | $ 27.89 | $ 38.01 | ||||
Total return (c)
|
(2.46)% | 3.37% | 51.84% | (22.55)% | 6.82% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$6,511,147 | $7,767,907 | $4,666,565 | $1,916,307 | $1,704,761 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.08% | 0.07% | 0.07% | 0.07% | 0.07% | ||||
Net investment income (loss)
|
4.23% | 3.83% | 4.28% | 4.64% | 4.41% | ||||
Portfolio turnover rate (d)
|
46% | 29% | 39% | 45% | 28% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(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 return for periods less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR Portfolio S&P 500 Value ETF | |||||||||
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
|
$ 36.81 | $ 39.54 | $ 29.04 | $ 31.28 | $ 29.60 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.84 | 0.86 | 0.81 | 0.84 | 0.79 | ||||
Net realized and unrealized gain (loss) (b)
|
6.39 | (2.76) | 10.45 | (2.31) | 1.68 | ||||
Total from investment operations
|
7.23 | (1.90) | 11.26 | (1.47) | 2.47 | ||||
Net equalization credits and charges (a)
|
0.01 | 0.02 | 0.07 | 0.07 | 0.03 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.84) | (0.85) | (0.83) | (0.84) | (0.82) | ||||
Net asset value, end of period
|
$ 43.21 | $ 36.81 | $ 39.54 | $ 29.04 | $ 31.28 | ||||
Total return (c)
|
19.94% | (4.92)% | 39.44% | (4.54)% | 8.59% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$16,055,170 | $12,504,326 | $12,120,515 | $4,753,481 | $2,883,852 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.05% | 0.04% | 0.04% | 0.04% | 0.04% | ||||
Net investment income (loss)
|
2.12% | 2.12% | 2.28% | 2.67% | 2.63% | ||||
Portfolio turnover rate (d)
|
27% | 16% | 18% | 34% | 30% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(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) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR Portfolio S&P 600 Small Cap ETF | |||||||||
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
|
$ 36.00 | $ 43.95 | $ 26.57 | $ 30.65 | $ 32.26 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.66 | 0.61 | 0.45 | 0.44 | 0.48 | ||||
Net realized and unrealized gain (loss) (b)
|
2.80 | (7.95) | 17.37 | (4.07) | (1.57) | ||||
Total from investment operations
|
3.46 | (7.34) | 17.82 | (3.63) | (1.09) | ||||
Net equalization credits and charges (a)
|
0.01 | 0.01 | 0.00(c) | 0.04 | 0.01 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.61) | (0.62) | (0.44) | (0.49) | (0.53) | ||||
Net asset value, end of period
|
$ 38.86 | $ 36.00 | $ 43.95 | $ 26.57 | $ 30.65 | ||||
Total return (d)
|
9.75% | (16.87)% | 67.37% | (11.78)% | (3.24)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$7,651,569 | $4,008,887 | $4,179,916 | $2,168,502 | $1,367,143 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.05% | 0.05% | 0.05% | 0.05% | 0.05% | ||||
Net investment income (loss)
|
1.75% | 1.45% | 1.25% | 1.55% | 1.57% | ||||
Portfolio turnover rate (e)
|
22% | 16% | 13% | 80% | 14% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(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) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR Portfolio S&P 1500 Composite Stock Market ETF | |||||||||
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
|
$ 46.46 | $ 52.97 | $ 37.81 | $ 36.49 | $ 33.98 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.82 | 0.76 | 0.68 | 0.72 | 0.68 | ||||
Net realized and unrealized gain (loss) (b)
|
8.02 | (6.51) | 15.15 | 1.35 | 2.43 | ||||
Total from investment operations
|
8.84 | (5.75) | 15.83 | 2.07 | 3.11 | ||||
Net equalization credits and charges (a)
|
0.00(c) | 0.01 | 0.01 | (0.02) | 0.06 | ||||
Contribution from affiliate
|
— | — | 0.00(c) | — | — | ||||
Other capital
|
— | 0.00(c) | — | — | — | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.82) | (0.77) | (0.68) | (0.73) | (0.66) | ||||
Net asset value, end of period
|
$ 54.48 | $ 46.46 | $ 52.97 | $ 37.81 | $ 36.49 | ||||
Total return (d)
|
19.26% | (11.02)% | 42.13% | 5.76% | 9.45% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$6,540,117 | $5,117,088 | $5,182,681 | $3,391,957 | $3,497,222 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.04% | 0.03% | 0.03% | 0.03% | 0.03% | ||||
Net investment income (loss)
|
1.67% | 1.41% | 1.48% | 1.93% | 1.96% | ||||
Portfolio turnover rate (e)
|
2% | 1% | 3% | 12% | 4% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(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) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Aerospace & Defense ETF | |||||||||
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
|
$ 100.60 | $ 132.28 | $ 87.61 | $ 104.01 | $ 87.07 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.55 | 0.49 | 0.77 | 1.01 | 0.54 | ||||
Net realized and unrealized gain (loss) (b)
|
21.01 | (31.72) | 44.88 | (16.37) | 17.39 | ||||
Total from investment operations
|
21.56 | (31.23) | 45.65 | (15.36) | 17.93 | ||||
Net equalization credits and charges (a)
|
(0.01) | 0.00(c) | (0.02) | 0.00(c) | 0.03 | ||||
Voluntary contribution from Custodian
|
— | — | — | — | 0.00(c) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.57) | (0.45) | (0.96) | (1.04) | (1.02) | ||||
Net asset value, end of period
|
$ 121.58 | $ 100.60 | $ 132.28 | $ 87.61 | $ 104.01 | ||||
Total return (d)
|
21.49% | (23.65)% | 52.23% | (14.83)% | 20.75% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$1,537,931 | $1,229,876 | $1,418,716 | $1,368,843 | $1,549,742 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.36% | 0.35% | 0.35% | 0.35% | 0.35% | ||||
Net investment income (loss)
|
0.50% | 0.42% | 0.71% | 1.01% | 0.58% | ||||
Portfolio turnover rate (e)
|
26% | 38% | 26% | 28% | 22% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(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) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Bank ETF | |||||||||
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
|
$ 43.89 | $ 51.31 | $ 31.57 | $ 43.45 | $ 47.19 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
1.21 | 1.15 | 1.16 | 1.09 | 0.90 | ||||
Net realized and unrealized gain (loss) (b)
|
(7.82) | (7.26) | 19.71 | (11.95) | (3.62) | ||||
Total from investment operations
|
(6.61) | (6.11) | 20.87 | (10.86) | (2.72) | ||||
Net equalization credits and charges (a)
|
(0.01) | (0.06) | 0.01 | 0.02 | (0.03) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(1.28) | (1.25) | (1.14) | (1.04) | (0.99) | ||||
Net asset value, end of period
|
$ 35.99 | $ 43.89 | $ 51.31 | $ 31.57 | $ 43.45 | ||||
Total return (c)
|
(15.33)% | (12.36)% | 67.13% | (25.32)% | (5.72)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$1,351,476 | $2,075,901 | $3,355,683 | $1,307,007 | $1,742,407 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.36% | 0.35% | 0.35% | 0.35% | 0.35% | ||||
Net investment income (loss)
|
2.75% | 2.19% | 2.60% | 2.74% | 2.02% | ||||
Portfolio turnover rate (d)
|
34% | 37% | 41% | 30% | 24% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(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) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Biotech ETF | |||||||||
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
|
$ 74.24 | $ 135.54 | $ 112.03 | $ 87.82 | $ 95.23 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
(0.09) | (0.17) | 0.24 | 0.01 | 0.04 | ||||
Net realized and unrealized gain (loss) (b)
|
9.10 | (61.02) | 23.57 | 24.22 | (7.37) | ||||
Total from investment operations
|
9.01 | (61.19) | 23.81 | 24.23 | (7.33) | ||||
Net equalization credits and charges (a)
|
0.00(c) | (0.11) | (0.00)(c) | 0.00(c) | 0.00(c) | ||||
Other capital
|
— | 0.00(c) | — | — | — | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.00)(c) | — | (0.30) | (0.02) | (0.08) | ||||
Net asset value, end of period
|
$ 83.25 | $ 74.24 | $ 135.54 | $ 112.03 | $ 87.82 | ||||
Total return (d)
|
12.15% | (45.23)% | 21.27% | 27.59% | (7.70)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$6,445,876 | $6,844,470 | $7,254,733 | $5,402,647 | $4,412,868 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.36% | 0.35% | 0.35% | 0.35% | 0.35% | ||||
Net investment income (loss)
|
(0.11)% | (0.17)% | 0.18% | 0.01% | 0.05% | ||||
Portfolio turnover rate (e)
|
65% | 64% | 74% | 66% | 45% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(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) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Dividend ETF | |||||||||
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
|
$ 118.68 | $ 122.33 | $ 91.25 | $ 100.96 | $ 92.65 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
3.35 | 3.25 | 3.28 | 2.84 | 2.41 | ||||
Net realized and unrealized gain (loss) (b)
|
3.76 | (3.57) | 31.05 | (9.68) | 8.30 | ||||
Total from investment operations
|
7.11 | (0.32) | 34.33 | (6.84) | 10.71 | ||||
Net equalization credits and charges (a)
|
0.01 | 0.02 | (0.01) | (0.04) | 0.02 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(3.19) | (3.35) | (3.24) | (2.83) | (2.42) | ||||
Net asset value, end of period
|
$ 122.61 | $ 118.68 | $ 122.33 | $ 91.25 | $ 100.96 | ||||
Total return (c)
|
6.06% | (0.28)% | 38.17% | (6.82)% | 11.76% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$22,057,452 | $20,591,731 | $19,670,957 | $15,197,866 | $18,698,029 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.36% | 0.35% | 0.35% | 0.35% | 0.35% | ||||
Net investment income (loss)
|
2.71% | 2.61% | 3.06% | 2.89% | 2.49% | ||||
Portfolio turnover rate (d)
|
29% | 24% | 22% | 31% | 20% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(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) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Homebuilders ETF | |||||||||
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
|
$ 54.70 | $ 73.23 | $ 43.92 | $ 41.69 | $ 39.56 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
0.70 | 0.51 | 0.43 | 0.43 | 0.41 | ||||
Net realized and unrealized gain (loss) (b)
|
25.57 | (18.48) | 29.30 | 2.20 | 2.17 | ||||
Total from investment operations
|
26.27 | (17.97) | 29.73 | 2.63 | 2.58 | ||||
Net equalization credits and charges (a)
|
0.02 | (0.04) | (0.00)(c) | 0.03 | (0.03) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(0.70) | (0.52) | (0.42) | (0.43) | (0.42) | ||||
Net asset value, end of period
|
$ 80.29 | $ 54.70 | $ 73.23 | $ 43.92 | $ 41.69 | ||||
Total return (d)
|
48.39% | (24.73)% | 67.87% | 6.49% | 6.59% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$1,328,722 | $886,171 | $1,962,481 | $799,294 | $658,639 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.36% | 0.35% | 0.35% | 0.35% | 0.35% | ||||
Net investment income (loss)
|
1.08% | 0.70% | 0.70% | 1.01% | 1.09% | ||||
Portfolio turnover rate (e)
|
27% | 21% | 24% | 27% | 32% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(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) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Oil & Gas Exploration & Production ETF | |||||||||
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20(a) |
Year
Ended 6/30/19(a) | |||||
Net asset value, beginning of period
|
$ 119.42 | $ 96.74 | $ 52.22 | $ 108.92 | $ 172.16 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (b)
|
3.83 | 2.07 | 1.37 | 1.46 | 1.12 | ||||
Net realized and unrealized gain (loss) (c)
|
9.69 | 22.83 | 44.56 | (56.76) | (63.20) | ||||
Total from investment operations
|
13.52 | 24.90 | 45.93 | (55.30) | (62.08) | ||||
Net equalization credits and charges (b)
|
(0.26) | (0.14) | (0.02) | 0.02 | 0.00(d) | ||||
Other capital
|
(0.00)(d) | — | — | — | — | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(3.89) | (2.08) | (1.39) | (1.42) | (1.16) | ||||
Net asset value, end of period
|
$ 128.79 | $ 119.42 | $ 96.74 | $ 52.22 | $ 108.92 | ||||
Total return (e)
|
11.22% | 25.79% | 89.34% | (50.86)% | (36.12)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$3,226,153 | $4,072,300 | $4,125,993 | $2,067,927 | $1,884,277 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.36% | 0.35% | 0.35% | 0.35% | 0.35% | ||||
Net investment income (loss)
|
2.85% | 1.88% | 2.07% | 2.13% | 0.81% | ||||
Portfolio turnover rate (f)
|
29% | 42% | 71% | 41% | 37% |
(a) | After the close of trading on March 30, 2020, the SPDR S&P Oil & Gas Exploration & Production ETF underwent a 1-for-4 reverse share split. The historical per share activity presented here has been retroactively adjusted to reflect this split. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR S&P Regional Banking ETF | |||||||||
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
|
$ 58.09 | $ 65.50 | $ 38.41 | $ 53.53 | $ 60.96 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
1.53 | 1.42 | 1.44 | 1.37 | 1.15 | ||||
Net realized and unrealized gain (loss) (b)
|
(17.44) | (7.33) | 26.99 | (15.21) | (7.32) | ||||
Total from investment operations
|
(15.91) | (5.91) | 28.43 | (13.84) | (6.17) | ||||
Net equalization credits and charges (a)
|
0.18 | (0.07) | 0.08 | 0.11 | (0.06) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(1.54) | (1.43) | (1.42) | (1.39) | (1.20) | ||||
Net asset value, end of period
|
$ 40.82 | $ 58.09 | $ 65.50 | $ 38.41 | $ 53.53 | ||||
Total return (c)
|
(27.47)% | (9.37)% | 75.38% | (25.96)% | (10.15)% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$2,904,657 | $3,064,455 | $5,092,879 | $1,208,104 | $2,237,599 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.36% | 0.35% | 0.35% | 0.35% | 0.35% | ||||
Net investment income (loss)
|
2.84% | 2.08% | 2.47% | 2.79% | 2.03% | ||||
Portfolio turnover rate (d)
|
61% | 44% | 50% | 35% | 27% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(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) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
Asset Derivatives | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Dow Jones REIT ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $ 222,062 | $— | $ 222,062 | |||||
SPDR Portfolio S&P 500 ETF | |||||||||||
Futures Contracts
|
— | — | — | 2,417,179 | — | 2,417,179 | |||||
SPDR Portfolio S&P 500 High Dividend ETF | |||||||||||
Futures Contracts
|
— | — | — | 1,367,554 | — | 1,367,554 | |||||
SPDR Portfolio S&P 600 Small Cap ETF | |||||||||||
Futures Contracts
|
— | — | — | 6,510 | — | 6,510 | |||||
SPDR Portfolio S&P 1500 Composite Stock Market ETF | |||||||||||
Futures Contracts
|
— | — | — | 401,988 | — | 401,988 | |||||
SPDR S&P Dividend ETF | |||||||||||
Futures Contracts
|
— | — | — | 2,769,041 | — | 2,769,041 | |||||
Swap Contracts
|
— | — | — | 2,266,773 | — | 2,266,773 | |||||
SPDR S&P Oil & Gas Exploration & Production ETF | |||||||||||
Futures Contracts
|
— | — | — | 80,268 | — | 80,268 |
Net Realized Gain (Loss) | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Dow Jones REIT ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | (1,768,906) | $— | (1,768,906) | |||||
SPDR Portfolio S&P 500 ETF | |||||||||||
Futures Contracts
|
— | — | — | 4,668,011 | — | 4,668,011 | |||||
SPDR Portfolio S&P 500 High Dividend ETF | |||||||||||
Futures Contracts
|
— | — | — | 4,104,641 | — | 4,104,641 | |||||
SPDR Portfolio S&P 600 Small Cap ETF | |||||||||||
Futures Contracts
|
— | — | — | 2,128 | — | 2,128 | |||||
SPDR Portfolio S&P 1500 Composite Stock Market ETF | |||||||||||
Futures Contracts
|
— | — | — | 614,683 | — | 614,683 | |||||
SPDR S&P Dividend ETF | |||||||||||
Futures Contracts
|
— | — | — | 10,959,746 | — | 10,959,746 | |||||
Swap Contracts
|
— | — | — | (4,978,388) | — | (4,978,388) | |||||
SPDR S&P Oil & Gas Exploration & Production ETF | |||||||||||
Futures Contracts
|
— | — | — | (2,786,826) | — | (2,786,826) |
Net Change in Unrealized Appreciation/Depreciation | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Dow Jones REIT ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $ (31,989) | $— | $ (31,989) | |||||
SPDR Portfolio S&P 500 ETF | |||||||||||
Futures Contracts
|
— | — | — | 2,219,226 | — | 2,219,226 | |||||
SPDR Portfolio S&P 500 High Dividend ETF | |||||||||||
Futures Contracts
|
— | — | — | 1,086,194 | — | 1,086,194 | |||||
SPDR Portfolio S&P 600 Small Cap ETF | |||||||||||
Futures Contracts
|
— | — | — | 320,182 | — | 320,182 | |||||
SPDR Portfolio S&P 1500 Composite Stock Market ETF | |||||||||||
Futures Contracts
|
— | — | — | 256,885 | — | 256,885 | |||||
SPDR S&P Dividend ETF | |||||||||||
Futures Contracts
|
— | — | — | 2,503,485 | — | 2,503,485 | |||||
Swap Contracts
|
— | — | — | 6,659,869 | — | 6,659,869 | |||||
SPDR S&P Oil & Gas Exploration & Production ETF | |||||||||||
Futures Contracts
|
— | — | — | 1,083,572 | — | 1,083,572 |
Annual Rate | |
SPDR Dow Jones REIT ETF
|
0.25% |
SPDR Portfolio S&P 400 Mid Cap ETF
|
0.05 |
SPDR Portfolio S&P 500 ETF
|
0.03 |
SPDR Portfolio S&P 500 Growth ETF
|
0.04 |
SPDR Portfolio S&P 500 High Dividend
ETF
|
0.07 |
SPDR Portfolio S&P 500 Value ETF
|
0.04 |
SPDR Portfolio S&P 600 Small Cap ETF
|
0.05 |
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
0.03 |
SPDR S&P Aerospace & Defense ETF
|
0.35 |
SPDR S&P Bank ETF
|
0.35 |
SPDR S&P Biotech ETF
|
0.35 |
SPDR S&P Dividend ETF
|
0.35 |
SPDR S&P Homebuilders ETF
|
0.35 |
SPDR S&P Oil & Gas Exploration &
Production ETF
|
0.35 |
SPDR S&P Regional Banking ETF
|
0.35 |
Purchases | Sales | ||
SPDR Dow Jones REIT ETF
|
$ 70,257,042 | $ 71,099,963 | |
SPDR Portfolio S&P 400 Mid Cap ETF
|
987,199,112 | 970,467,800 | |
SPDR Portfolio S&P 500 ETF
|
267,903,431 | 310,896,982 | |
SPDR Portfolio S&P 500 Growth ETF
|
4,832,933,691 | 4,837,001,256 |
Purchases | Sales | ||
SPDR Portfolio S&P 500 High Dividend
ETF
|
$3,586,900,176 | $3,312,834,569 | |
SPDR Portfolio S&P 500 Value ETF
|
3,906,967,762 | 3,890,857,816 | |
SPDR Portfolio S&P 600 Small Cap ETF
|
1,104,840,299 | 1,083,683,296 | |
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
113,586,760 | 109,680,518 | |
SPDR S&P Aerospace & Defense ETF
|
359,872,568 | 360,046,272 | |
SPDR S&P Bank ETF
|
602,674,523 | 603,281,744 | |
SPDR S&P Biotech ETF
|
4,734,137,087 | 4,670,115,335 | |
SPDR S&P Dividend ETF
|
6,879,299,550 | 6,523,073,597 | |
SPDR S&P Homebuilders ETF
|
264,199,706 | 264,304,704 | |
SPDR S&P Oil & Gas Exploration &
Production ETF
|
1,170,053,195 | 1,171,258,210 | |
SPDR S&P Regional Banking ETF
|
1,790,739,559 | 1,803,270,447 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR Dow Jones REIT ETF
|
$ 984,295,055 | $ 1,277,148,967 | $ (26,178,885) | ||
SPDR Portfolio S&P 400 Mid Cap ETF
|
1,937,142,447 | 545,693,036 | 164,915,634 | ||
SPDR Portfolio S&P 500 ETF
|
6,172,563,655 | 2,730,204,023 | 755,245,252 | ||
SPDR Portfolio S&P 500 Growth ETF
|
7,345,009,261 | 3,830,972,934 | 973,677,562 | ||
SPDR Portfolio S&P 500 High Dividend
ETF
|
4,627,155,946 | 5,730,331,591 | 708,328,831 | ||
SPDR Portfolio S&P 500 Value ETF
|
8,786,381,827 | 7,396,895,512 | 1,149,102,220 | ||
SPDR Portfolio S&P 600 Small Cap ETF
|
2,237,897,070 | 680,546,440 | 181,569,158 | ||
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
1,039,252,583 | 549,793,914 | 198,313,583 | ||
SPDR S&P Aerospace & Defense ETF
|
225,116,021 | 170,018,828 | 27,155,312 | ||
SPDR S&P Bank ETF
|
1,375,967,998 | 1,867,832,194 | (5,092,289) | ||
SPDR S&P Biotech ETF
|
14,327,895,817 | 15,456,667,030 | 1,709,815,268 | ||
SPDR S&P Dividend ETF
|
7,377,823,161 | 7,025,788,190 | 1,719,102,144 | ||
SPDR S&P Homebuilders ETF
|
4,260,851,566 | 4,178,531,005 | 36,934,316 | ||
SPDR S&P Oil & Gas Exploration &
Production ETF
|
9,882,460,563 | 11,027,370,555 | 595,608,216 | ||
SPDR S&P Regional Banking ETF
|
10,640,622,847 | 9,893,632,690 | 67,867,662 |
Ordinary
Income |
Long-Term
Capital Gains |
Total | |||
SPDR Dow Jones REIT ETF
|
$ 59,848,485 | $— | $ 59,848,485 | ||
SPDR Portfolio S&P 400 Mid Cap ETF
|
94,878,855 | — | 94,878,855 | ||
SPDR Portfolio S&P 500 ETF
|
259,368,415 | — | 259,368,415 | ||
SPDR Portfolio S&P 500 Growth ETF
|
173,909,356 | — | 173,909,356 | ||
SPDR Portfolio S&P 500 High Dividend
ETF
|
331,882,313 | — | 331,882,313 | ||
SPDR Portfolio S&P 500 Value ETF
|
309,828,409 | — | 309,828,409 | ||
SPDR Portfolio S&P 600 Small Cap ETF
|
80,915,674 | — | 80,915,674 | ||
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
95,739,344 | — | 95,739,344 | ||
SPDR S&P Aerospace & Defense ETF
|
7,062,064 | — | 7,062,064 | ||
SPDR S&P Bank ETF
|
49,427,639 | — | 49,427,639 | ||
SPDR S&P Biotech ETF
|
202,133 | — | 202,133 | ||
SPDR S&P Dividend ETF
|
585,912,064 | — | 585,912,064 | ||
SPDR S&P Homebuilders ETF
|
10,744,968 | — | 10,744,968 | ||
SPDR S&P Oil & Gas Exploration &
Production ETF
|
111,292,039 | — | 111,292,039 | ||
SPDR S&P Regional Banking ETF
|
95,585,698 | — | 95,585,698 |
Ordinary
Income |
Long-Term
Capital Gains |
Total | |||
SPDR Dow Jones REIT ETF
|
$ 57,959,259 | $ — | $ 57,959,259 | ||
SPDR Portfolio S&P 400 Mid Cap ETF
|
71,743,228 | — | 71,743,228 | ||
SPDR Portfolio S&P 500 ETF
|
188,796,183 | — | 188,796,183 | ||
SPDR Portfolio S&P 500 Growth ETF
|
103,641,351 | — | 103,641,351 | ||
SPDR Portfolio S&P 500 High Dividend
ETF
|
237,671,317 | — | 237,671,317 | ||
SPDR Portfolio S&P 500 Value ETF
|
282,443,167 | — | 282,443,167 | ||
SPDR Portfolio S&P 600 Small Cap ETF
|
63,935,978 | — | 63,935,978 | ||
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
81,693,432 | — | 81,693,432 |
Ordinary
Income |
Long-Term
Capital Gains |
Total | |||
SPDR S&P Aerospace & Defense ETF
|
$ 5,246,533 | $— | $ 5,246,533 | ||
SPDR S&P Bank ETF
|
69,634,560 | — | 69,634,560 | ||
SPDR S&P Biotech ETF
|
— | — | — | ||
SPDR S&P Dividend ETF
|
552,419,296 | — | 552,419,296 | ||
SPDR S&P Homebuilders ETF
|
11,092,891 | — | 11,092,891 | ||
SPDR S&P Oil & Gas Exploration &
Production ETF
|
74,165,492 | — | 74,165,492 | ||
SPDR S&P Regional Banking ETF
|
95,537,482 | — | 95,537,482 |
Undistributed
Ordinary Income |
Capital
Loss Carryforwards |
Undistributed
Long-Term Capital Gains |
Net
Unrealized Gains (Losses) |
Total | |||||
SPDR Dow Jones REIT ETF
|
$ — | $ (231,744,880) | $— | $ (379,078,112) | $ (610,822,992) | ||||
SPDR Portfolio S&P 400 Mid Cap ETF
|
— | (339,395,369) | — | 516,241,307 | 176,845,938 | ||||
SPDR Portfolio S&P 500 ETF
|
— | (232,028,605) | — | 1,492,615,213 | 1,260,586,608 | ||||
SPDR Portfolio S&P 500 Growth ETF
|
793,930 | (2,509,089,621) | — | 2,050,972,822 | (457,322,869) | ||||
SPDR Portfolio S&P 500 High Dividend
ETF
|
— | (1,075,485,751) | — | (1,011,769,361) | (2,087,255,112) | ||||
SPDR Portfolio S&P 500 Value ETF
|
— | (1,097,248,274) | — | 592,647,960 | (504,600,314) | ||||
SPDR Portfolio S&P 600 Small Cap ETF
|
3,729,521 | (774,765,188) | — | 182,814,423 | (588,221,244) | ||||
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
— | (106,659,034) | — | 1,236,328,499 | 1,129,669,465 | ||||
SPDR S&P Aerospace & Defense ETF
|
— | (387,990,459) | — | 93,427,824 | (294,562,635) | ||||
SPDR S&P Bank ETF
|
830,327 | (1,298,032,237) | — | (433,870,375) | (1,731,072,285) | ||||
SPDR S&P Biotech ETF
|
— | (8,695,057,796) | — | (1,486,454,079) | (10,181,511,875) | ||||
SPDR S&P Dividend ETF
|
27,978,438 | (2,495,875,145) | — | 129,325,231 | (2,338,571,476) | ||||
SPDR S&P Homebuilders ETF
|
1,837,830 | (907,223,936) | — | (12,680,674) | (918,066,780) | ||||
SPDR S&P Oil & Gas Exploration &
Production ETF
|
12,148,387 | (5,057,763,880) | — | (562,387,286) | (5,608,002,779) | ||||
SPDR S&P Regional Banking ETF
|
— | (2,390,779,727) | — | (741,517,150) | (3,132,296,877) |
Non-Expiring
Short Term |
Non-Expiring
Long Term | ||
SPDR Dow Jones REIT ETF
|
$ 51,972,802 | $ 179,772,078 | |
SPDR Portfolio S&P 400 Mid Cap ETF
|
123,707,351 | 215,688,018 | |
SPDR Portfolio S&P 500 ETF
|
109,954,403 | 122,074,202 | |
SPDR Portfolio S&P 500 Growth ETF
|
1,126,561,888 | 1,382,527,733 | |
SPDR Portfolio S&P 500 High Dividend
ETF
|
671,725,327 | 403,760,424 | |
SPDR Portfolio S&P 500 Value ETF
|
570,771,481 | 526,476,793 | |
SPDR Portfolio S&P 600 Small Cap ETF*
|
220,804,678 | 553,960,510 | |
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
25,036,698 | 81,622,336 | |
SPDR S&P Aerospace & Defense ETF
|
205,860,099 | 182,130,360 | |
SPDR S&P Bank ETF
|
489,418,062 | 808,614,175 | |
SPDR S&P Biotech ETF
|
4,717,914,037 | 3,977,143,759 | |
SPDR S&P Dividend ETF
|
1,129,791,563 | 1,366,083,582 | |
SPDR S&P Homebuilders ETF
|
508,450,991 | 398,772,945 | |
SPDR S&P Oil & Gas Exploration &
Production ETF
|
2,284,095,297 | 2,773,668,583 | |
SPDR S&P Regional Banking ETF
|
1,036,234,081 | 1,354,545,646 |
* In accordance with IRC Section 382, a portion of SPDR Portfolio S&P 600 Small Cap ETF's losses have been subjected to an annual limitation. |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
SPDR Dow Jones REIT ETF
|
$ 1,734,247,169 | $ 14,721,588 | $ 393,799,700 | $ (379,078,112) | |||
SPDR Portfolio S&P 400 Mid Cap ETF
|
6,541,561,901 | 987,824,175 | 471,582,870 | 516,241,305 | |||
SPDR Portfolio S&P 500 ETF
|
17,276,010,506 | 2,413,552,737 | 920,937,524 | 1,492,615,213 | |||
SPDR Portfolio S&P 500 Growth ETF
|
15,670,760,464 | 2,536,238,831 | 485,266,009 | 2,050,972,822 | |||
SPDR Portfolio S&P 500 High Dividend
ETF
|
7,555,421,883 | 130,597,714 | 1,142,367,075 | (1,011,769,361) | |||
SPDR Portfolio S&P 500 Value ETF
|
15,488,225,866 | 1,752,347,611 | 1,159,699,651 | 592,647,960 | |||
SPDR Portfolio S&P 600 Small Cap ETF
|
8,119,050,947 | 1,100,081,244 | 917,266,503 | 182,814,741 | |||
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
5,327,876,962 | 1,564,848,102 | 328,519,596 | 1,236,328,506 | |||
SPDR S&P Aerospace & Defense ETF
|
1,521,290,355 | 201,501,042 | 108,073,218 | 93,427,824 | |||
SPDR S&P Bank ETF
|
1,844,939,808 | 19,197,735 | 453,068,110 | (433,870,375) | |||
SPDR S&P Biotech ETF
|
8,567,315,370 | 306,962,293 | 1,793,416,372 | (1,486,454,079) | |||
SPDR S&P Dividend ETF
|
22,263,436,397 | 1,623,382,772 | 1,494,057,541 | 129,325,231 | |||
SPDR S&P Homebuilders ETF
|
1,402,554,072 | 66,635,441 | 79,316,115 | (12,680,674) | |||
SPDR S&P Oil & Gas Exploration &
Production ETF
|
4,058,110,091 | 12,472,825 | 574,860,111 | (562,387,286) | |||
SPDR S&P Regional Banking ETF
|
3,725,020,927 | 13,232,380 | 754,749,530 | (741,517,150) |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received* |
Total
Collateral Received | ||||
SPDR Dow Jones REIT ETF
|
$ 21,990,940 | $ 19,734,758 | $ 2,712,311 | $ 22,447,069 | ||||
SPDR Portfolio S&P 400 Mid Cap ETF
|
480,139,688 | 353,598,518 | 133,866,942 | 487,465,460 | ||||
SPDR Portfolio S&P 500 ETF
|
10,708,949 | 7,796,325 | 3,099,764 | 10,896,089 | ||||
SPDR Portfolio S&P 500 High Dividend
ETF
|
56,268,000 | 57,337,305 | - | 57,337,305 | ||||
SPDR Portfolio S&P 500 Value ETF
|
64,159,082 | 38,455,337 | 25,661,384 | 64,116,721 | ||||
SPDR Portfolio S&P 600 Small Cap ETF
|
728,900,287 | 658,928,677 | 87,151,175 | 746,079,852 |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received* |
Total
Collateral Received | ||||
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
$ 51,028,892 | $ 28,869,269 | $ 23,076,023 | $ 51,945,292 | ||||
SPDR S&P Aerospace & Defense ETF
|
134,826,184 | 76,645,226 | 64,614,753 | 141,259,979 | ||||
SPDR S&P Bank ETF
|
63,967,545 | 61,218,060 | 5,654,166 | 66,872,226 | ||||
SPDR S&P Biotech ETF
|
807,734,881 | 633,689,418 | 195,516,114 | 829,205,532 | ||||
SPDR S&P Dividend ETF
|
410,083,522 | 381,931,207 | 35,924,679 | 417,855,886 | ||||
SPDR S&P Homebuilders ETF
|
61,566,436 | 61,594,352 | - | 61,594,352 | ||||
SPDR S&P Oil & Gas Exploration &
Production ETF
|
400,493,634 | 272,551,728 | 139,021,002 | 411,572,730 | ||||
SPDR S&P Regional Banking ETF
|
150,399,089 | 88,167,898 | 69,802,325 | 157,970,223 |
* | The non-cash collateral includes U.S. Treasuries and U.S. Government Agency securities. |
Remaining Contractual Maturity of the Agreements as of June 30, 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 Dow Jones REIT ETF
|
Common Stocks | $ 19,734,758 | $— | $— | $— | $ 19,734,758 | $ 19,734,758 | |||||||
SPDR Portfolio S&P 400 Mid Cap ETF
|
Common Stocks | 353,598,518 | — | — | — | 353,598,518 | 353,598,518 | |||||||
SPDR Portfolio S&P 500 ETF
|
Common Stocks | 7,796,325 | — | — | — | 7,796,325 | 7,796,325 | |||||||
SPDR Portfolio S&P 500 High Dividend
ETF
|
Common Stocks | 57,337,305 | — | — | — | 57,337,305 | 57,337,305 | |||||||
SPDR Portfolio S&P 500 Value ETF
|
Common Stocks | 38,455,337 | — | — | — | 38,455,337 | 38,455,337 | |||||||
SPDR Portfolio S&P 600 Small Cap ETF
|
Common Stocks | 658,928,677 | — | — | — | 658,928,677 | 658,928,677 | |||||||
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
Common Stocks | 28,869,269 | — | — | — | 28,869,269 | 28,869,269 | |||||||
SPDR S&P Aerospace & Defense ETF
|
Common Stocks | 76,645,226 | — | — | — | 76,645,226 | 76,645,226 | |||||||
SPDR S&P Bank ETF
|
Common Stocks | 61,218,060 | — | — | — | 61,218,060 | 61,218,060 | |||||||
SPDR S&P Biotech ETF
|
Common Stocks | 633,689,418 | — | — | — | 633,689,418 | 633,689,418 | |||||||
SPDR S&P Dividend ETF
|
Common Stocks | 381,931,207 | — | — | — | 381,931,207 | 381,931,207 | |||||||
SPDR S&P Homebuilders ETF
|
Common Stocks | 61,594,352 | — | — | — | 61,594,352 | 61,594,352 | |||||||
SPDR S&P Oil & Gas Exploration &
Production ETF
|
Common Stocks | 272,551,728 | — | — | — | 272,551,728 | 272,551,728 | |||||||
SPDR S&P Regional Banking ETF
|
Common Stocks | 88,167,898 | — | — | — | 88,167,898 | 88,167,898 |
Shares of the Fund Issued | Net Assets Recieved from Acquired Fund | Net Assets of the Fund Immediately Prior to Combination | Net Assets of the Fund Immediately After the Combination | |
SPDR Portfolio S&P 600 Small Cap ETF | 44,960,263 | $1,724,236,383 | $5,689,256,430 | $7,413,492,813 |
Net Investment income (loss)
|
$ 112,087,193 |
Total net realized and change in unrealized gain
(loss)
|
$461,929,420 |
Net increase (decrease) in net assets resulting
from operations
|
$574,016,613 |
Fund | Previous Management Fee | New Management Fee |
SPDR Portfolio S&P 500 ETF | 0.03% | 0.02% |
SPDR Portfolio S&P 400 Mid Cap ETF | 0.05% | 0.03% |
SPDR Portfolio S&P 600 Small Cap ETF | 0.05% | 0.03% |
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 Dow Jones REIT ETF
|
0.25% | $1,057.10 | $1.28 | $1,023.60 | $1.25 | ||||
SPDR Portfolio S&P 400 Mid Cap ETF
|
0.05 | 1,088.30 | 0.26 | 1,024.50 | 0.25 | ||||
SPDR Portfolio S&P 500 ETF
|
0.03 | 1,168.70 | 0.16 | 1,024.60 | 0.15 | ||||
SPDR Portfolio S&P 500 Growth ETF
|
0.04 | 1,211.90 | 0.22 | 1,024.60 | 0.20 | ||||
SPDR Portfolio S&P 500 High Dividend
ETF
|
0.07 | 960.00 | 0.34 | 1,024.40 | 0.35 | ||||
SPDR Portfolio S&P 500 Value ETF
|
0.04 | 1,121.20 | 0.21 | 1,024.60 | 0.20 | ||||
SPDR Portfolio S&P 600 Small Cap ETF
|
0.05 | 1,060.20 | 0.26 | 1,024.50 | 0.25 | ||||
SPDR Portfolio S&P 1500 Composite Stock
Market ETF
|
0.03 | 1,161.20 | 0.16 | 1,024.60 | 0.15 | ||||
SPDR S&P Aerospace & Defense ETF
|
0.35 | 1,106.60 | 1.83 | 1,023.10 | 1.76 | ||||
SPDR S&P Bank ETF
|
0.35 | 809.60 | 1.57 | 1,023.10 | 1.76 | ||||
SPDR S&P Biotech ETF
|
0.35 | 1,002.40 | 1.74 | 1,023.10 | 1.76 | ||||
SPDR S&P Dividend ETF
|
0.35 | 992.30 | 1.73 | 1,023.10 | 1.76 | ||||
SPDR S&P Homebuilders ETF
|
0.35 | 1,337.90 | 2.03 | 1,023.10 | 1.76 | ||||
SPDR S&P Oil & Gas Exploration &
Production ETF
|
0.35 | 961.70 | 1.70 | 1,023.10 | 1.76 | ||||
SPDR S&P Regional Banking ETF
|
0.35 | 707.70 | 1.48 | 1,023.10 | 1.76 |
(a) | Expenses are equal to the Fund's annualized net expense ratio multiplied by the average account value of the period, multiplied by 181, then divided by 365. |
• | the Program supported each Fund’s ability to honor redemption requests timely; |
• | the Program supported SSGA FM’s management of each Fund’s liquidity profile, including during periods of market volatility and net redemptions; |
• | no material liquidity issues were identified during the period; |
• | there were no material changes to the Program during the period; |
• | the implementation of the Program was effective to manage each Fund’s liquidity risk; and |
• | the Program operated adequately during the period. |
Name,
Address and Year of Birth |
Position(s)
with Funds |
Term
of Office and Length of Time Served |
Principal
Occupation(s) During Past 5 Years |
Number
of Portfolios in Fund Complex Overseen by Trustee† |
Other
Directorships Held by Trustee During the Past 5 Years | |||||
Trustees | ||||||||||
Independent Trustees | ||||||||||
CARL
G. VERBONCOEUR c/o SPDR Series Trust One Iron Street Boston, MA 02210 1952 |
Independent
Trustee, Chairman, Trustee Committee Chair |
Term:
Unlimited Served: since April 2010 |
Self-employed
consultant since 2009. |
121 | The
Motley Fool Funds Trust (Trustee). | |||||
DWIGHT
D. CHURCHILL c/o SPDR Series Trust One Iron Street Boston, MA 02210 1953 |
Independent
Trustee, Audit Committee Chair |
Term:
Unlimited Served: since April 2010 |
Self-employed
consultant since 2010; CEO and President, CFA Institute (June 2014 - January 2015). |
121 | Affiliated Managers Group, Inc. (Chairman, Director and Audit Committee Chair). | |||||
CLARE
S. RICHER c/o SPDR Series Trust One Iron Street Boston, MA 02210 1958 |
Independent
Trustee |
Term:
Unlimited Served: since July 2018 |
Retired.
Chief Financial Officer, Putnam Investments LLC (December 2008 - May 2017). |
121 | Principal
Financial Group (Director and Financial Committee Chair); Bain Capital Specialty Finance (Director); University of Notre Dame (Trustee); Putnam Acquisition Financing Inc. (Director); Putnam Acquisition Financing LLC (Director); Putnam GP Inc. (Director); Putnam Investor Services, Inc. (Director); Putnam Investments Limited (Director). | |||||
SANDRA
G. SPONEM c/o SPDR Series Trust One Iron Street Boston, MA 02210 1958 |
Independent
Trustee |
Term:
Unlimited Served: since July 2018 |
Retired.
Chief Financial Officer, M.A. Mortenson Companies, Inc.(construction and real estate company) (February 2007 - April 2017). |
121 | Rydex
Series Funds Rydex Dynamic Funds Rydex Variable Trust Guggenheim Funds Trust; Guggenheim Variable Funds Trust; Guggenheim Strategy Funds Trust; Transparent Value Trust; Fiduciary/ Claymore Energy Infrastructure Fund; Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust; Guggenheim Strategic Opportunities Fund; Guggenheim Enhanced Equity Income Fund; Guggenheim Credit Allocation Fund; Guggenheim Energy & Income Fund; Guggenheim Active Allocation Fund (Trustee and Audit Committee Chair). |
Name,
Address and Year of Birth |
Position(s)
with Funds |
Term
of Office and Length of Time Served |
Principal
Occupation(s) During Past 5 Years |
Number
of Portfolios in Fund Complex Overseen by Trustee† |
Other
Directorships Held by Trustee During the Past 5 Years | |||||
CAROLYN
M. CLANCY c/o SPDR Index Shares Funds One Iron Street Boston, MA 02210 1960 |
Independent
Trustee |
Term:
Unlimited Served: since October 2022 |
Retired.
Executive Vice President, Head of Strategy, Analytics and Market Readiness, Fidelity Investments (April 2020 - June 2021); Executive Vice President, Head of Broker Dealer Business, Fidelity Investments (July 2017 - March 2020). |
121 | Assumption
University (Trustee); Big Sister Association of Greater Boston (Director). | |||||
KRISTI
L. ROWSELL c/o SPDR Index Shares Funds One Iron Street Boston, MA 02210 1966 |
Independent
Trustee |
Term:
Unlimited Served: since October 2022 |
Partner
and President, Harris Associates (2010 - 2021). |
121 | Oakmark
Funds (Trustee); Board of Governors, Investment Company Institute (Member); Habitat for Humanity Chicago (Director). | |||||
Interested Trustee | ||||||||||
JAMES
E. ROSS* c/o SPDR Series Trust One Iron Street Boston, MA 02210 1965 |
Interested
Trustee |
Term:
Unlimited Served as Trustee: since April 2010 |
President,
Winnisquam Capital LLC (December 2022 - present); Non-Executive
Chairman, Fusion Acquisition Corp II. (February 2020 - Present); Non-Executive Chairman, Fusion Acquisition Corp. (June 2020 - September 2021); Retired Chairman and Director, SSGA Funds Management, Inc. (2005 - March 2020); Retired Executive Vice President, State Street Global Advisors (2012 - March 2020); Retired Chief Executive Officer and Manager, State Street Global Advisors Funds Distributors, LLC (May 2017 - March 2020); Director, State Street Global Markets, LLC (2013 - April 2017); President, SSGA Funds Management, Inc. (2005 - 2012); Principal, State Street Global Advisors (2000 - 2005). |
132 | Investment
Managers Series Trust (December 2022 - present); The Select Sector SPDR
Trust (November 2005 - Present); SSGA SPDR ETFs Europe I PLC (Director) (November 2016 - March 2020); SSGA SPDR ETFs Europe II PLC (Director) (November 2016 - March 2020); State Street Navigator Securities Lending Trust (July 2016 - March 2020); SSGA Funds (January 2014 - March 2020); State Street Institutional Investment Trust (February 2007 - March 2020); State Street Master Funds (February 2007 - March 2020); Elfun Funds (July 2016 - December 2018). | |||||
GUNJAN
CHAUHAN** c/o SPDR Index Shares Funds One Iron Street Boston, MA 02210 1982 |
Interested
Trustee |
Term:
Unlimited Served: Since October 2022 |
Senior
Managing Director, State Street Global Advisors (April 2018 - Present); Managing Director, State Street Global Advisors (June 2015 - March 2018). |
121 | State Street ICAV (Director). | |||||
† For the purpose of determining the number of portfolios overseen by the Trustees, “Fund Complex” comprises registered investment companies for which SSGA Funds Management, Inc. serves as investment adviser, which includes series of SPDR Series Trust, SPDR Index Shares Funds and SSGA Active Trust. | ||||||||||
* Mr. Ross is an Interested Trustee because of his ownership interest in an affiliate of the Adviser. Mr. Ross previously served as an Interested Trustee from November 2005 to December 2009. | ||||||||||
** Ms. Chauhan is an Interested Trustee because of her position with an affiliate of the Adviser. |
Name,
Address and Year of Birth |
Position(s)
with Funds |
Term
of Office and Length of Time Served |
Principal Occupation(s) During the Past 5 Years | |||
Officers | ||||||
ANN
M. CARPENTER SSGA Funds Management Inc. One Iron Street Botson,MA 02210 1966 |
President
and Principal Executive Officer; Deputy Treasurer |
Term:
Unlimited Served: since May 2023 (with respect to President and Principal Executive Officer); Term: Unlimited Served: since February 2016 (with respect to Deputy Treasurer) |
Chief Operating Officer, SSGA Funds Management, Inc. (April 2005 - present)*; Managing Direct Street Global Advisors (April 2005 - present).* | |||
BRUCE
S. ROSENBERG SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1961 |
Treasurer
and Principal Financial Officer |
Term:
Unlimited Served: since February 2016 |
Managing Director, State Street Global Advisors and SSGA Funds Management, Inc. (July 2015 - present); Director, Credit Suisse (April 2008 - July 2015). | |||
CHAD
C. HALLETT SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1969 |
Deputy
Treasurer |
Term:
Unlimited Served: since February 2016 |
Vice President, State Street Global Advisors and SSGA Funds Management, Inc. (November 2014 - present). | |||
MICHAEL
P. RILEY SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1969 |
Vice
President |
Term:
Unlimited Served: since February 2005 |
Managing Director, State Street Global Advisors (2005 - present).* | |||
SEAN
O'MALLEY SSGA Funds Management, Inc. One Iron Street 1969 |
Chief Legal Officer | Term:
Unlimited Served: since August 2019 |
Senior Vice President and Deputy General Counsel, State Street Global Advisors (November 2013 - present). | |||
DAVID
URMAN SSGA Funds Management, Inc One Iron Street Boston, MA 02210 1985 |
Secretary | Term:
Unlimited Served: since August 2019 |
Vice President and Senior Counsel, State Street Global Advisors (April 2019 - present); Vice President and Counsel, State Street Global Advisors (August 2015 - April 2019); Associate, Ropes & Gray LLP (November 2012 - August 2015). | |||
DAVID
BARR SSGA Funds Management, Inc One Iron Street Boston, MA 02210 1974 |
Assistant
Secretary |
Term:
Unlimited Served: since November 2020 |
Vice President and Senior Counsel, State Street Global Advisors (October 2019 - present); Vice President at Eaton Vance Corp. (October 2010 - October 2019). | |||
E.
GERARD MAIORANA, JR. SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1971 |
Assistant
Secretary |
Term:
Unlimited Served: since May 2023 |
Assistant
Vice President, State Street Global Advisors (July 2014 - present). | |||
DARLENE
ANDERSON-VASQUEZ SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1968 |
Deputy
Treasurer |
Term:
Unlimited Served: since November 2016 |
Managing Director, State Street Global Advisors and SSGA Funds Management, Inc. (May 2016 - present); Senior Vice President, John Hancock Investments (September 2007 - May 2016). |
Name,
Address and Year of Birth |
Position(s)
with Funds |
Term
of Office and Length of Time Served |
Principal Occupation(s) During the Past 5 Years | |||
ARTHUR
A. JENSEN SSGA Funds Management, Inc. 1600 Summer Street Stamford, CT 06905 1966 |
Deputy
Treasurer |
Term:
Unlimited Served: Since August 2017 |
Vice President, State Street Global Advisors and SSGA Funds Management, Inc. (July 2016 - present); Mutual Funds Controller, GE Asset Management Incorporated (April 2011 - July 2016). | |||
DAVID
LANCASTER SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1971 |
Assistant
Treasurer |
Term:
Unlimited Served: since November 2020 |
Vice President, State Street Global Advisors and SSGA Funds Management, Inc. (July 2017 - present); Assistant Vice President, State Street Bank and Trust Company (November 2011 - July 2017).* | |||
JOHN
BETTENCOURT SSGA Funds Management, Inc. One Iron Street Boston, MA 02210 1976 |
Assistant
Treasurer |
Term:
Unlimited Served: since May 2022 |
Vice President, State Street Global Advisors and SSGA Funds Management Inc. (March 2020 - present); Assistant Vice President, State Street Global Advisors (June 2007 - March 2020). | |||
BRIAN
HARRIS SSGA Funds Management, Inc. One Iron Street Boston,MA 02210 1973 |
Chief
Compliance Officer;Anti-Money Laundering Officer; Code of Ethics Compliance Officer |
Term:
Unlimited Served:since November 2013 |
Managing Director, State Street Global Advisors and SSGA Funds Management,Inc. (June 2013 - present).* | |||
* Served in various capacities and/or with various affiliated entities during noted time period. | ||||||
The Statement of Additional Information (SAI) includes additional information about the Funds' trustees and is available, without charge, upon request and by calling 1-866-787-2257. |