SPDR FactSet Innovative Technology ETF |
SPDR Global Dow ETF |
SPDR MSCI USA StrategicFactorsSM ETF |
SPDR NYSE Technology ETF |
SPDR S&P 500® Fossil Fuel Reserves Free ETF |
SPDR S&P Capital Markets ETF |
SPDR S&P Health Care Equipment ETF |
SPDR S&P Health Care Services ETF |
SPDR S&P Insurance ETF |
SPDR S&P Internet ETF |
SPDR S&P Metals & Mining ETF |
SPDR S&P Oil & Gas Equipment & Services ETF |
SPDR S&P Pharmaceuticals ETF |
SPDR S&P Retail ETF |
SPDR S&P Semiconductor ETF |
SPDR S&P Software & Services ETF |
SPDR S&P Telecom ETF |
SPDR S&P Transportation ETF |
SPDR MSCI USA Gender Diversity ETF |
SPDR ICE Preferred Securities ETF |
Portfolio Statistics (Unaudited) | |
|
1 |
|
2 |
|
3 |
|
4 |
|
5 |
|
6 |
|
7 |
|
8 |
|
9 |
|
10 |
|
11 |
|
12 |
|
13 |
|
14 |
|
15 |
|
16 |
|
17 |
|
18 |
|
19 |
|
20 |
Schedules of Investments (Unaudited) | |
|
21 |
|
24 |
|
29 |
|
38 |
|
40 |
|
48 |
|
50 |
|
52 |
|
54 |
|
56 |
|
57 |
|
59 |
|
61 |
|
63 |
|
65 |
|
67 |
|
70 |
|
72 |
|
74 |
|
79 |
|
84 |
|
104 |
|
124 |
|
135 |
Description | % of Net Assets | ||
Okta, Inc. | 1.2% | ||
Unity Software, Inc. | 1.2 | ||
Zillow Group, Inc. Class C | 1.2 | ||
Lightspeed Commerce, Inc. | 1.1 | ||
MaxLinear, Inc. | 1.1 | ||
Opendoor Technologies, Inc. | 1.1 | ||
DocuSign, Inc. | 1.1 | ||
Toast, Inc. Class A | 1.1 | ||
ZoomInfo Technologies, Inc. | 1.1 | ||
DigitalOcean Holdings, Inc. | 1.1 | ||
TOTAL | 11.3% |
% of Net Assets | |||
Software | 40.6% | ||
Semiconductors & Semiconductor Equipment | 11.3 | ||
IT Services | 11.2 | ||
Professional Services | 7.9 | ||
Media | 4.8 | ||
Entertainment | 4.7 | ||
Interactive Media & Services | 4.0 | ||
Electronic Equipment, Instruments & Components | 3.9 | ||
Real Estate Management & Development | 2.3 | ||
Financial Services | 2.1 | ||
Health Care Technology | 2.1 | ||
Consumer Finance | 1.0 | ||
Diversified Consumer Services | 1.0 | ||
Capital Markets | 1.0 | ||
Communications Equipment | 1.0 | ||
Technology Hardware, Storage & Peripherals | 1.0 | ||
Short-Term Investments | 4.6 | ||
Liabilities in Excess of Other Assets | (4.5) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Vestas Wind Systems AS | 0.9% | ||
QUALCOMM, Inc. | 0.8 | ||
Intel Corp. | 0.8 | ||
Deutsche Bank AG | 0.8 | ||
Broadcom, Inc. | 0.8 | ||
Simon Property Group, Inc. REIT | 0.8 | ||
Siemens AG | 0.8 | ||
BHP Group Ltd. | 0.8 | ||
Boeing Co. | 0.8 | ||
Rio Tinto PLC | 0.8 | ||
TOTAL | 8.1% |
Description | % of Net Assets | ||
Microsoft Corp. | 2.9% | ||
Apple, Inc. | 2.9 | ||
Broadcom, Inc. | 2.2 | ||
UnitedHealth Group, Inc. | 2.1 | ||
Meta Platforms, Inc. Class A | 2.1 | ||
Eli Lilly & Co. | 1.8 | ||
Johnson & Johnson | 1.8 | ||
Visa, Inc. Class A | 1.8 | ||
NVIDIA Corp. | 1.6 | ||
Mastercard, Inc. Class A | 1.5 | ||
TOTAL | 20.7% |
% of Net Assets | |||
Information Technology | 25.1% | ||
Health Care | 16.9 | ||
Financials | 15.9 | ||
Industrials | 9.7 | ||
Consumer Staples | 8.4 | ||
Communication Services | 8.0 | ||
Consumer Discretionary | 6.0 | ||
Utilities | 3.6 | ||
Energy | 3.0 | ||
Materials | 2.2 | ||
Real Estate | 0.9 | ||
Short-Term Investments | 0.4 | ||
Liabilities in Excess of Other Assets | (0.1) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Broadcom, Inc. | 3.2% | ||
Intel Corp. | 3.2 | ||
Advanced Micro Devices, Inc. | 3.1 | ||
Micron Technology, Inc. | 3.1 | ||
Lam Research Corp. | 3.0 | ||
Applied Materials, Inc. | 3.0 | ||
Intuit, Inc. | 3.0 | ||
QUALCOMM, Inc. | 3.0 | ||
ASML Holding NV | 2.9 | ||
Texas Instruments, Inc. | 2.9 | ||
TOTAL | 30.4% |
% of Net Assets | |||
Semiconductors & Semiconductor Equipment | 35.9% | ||
Software | 19.1 | ||
Broadline Retail | 11.2 | ||
IT Services | 8.5 | ||
Interactive Media & Services | 5.7 | ||
Hotels, Restaurants & Leisure | 5.6 | ||
Entertainment | 2.9 | ||
Communications Equipment | 2.8 | ||
Automobiles | 2.8 | ||
Ground Transportation | 2.7 | ||
Technology Hardware, Storage & Peripherals | 2.7 | ||
Short-Term Investment | 0.1 | ||
Other Assets in Excess of Liabilities | 0.0* | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
Apple, Inc. | 7.2% | ||
Microsoft Corp. | 7.2 | ||
Amazon.com, Inc. | 3.6 | ||
NVIDIA Corp. | 3.1 | ||
Alphabet, Inc. Class A | 2.1 | ||
Meta Platforms, Inc. Class A | 2.0 | ||
Alphabet, Inc. Class C | 1.8 | ||
Tesla, Inc. | 1.8 | ||
Berkshire Hathaway, Inc. Class B | 1.7 | ||
JPMorgan Chase & Co. | 1.3 | ||
TOTAL | 31.8% |
% of Net Assets | |||||
Information Technology | 29.7% | ||||
Financials | 13.4 | ||||
Health Care | 13.0 | ||||
Consumer Discretionary | 11.2 | ||||
Communication Services | 8.8 | ||||
Industrials | 8.7 | ||||
Consumer Staples | 6.4 | ||||
Real Estate | 2.6 | ||||
Materials | 2.5 | ||||
Utilities | 2.4 | ||||
Energy | 1.1 | ||||
Short-Term Investments | 0.2 | ||||
Liabilities in Excess of Other Assets | (0.0) * | ||||
TOTAL | 100.0% | ||||
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
Coinbase Global, Inc. Class A | 1.9% | ||
Invesco Ltd. | 1.9 | ||
Franklin Resources, Inc. | 1.9 | ||
Blackstone, Inc. | 1.9 | ||
TPG, Inc. | 1.8 | ||
Morgan Stanley | 1.8 | ||
Intercontinental Exchange, Inc. | 1.8 | ||
BGC Group, Inc. Class A | 1.8 | ||
Artisan Partners Asset Management, Inc. Class A | 1.8 | ||
Blue Owl Capital, Inc. | 1.8 | ||
TOTAL | 18.4% |
% of Net Assets | |||
Asset Management & Custody Banks | 44.6% | ||
Investment Banking & Brokerage | 32.2 | ||
Financial Exchanges & Data | 23.0 | ||
Short-Term Investments | 3.5 | ||
Liabilities in Excess of Other Assets | (3.3) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Silk Road Medical, Inc. | 1.9% | ||
Glaukos Corp. | 1.9 | ||
Align Technology, Inc. | 1.9 | ||
Inspire Medical Systems, Inc. | 1.8 | ||
Tandem Diabetes Care, Inc. | 1.8 | ||
iRhythm Technologies, Inc. | 1.8 | ||
Novocure Ltd. | 1.8 | ||
Alphatec Holdings, Inc. | 1.8 | ||
Treace Medical Concepts, Inc. | 1.7 | ||
ICU Medical, Inc. | 1.7 | ||
TOTAL | 18.1% |
% of Net Assets | |||
Health Care Equipment | 78.1% | ||
Health Care Supplies | 21.8 | ||
Short-Term Investments | 0.4 | ||
Liabilities in Excess of Other Assets | (0.3) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Cigna Group | 2.3% | ||
Option Care Health, Inc. | 2.3 | ||
Universal Health Services, Inc. Class B | 2.2 | ||
AMN Healthcare Services, Inc. | 2.2 | ||
agilon health, Inc. | 2.2 | ||
Privia Health Group, Inc. | 2.2 | ||
Patterson Cos., Inc. | 2.2 | ||
Premier, Inc. Class A | 2.1 | ||
Acadia Healthcare Co., Inc. | 2.1 | ||
Tenet Healthcare Corp. | 2.1 | ||
TOTAL | 21.9% |
% of Net Assets | |||
Health Care Services | 49.8% | ||
Health Care Facilities | 20.2 | ||
Managed Health Care | 15.1 | ||
Health Care Distributors | 14.8 | ||
Short-Term Investments | 2.1 | ||
Liabilities in Excess of Other Assets | (2.0) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Lincoln National Corp. | 2.5% | ||
Erie Indemnity Co. Class A | 2.5 | ||
Fidelity National Financial, Inc. | 2.4 | ||
Unum Group | 2.4 | ||
Travelers Cos., Inc. | 2.4 | ||
Principal Financial Group, Inc. | 2.3 | ||
First American Financial Corp. | 2.3 | ||
American International Group, Inc. | 2.3 | ||
Markel Group, Inc. | 2.3 | ||
MetLife, Inc. | 2.3 | ||
TOTAL | 23.7% |
% of Net Assets | |||
Property & Casualty Insurance | 49.7% | ||
Life & Health Insurance | 25.4 | ||
Insurance Brokers | 12.8 | ||
Reinsurance | 7.3 | ||
Multi-line Insurance | 4.6 | ||
Short-Term Investment | 0.1 | ||
Other Assets in Excess of Liabilities | 0.1 | ||
TOTAL | 100.0% |
% of Net Assets | |||
Short-Term Investment | 99.9% | ||
Other Assets in Excess of Liabilities | 0.1 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Alcoa Corp. | 5.3% | ||
U.S. Steel Corp. | 5.3 | ||
MP Materials Corp. | 4.6 | ||
Cleveland-Cliffs, Inc. | 4.6 | ||
ATI, Inc. | 4.5 | ||
Alpha Metallurgical Resources, Inc. | 4.4 | ||
Freeport-McMoRan, Inc. | 4.4 | ||
Commercial Metals Co. | 4.3 | ||
Nucor Corp. | 4.2 | ||
Carpenter Technology Corp. | 4.2 | ||
TOTAL | 45.8% |
% of Net Assets | |||
Steel | 50.8% | ||
Coal & Consumable Fuels | 11.6 | ||
Gold | 10.7 | ||
Diversified Metals & Mining | 9.9 | ||
Aluminum | 8.5 | ||
Copper | 4.4 | ||
Silver | 4.0 | ||
Short-Term Investments | 5.3 | ||
Liabilities in Excess of Other Assets | (5.2) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Tidewater, Inc. | 4.8% | ||
Weatherford International PLC | 4.4 | ||
Noble Corp. PLC | 4.4 | ||
Oceaneering International, Inc. | 4.3 | ||
Cactus, Inc. Class A | 4.2 | ||
Transocean Ltd. | 4.2 | ||
Helix Energy Solutions Group, Inc. | 4.2 | ||
NOV, Inc. | 4.2 | ||
Schlumberger NV | 4.1 | ||
TechnipFMC PLC | 4.1 | ||
TOTAL | 42.9% |
% of Net Assets | |||
Oil & Gas Equipment & Services | 72.0% | ||
Oil & Gas Drilling | 27.9 | ||
Short-Term Investments | 0.2 | ||
Liabilities in Excess of Other Assets | (0.1) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Organon & Co. | 5.4% | ||
Catalent, Inc. | 4.9 | ||
Intra-Cellular Therapies, Inc. | 4.9 | ||
Elanco Animal Health, Inc. | 4.8 | ||
Axsome Therapeutics, Inc. | 4.6 | ||
Viatris, Inc. | 4.5 | ||
Perrigo Co. PLC | 4.4 | ||
Zoetis, Inc. | 4.4 | ||
Cymabay Therapeutics, Inc. | 4.3 | ||
Merck & Co., Inc. | 4.3 | ||
TOTAL | 46.5% |
% of Net Assets | |||
Pharmaceuticals | 99.8% | ||
Biotechnology | 0.0* | ||
Short-Term Investments | 5.4 | ||
Liabilities in Excess of Other Assets | (5.2) | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
Carvana Co. | 1.7% | ||
Leslie's, Inc. | 1.7 | ||
Chewy, Inc. Class A | 1.6 | ||
Lithia Motors, Inc. | 1.6 | ||
Sally Beauty Holdings, Inc. | 1.6 | ||
Warby Parker, Inc. Class A | 1.5 | ||
Academy Sports & Outdoors, Inc. | 1.5 | ||
Kohl's Corp. | 1.5 | ||
Macy's, Inc. | 1.5 | ||
Bath & Body Works, Inc. | 1.5 | ||
TOTAL | 15.7% |
% of Net Assets | |||
Apparel Retail | 22.2% | ||
Other Specialty Retail | 22.0 | ||
Automotive Retail | 21.6 | ||
Broadline Retail | 11.3 | ||
Consumer Staples Merchandise Retail | 9.7 | ||
Food Retail | 7.5 | ||
Computer & Electronics Retail | 3.9 | ||
Drug Retail | 1.5 | ||
Short-Term Investments | 7.0 | ||
Liabilities in Excess of Other Assets | (6.7) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
First Solar, Inc. | 3.0% | ||
MaxLinear, Inc. | 3.0 | ||
Broadcom, Inc. | 3.0 | ||
Intel Corp. | 3.0 | ||
Advanced Micro Devices, Inc. | 2.9 | ||
Marvell Technology, Inc. | 2.9 | ||
Micron Technology, Inc. | 2.9 | ||
Allegro MicroSystems, Inc. | 2.8 | ||
Lattice Semiconductor Corp. | 2.8 | ||
Diodes, Inc. | 2.8 | ||
TOTAL | 29.1% |
% of Net Assets | |||
Semiconductors | 99.9% | ||
Short-Term Investments | 2.1 | ||
Liabilities in Excess of Other Assets | (2.0) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Aurora Innovation, Inc. | 1.1% | ||
Marathon Digital Holdings, Inc. | 1.0 | ||
ANSYS, Inc. | 0.9 | ||
Adeia, Inc. | 0.9 | ||
Unity Software, Inc. | 0.9 | ||
Atlassian Corp. Class A | 0.8 | ||
Mitek Systems, Inc. | 0.8 | ||
DocuSign, Inc. | 0.8 | ||
E2open Parent Holdings, Inc. | 0.8 | ||
Altair Engineering, Inc. Class A | 0.8 | ||
TOTAL | 8.8% |
% of Net Assets | |||
Application Software | 70.7% | ||
Systems Software | 19.1 | ||
IT Consulting & Other Services | 7.3 | ||
Interactive Home Entertainment | 2.9 | ||
Short-Term Investments | 3.6 | ||
Liabilities in Excess of Other Assets | (3.6) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Lumentum Holdings, Inc. | 4.0% | ||
Lumen Technologies, Inc. | 4.0 | ||
Viasat, Inc. | 3.9 | ||
Cogent Communications Holdings, Inc. | 3.7 | ||
Liberty Global Ltd. Class C | 3.7 | ||
Frontier Communications Parent, Inc. | 3.7 | ||
Harmonic, Inc. | 3.6 | ||
Arista Networks, Inc. | 3.6 | ||
F5, Inc. | 3.6 | ||
Cisco Systems, Inc. | 3.5 | ||
TOTAL | 37.3% |
% of Net Assets | |||
Communications Equipment | 57.8% | ||
Diversified Telecommunication Services | 32.6 | ||
Wireless Telecommunication Services | 9.5 | ||
Short-Term Investments | 4.6 | ||
Liabilities in Excess of Other Assets | (4.5) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Hub Group, Inc. Class A | 2.7% | ||
Lyft, Inc. Class A | 2.7 | ||
Spirit Airlines, Inc. | 2.7 | ||
Saia, Inc. | 2.6 | ||
ArcBest Corp. | 2.6 | ||
Hertz Global Holdings, Inc. | 2.6 | ||
Matson, Inc. | 2.6 | ||
Allegiant Travel Co. | 2.6 | ||
Alaska Air Group, Inc. | 2.6 | ||
Old Dominion Freight Line, Inc. | 2.6 | ||
TOTAL | 26.3% |
% of Net Assets | |||
Cargo Ground Transportation | 31.0% | ||
Airlines | 25.7 | ||
Air Freight & Logistics | 18.9 | ||
Passenger Ground Transportation | 9.9 | ||
Railroads | 7.5 | ||
Marine | 6.9 | ||
Short-Term Investments | 4.4 | ||
Liabilities in Excess of Other Assets | (4.3) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Amazon.com, Inc. | 4.5% | ||
Apple, Inc. | 4.3 | ||
Microsoft Corp. | 4.3 | ||
NVIDIA Corp. | 4.2 | ||
Meta Platforms, Inc. Class A | 3.2 | ||
Alphabet, Inc. Class A | 3.0 | ||
Accenture PLC Class A | 2.4 | ||
Adobe, Inc. | 2.3 | ||
Intel Corp. | 2.2 | ||
Eli Lilly & Co. | 2.1 | ||
TOTAL | 32.5% |
% of Net Assets | |||
Information Technology | 29.2% | ||
Financials | 13.0 | ||
Health Care | 12.2 | ||
Consumer Discretionary | 10.7 | ||
Industrials | 9.0 | ||
Communication Services | 8.6 | ||
Consumer Staples | 5.9 | ||
Energy | 3.9 | ||
Real Estate | 2.6 | ||
Materials | 2.4 | ||
Utilities | 2.3 | ||
Short-Term Investment | 0.1 | ||
Other Assets in Excess of Liabilities | 0.1 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Citigroup
Capital XIII 12.02% 10/30/2040 |
3.8% | ||
AT&T,
Inc. 5.35% 11/1/2066 |
1.8 | ||
Capital
One Financial Corp. 5.00% 12/1/2024 |
1.6 | ||
Duke
Energy Corp. 5.75% 6/15/2024 |
1.4 | ||
Allstate
Corp. 5.10% 10/15/2024 |
1.4 | ||
Wells
Fargo & Co. 4.75% 3/15/2025 |
1.4 | ||
Southern
Co. 4.95% 1/30/2080 |
1.3 | ||
Capital
One Financial Corp. 4.80% 6/1/2025 |
1.3 | ||
AT&T,
Inc. 5.63% 8/1/2067 |
1.2 | ||
MetLife,
Inc. 4.75% 3/15/2025 |
1.2 | ||
TOTAL | 16.4% |
% of Net Assets | |||
Financials | 72.2% | ||
Utilities | 16.1 | ||
Real Estate | 5.2 | ||
Communication Services | 3.0 | ||
Consumer Discretionary | 3.0 | ||
Short-Term Investments | 3.7 | ||
Liabilities in Excess of Other Assets | (3.2) | ||
TOTAL | 100.0% |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$ 96,299,959 | $— | $ 0(a) | $ 96,299,959 | ||||
Short-Term Investments
|
4,389,519 | — | — | 4,389,519 | ||||
TOTAL INVESTMENTS
|
$100,689,478 | $— | $ 0 | $100,689,478 |
(a) | The Fund held a Level 3 security that was valued at $0 at December 31, 2023. |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
65,466 | $ 65,479 | $ 346,111 | $ 342,784 | $12 | $ (7) | 68,784 | $ 68,811 | $ 762 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
10,188,413 | 10,188,413 | 34,628,747 | 40,496,452 | — | — | 4,320,708 | 4,320,708 | 54,561 | ||||||||
Total
|
$10,253,892 | $34,974,858 | $40,839,236 | $12 | $ (7) | $4,389,519 | $55,323 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
MSCI EAFE Index (long) | 1 | 03/15/2024 | $108,538 | $ 112,620 | $ 4,082 | |||||
E-mini S&P 500 Index (long) | 4 | 03/15/2024 | 928,295 | 964,000 | 35,705 | |||||
$39,787 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$180,456,613 | $— | $ 0(a) | $180,456,613 | ||||
Short-Term Investments
|
4,383,725 | — | — | 4,383,725 | ||||
TOTAL INVESTMENTS
|
$184,840,338 | $— | $ 0 | $184,840,338 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 39,787 | $— | $— | $ 39,787 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 39,787 | $— | $— | $ 39,787 |
(a) | The Fund held a Level 3 security that was valued at $0 at December 31, 2023. |
% of Net Assets | ||
Financials | 19.5% | |
Industrials | 14.2 | |
Information Technology | 12.5 | |
Consumer Discretionary | 11.5 | |
Health Care | 10.8 | |
Communication Services | 7.2 | |
Consumer Staples | 7.0 | |
Energy | 6.6 | |
Materials | 6.0 | |
Utilities | 3.2 | |
Real Estate | 0.8 | |
Short-Term Investments | 2.4 | |
Liabilities in Excess of Other Assets | (1.7) | |
TOTAL | 100.0% |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money
Market Fund, Class G Shares
|
230,562 | $ 230,562 | $ 3,429,347 | $ 3,414,128 | $— | $— | 245,781 | $ 245,781 | $ 9,916 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
1,344,508 | 1,344,508 | 21,862,063 | 19,068,627 | — | — | 4,137,944 | 4,137,944 | 5,769 | ||||||||
Total
|
$1,575,070 | $25,291,410 | $22,482,755 | $— | $— | $4,383,725 | $15,685 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,099,460,257 | $37 | $— | $1,099,460,294 | ||||
Short-Term Investments
|
3,929,752 | — | — | 3,929,752 | ||||
TOTAL INVESTMENTS
|
$1,103,390,009 | $37 | $— | $1,103,390,046 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Corp.
|
7,894 | $ 577,683 | $ 83,401 | $ 24,996 | $2,476 | $37,197 | 8,724 | $ 675,761 | $ 11,563 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
2,004,731 | 2,005,132 | 27,571,878 | 27,462,483 | (727) | (83) | 2,112,871 | 2,113,717 | 37,877 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
1,105,870 | 1,105,870 | 5,096,301 | 4,386,136 | — | — | 1,816,035 | 1,816,035 | 5,218 | ||||||||
Total
|
$3,688,685 | $32,751,580 | $31,873,615 | $1,749 | $ 37,114 | $4,605,513 | $54,658 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$657,732,393 | $— | $— | $657,732,393 | ||||
Short-Term Investment
|
424,656 | — | — | 424,656 | ||||
TOTAL INVESTMENTS
|
$658,157,049 | $— | $— | $658,157,049 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
316,002 | $ 316,066 | $ 2,900,002 | $ 2,791,459 | $81 | $(34) | 424,486 | $424,656 | $ 7,580 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
5,868,997 | 5,868,997 | 131,726,401 | 137,595,398 | — | — | — | — | 4,271 | ||||||||
Total
|
$6,185,063 | $134,626,403 | $140,386,857 | $81 | $(34) | $424,656 | $11,851 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 10 | 03/15/2024 | $2,313,792 | $2,410,000 | $96,208 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,470,130,042 | $— | $— | $1,470,130,042 | ||||
Short-Term Investments
|
3,256,325 | — | — | 3,256,325 | ||||
TOTAL INVESTMENTS
|
$1,473,386,367 | $— | $— | $1,473,386,367 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 96,208 | $— | $— | $ 96,208 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 96,208 | $— | $— | $ 96,208 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Corp.
|
12,860 | $ 941,095 | $ 37,549 | $ 121,029 | $(19,448) | $68,192 | 11,701 | $ 906,359 | $16,597 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,697,127 | 1,697,466 | 18,528,020 | 18,398,755 | 121 | 59 | 1,826,181 | 1,826,911 | 57,416 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
— | — | 5,910,312 | 4,480,898 | — | — | 1,429,414 | 1,429,414 | 526 | ||||||||
Total
|
$2,638,561 | $24,475,881 | $23,000,682 | $(19,327) | $68,251 | $4,162,684 | $74,539 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$272,229,569 | $— | $— | $272,229,569 | ||||
Short-Term Investments
|
9,596,483 | — | — | 9,596,483 | ||||
TOTAL INVESTMENTS
|
$281,826,052 | $— | $— | $281,826,052 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Corp.
|
30,384 | $2,223,501 | $ 3,919,320 | $ 1,893,917 | $(24,913) | $358,000 | 59,153 | $ 4,581,991 | $ 96,026 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
237,542 | 237,590 | 8,709,929 | 8,557,680 | 144 | (38) | 389,789 | 389,945 | 12,176 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
4,491,999 | 4,491,999 | 64,962,107 | 60,247,568 | — | — | 9,206,538 | 9,206,538 | 39,437 | ||||||||
Total
|
$6,953,090 | $77,591,356 | $70,699,165 | $(24,769) | $357,962 | $14,178,474 | $147,639 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$349,926,850 | $— | $— | $349,926,850 | ||||
Short-Term Investments
|
1,412,676 | — | — | 1,412,676 | ||||
TOTAL INVESTMENTS
|
$351,339,526 | $— | $— | $351,339,526 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
131,452 | $ 131,478 | $ 1,410,576 | $ 1,126,918 | $111 | $49 | 415,130 | $ 415,296 | $10,878 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
13,379,982 | 13,379,982 | 67,992,037 | 80,374,639 | — | — | 997,380 | 997,380 | 61,434 | ||||||||
Total
|
$ 13,511,460 | $69,402,613 | $81,501,557 | $111 | $49 | $1,412,676 | $72,312 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$96,903,867 | $— | $— | $96,903,867 | ||||
Short-Term Investments
|
2,035,342 | — | — | 2,035,342 | ||||
TOTAL INVESTMENTS
|
$98,939,209 | $— | $— | $98,939,209 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
31,973 | $ 31,979 | $ 731,011 | $ 699,467 | $35 | $ (7) | 63,526 | $ 63,551 | $1,790 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
2,220,400 | 2,220,400 | 12,880,388 | 13,128,997 | — | — | 1,971,791 | 1,971,791 | 3,961 | ||||||||
Total
|
$2,252,379 | $ 13,611,399 | $13,828,464 | $35 | $ (7) | $2,035,342 | $5,751 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$690,039,929 | $— | $— | $690,039,929 | ||||
Short-Term Investment
|
973,370 | — | — | 973,370 | ||||
TOTAL INVESTMENTS
|
$691,013,299 | $— | $— | $691,013,299 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
1,104,759 | $1,104,980 | $ 9,979,303 | $ 10,111,002 | $160 | $(71) | 972,981 | $973,370 | $15,081 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
27,150 | 27,150 | 15,516,039 | 15,543,189 | — | — | — | — | 2,435 | ||||||||
Total
|
$1,132,130 | $25,495,342 | $25,654,191 | $160 | $(71) | $973,370 | $17,516 |
Security Description | Shares | Value | |||
SHORT-TERM INVESTMENT — 99.9% | |||||
State Street Institutional Liquid Reserves Fund,
Premier Class 5.49% (a) (b) (Cost $23,750,451)
|
23,740,959 | $ 23,750,455 | |||
TOTAL INVESTMENTS — 99.9% (Cost
$23,750,451)
|
23,750,455 | ||||
OTHER ASSETS IN EXCESS OF LIABILITIES —
0.1%
|
15,589 | ||||
NET ASSETS — 100.0%
|
$ 23,766,044 |
(a) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2023 are shown in the Affiliate Table below. |
(b) | The rate shown is the annualized seven-day yield at December 31, 2023. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Short-Term Investment
|
$23,750,455 | $— | $— | $23,750,455 | ||||
TOTAL INVESTMENTS
|
$23,750,455 | $— | $— | $23,750,455 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
5,089 | $ 5,090 | $23,774,748 | $ 29,388 | $ 1 | $ 4 | 23,740,959 | $23,750,455 | $21,889 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
1,556,526 | 1,556,526 | 6,510,480 | 8,067,006 | — | — | — | — | 19,708 | ||||||||
Total
|
$1,561,616 | $30,285,228 | $8,096,394 | $ 1 | $ 4 | $23,750,455 | $41,597 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$2,002,203,362 | $— | $— | $2,002,203,362 | ||||
Short-Term Investments
|
106,726,856 | — | — | 106,726,856 | ||||
TOTAL INVESTMENTS
|
$2,108,930,218 | $— | $— | $2,108,930,218 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
2,380,701 | $ 2,381,177 | $ 21,687,025 | $ 22,206,174 | $774 | $(187) | 1,861,870 | $ 1,862,615 | $ 43,872 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
105,386,834 | 105,386,834 | 588,714,804 | 589,237,397 | — | — | 104,864,241 | 104,864,241 | 142,034 | ||||||||
Total
|
$ 107,768,011 | $610,401,829 | $ 611,443,571 | $774 | $(187) | $106,726,856 | $185,906 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$330,661,075 | $— | $— | $330,661,075 | ||||
Short-Term Investments
|
547,051 | — | — | 547,051 | ||||
TOTAL INVESTMENTS
|
$331,208,126 | $— | $— | $331,208,126 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
144,345 | $ 144,374 | $ 2,636,973 | $ 2,585,303 | $100 | $(26) | 196,040 | $ 196,118 | $ 8,236 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
18,618,135 | 18,618,135 | 59,165,653 | 77,432,855 | — | — | 350,933 | 350,933 | 17,176 | ||||||||
Total
|
$18,762,509 | $61,802,626 | $80,018,158 | $100 | $(26) | $547,051 | $25,412 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$222,245,018 | $— | $— | $222,245,018 | ||||
Warrants
|
— | 0(a) | — | — | ||||
Short-Term Investments
|
11,942,792 | — | — | 11,942,792 | ||||
TOTAL INVESTMENTS
|
$234,187,810 | $— | $— | $234,187,810 |
(a) | Fund held a Level 2 security that was valued at $0 at December 31, 2023. |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
123,248 | $ 123,272 | $ 2,549,779 | $ 2,494,234 | $77 | $(29) | 178,793 | $ 178,865 | $ 7,883 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
8,279,078 | 8,279,078 | 105,945,515 | 102,460,666 | — | — | 11,763,927 | 11,763,927 | 313,621 | ||||||||
Total
|
$8,402,350 | $108,495,294 | $104,954,900 | $77 | $(29) | $11,942,792 | $321,504 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$364,277,607 | $— | $— | $364,277,607 | ||||
Short-Term Investments
|
25,528,001 | — | — | 25,528,001 | ||||
TOTAL INVESTMENTS
|
$389,805,608 | $— | $— | $389,805,608 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
371,588 | $ 371,662 | $ 6,294,163 | $ 6,321,810 | $124 | $(15) | 343,986 | $ 344,124 | $ 9,303 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
26,800,198 | 26,800,198 | 137,816,842 | 139,433,163 | — | — | 25,183,877 | 25,183,877 | 41,774 | ||||||||
Total
|
$27,171,860 | $ 144,111,005 | $145,754,973 | $124 | $(15) | $25,528,001 | $51,077 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$1,488,543,825 | $— | $— | $1,488,543,825 | ||||
Short-Term Investments
|
31,216,422 | — | — | 31,216,422 | ||||
TOTAL INVESTMENTS
|
$1,519,760,247 | $— | $— | $1,519,760,247 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
898,271 | $ 898,451 | $ 5,892,345 | $ 5,461,653 | $552 | $(126) | 1,329,038 | $ 1,329,569 | $ 36,158 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
51,684,456 | 51,684,456 | 186,001,372 | 207,798,975 | — | — | 29,886,853 | 29,886,853 | 69,443 | ||||||||
Total
|
$52,582,907 | $191,893,717 | $213,260,628 | $552 | $(126) | $31,216,422 | $105,601 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$366,091,276 | $— | $— | $366,091,276 | ||||
Short-Term Investments
|
13,287,928 | — | — | 13,287,928 | ||||
TOTAL INVESTMENTS
|
$379,379,204 | $— | $— | $379,379,204 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
170,853 | $ 170,887 | $10,644,862 | $10,636,929 | $(68) | $(28) | 178,652 | $ 178,724 | $ 9,906 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
15,891,536 | 15,891,536 | 84,184,238 | 86,966,570 | — | — | 13,109,204 | 13,109,204 | 139,562 | ||||||||
Total
|
$16,062,423 | $94,829,100 | $97,603,499 | $(68) | $(28) | $13,287,928 | $149,468 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$61,970,413 | $— | $ 0(a) | $61,970,413 | ||||
Short-Term Investments
|
2,816,970 | — | — | 2,816,970 | ||||
TOTAL INVESTMENTS
|
$64,787,383 | $— | $ 0 | $64,787,383 |
(a) | The Fund held a Level 3 security that was valued at $0 at December 31, 2023. |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
58,639 | $ 58,650 | $ 1,676,648 | $ 1,686,982 | $19 | $ (4) | 48,312 | $ 48,331 | $ 2,771 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
4,351,082 | 4,351,082 | 22,192,445 | 23,774,888 | — | — | 2,768,639 | 2,768,639 | 7,915 | ||||||||
Total
|
$4,409,732 | $23,869,093 | $25,461,870 | $19 | $ (4) | $2,816,970 | $10,686 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$200,160,719 | $— | $— | $200,160,719 | ||||
Short-Term Investments
|
8,769,979 | — | — | 8,769,979 | ||||
TOTAL INVESTMENTS
|
$208,930,698 | $— | $— | $208,930,698 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
96,315 | $ 96,334 | $ 2,159,244 | $ 2,094,475 | $— | $(16) | 161,023 | $ 161,087 | $ 5,972 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
8,548,494 | 8,548,494 | 65,820,341 | 65,759,943 | — | — | 8,608,892 | 8,608,892 | 27,445 | ||||||||
Total
|
$8,644,828 | $67,979,585 | $67,854,418 | $— | $(16) | $8,769,979 | $33,417 |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount |
Value | Unrealized
Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 1 | 03/15/2024 | $232,071 | $240,997 | $8,926 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks
|
$218,296,876 | $— | $— | $218,296,876 | ||||
Short-Term Investment
|
159,907 | — | — | 159,907 | ||||
TOTAL INVESTMENTS
|
$218,456,783 | $— | $— | $218,456,783 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation
|
$ 8,926 | $— | $— | $ 8,926 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS:
|
$ 8,926 | $— | $— | $ 8,926 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
228,692 | $228,738 | $2,790,653 | $2,859,605 | $130 | $ (9) | 159,843 | $159,907 | $11,152 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
— | — | 2,284,315 | 2,284,315 | — | — | — | — | 162 | ||||||||
Total
|
$228,738 | $5,074,968 | $5,143,920 | $130 | $ (9) | $159,907 | $11,314 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Preferred Stocks
|
$819,762,651 | $— | $— | $819,762,651 | ||||
Short-Term Investments
|
30,685,802 | — | — | 30,685,802 | ||||
TOTAL INVESTMENTS
|
$850,448,453 | $— | $— | $850,448,453 |
Number
of Shares Held at 6/30/23 |
Value
at 6/30/23 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/23 |
Value
at 12/31/23 |
Dividend
Income | |||||||||
State Street Corp.
|
663,977 | $16,233,338 | $ 1,093,471 | $ 2,496,568 | $(234,898) | $269,701 | 606,687 | $14,865,044 | $ 465,028 | ||||||||
State Street Institutional Liquid Reserves Fund,
Premier Class
|
7,503,450 | 7,504,951 | 59,941,085 | 66,130,932 | (625) | (119) | 1,313,834 | 1,314,360 | 110,136 | ||||||||
State Street Navigator Securities Lending
Portfolio II
|
34,870,137 | 34,870,137 | 96,122,683 | 101,621,378 | — | — | 29,371,442 | 29,371,442 | 524,046 | ||||||||
Total
|
$58,608,426 | $157,157,239 | $170,248,878 | $(235,523) | $269,582 | $45,550,846 | $1,099,210 |
SPDR FactSet Innovative Technology ETF | SPDR Global Dow ETF | SPDR MSCI USA StrategicFactorsSM ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$ 96,299,959 | $180,456,613 | $1,098,784,533 | ||
Investments in affiliated issuers, at value
|
4,389,519 | 4,383,725 | 4,605,513 | ||
Total Investments
|
100,689,478 | 184,840,338 | 1,103,390,046 | ||
Foreign currency, at value
|
— | 683,326 | — | ||
Net cash at broker
|
— | 8,547 | — | ||
Cash
|
43 | — | 440 | ||
Receivable from broker — accumulated variation
margin on futures contracts
|
— | 39,799 | — | ||
Receivable for fund shares sold
|
236 | — | — | ||
Dividends receivable — unaffiliated issuers
|
13,682 | 317,170 | 1,061,077 | ||
Dividends receivable — affiliated issuers
|
178 | 2,303 | 20,888 | ||
Securities lending income receivable —
unaffiliated issuers
|
319 | 721 | — | ||
Securities lending income receivable — affiliated
issuers
|
8,381 | 1,111 | 1,755 | ||
Receivable for foreign taxes recoverable
|
— | 79,012 | 581 | ||
TOTAL ASSETS
|
100,712,317 | 185,972,327 | 1,104,474,787 | ||
LIABILITIES | |||||
Payable upon return of securities loaned
|
4,320,708 | 4,137,944 | 1,816,035 | ||
Payable for investments purchased
|
— | — | — | ||
Payable for fund shares repurchased
|
— | — | — | ||
Deferred foreign taxes payable
|
— | 44,453 | — | ||
Advisory fee payable
|
36,478 | 75,143 | 136,116 | ||
Trustees’ fees and expenses payable
|
76 | 35 | 180 | ||
Accrued expenses and other liabilities
|
— | 5,749 | — | ||
TOTAL LIABILITIES
|
4,357,262 | 4,263,324 | 1,952,331 | ||
NET ASSETS
|
$ 96,355,055 | $181,709,003 | $1,102,522,456 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in capital
|
$ 228,793,956 | $161,587,152 | $1,004,387,354 | ||
Total distributable earnings (loss)**
|
(132,438,901) | 20,121,851 | 98,135,102 | ||
NET ASSETS
|
$ 96,355,055 | $181,709,003 | $1,102,522,456 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 145.99 | $ 119.12 | $ 132.20 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
660,000 | 1,525,464 | 8,340,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$ 107,320,954 | $ 145,611,240 | $ 936,432,639 | ||
Investments in affiliated issuers
|
4,389,526 | 4,383,725 | 4,566,895 | ||
Total cost of investments
|
$ 111,710,480 | $149,994,965 | $ 940,999,534 | ||
Foreign currency, at cost
|
$ — | $ 670,986 | $ — | ||
* Includes investments in securities on loan, at
value
|
$ 7,638,170 | $ 4,421,523 | $ 1,878,272 | ||
** Includes deferred foreign taxes
|
$ — | $ 44,160 | $ — |
SPDR NYSE Technology ETF | SPDR S&P 500 Fossil Fuel Reserves Free ETF | SPDR S&P Capital Markets ETF | SPDR S&P Health Care Equipment ETF | SPDR S&P Health Care Services ETF | SPDR S&P Insurance ETF | |||||
$657,732,393 | $1,469,223,683 | $267,647,578 | $ 349,926,850 | $ 96,903,867 | $ 690,039,929 | |||||
424,656 | 4,162,684 | 14,178,474 | 1,412,676 | 2,035,342 | 973,370 | |||||
658,157,049 | 1,473,386,367 | 281,826,052 | 351,339,526 | 98,939,209 | 691,013,299 | |||||
— | — | — | — | — | — | |||||
— | 27,444 | — | — | — | — | |||||
184 | 28 | 2,281 | 48 | 29 | 1,556 | |||||
— | 96,232 | — | — | — | — | |||||
— | — | — | — | — | — | |||||
384,649 | 1,397,280 | 222,805 | 143,091 | 24,232 | 607,324 | |||||
1,189 | 18,495 | 42,532 | 2,418 | 296 | 4,521 | |||||
369 | — | 228 | 752 | 474 | 322 | |||||
425 | 121 | 1,783 | 908 | 644 | 1,034 | |||||
21,080 | 1,943 | — | — | — | — | |||||
658,564,945 | 1,474,927,910 | 282,095,681 | 351,486,743 | 98,964,884 | 691,628,056 | |||||
— | 1,429,414 | 9,206,538 | 997,380 | 1,971,791 | — | |||||
— | 41,772 | — | — | — | — | |||||
1,611 | 1,681 | — | — | — | 1,220 | |||||
— | — | — | — | — | — | |||||
190,419 | 243,839 | 78,573 | 98,466 | 28,002 | 224,356 | |||||
81 | 204 | 24 | 153 | 61 | 142 | |||||
— | — | — | — | — | — | |||||
192,111 | 1,716,910 | 9,285,135 | 1,095,999 | 1,999,854 | 225,718 | |||||
$658,372,834 | $ 1,473,211,000 | $272,810,546 | $ 350,390,744 | $ 96,965,030 | $ 691,402,338 | |||||
$636,940,205 | $1,254,722,300 | $ 314,661,110 | $ 698,765,725 | $192,270,303 | $ 873,316,194 | |||||
21,432,629 | 218,488,700 | (41,850,564) | (348,374,981) | (95,305,273) | (181,913,856) | |||||
$658,372,834 | $ 1,473,211,000 | $272,810,546 | $ 350,390,744 | $ 96,965,030 | $ 691,402,338 | |||||
$ 164.18 | $ 38.88 | $ 101.99 | $ 84.43 | $ 88.96 | $ 45.19 | |||||
4,010,012 | 37,890,000 | 2,675,000 | 4,150,000 | 1,090,000 | 15,300,000 | |||||
$512,252,674 | $1,228,843,744 | $243,466,460 | $ 414,887,817 | $103,739,602 | $ 716,857,942 | |||||
424,689 | 4,178,869 | 14,092,639 | 1,412,627 | 2,035,349 | 973,436 | |||||
$512,677,363 | $1,233,022,613 | $257,559,099 | $ 416,300,444 | $105,774,951 | $ 717,831,378 | |||||
$ — | $ — | $ — | $ — | $ — | $ — | |||||
$ — | $ 1,378,134 | $ 9,487,375 | $ 11,508,088 | $ 6,536,546 | $ — | |||||
$ — | $ — | $ — | $ — | $ — | $ — |
SPDR S&P Internet ETF | SPDR S&P Metals & Mining ETF | SPDR S&P Oil & Gas Equipment & Services ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value*
|
$ — | $ 2,002,203,362 | $ 330,661,075 | ||
Investments in affiliated issuers, at value
|
23,750,455 | 106,726,856 | 547,051 | ||
Total Investments
|
23,750,455 | 2,108,930,218 | 331,208,126 | ||
Cash
|
— | 3,424 | 61 | ||
Receivable for investments sold
|
— | 297 | — | ||
Receivable for fund shares sold
|
— | — | 74 | ||
Dividends receivable — unaffiliated issuers
|
— | 559,457 | 73,842 | ||
Dividends receivable — affiliated issuers
|
21,569 | 8,336 | 1,586 | ||
Securities lending income receivable —
unaffiliated issuers
|
— | 21,029 | 160 | ||
Securities lending income receivable — affiliated
issuers
|
738 | 21,567 | 103 | ||
TOTAL ASSETS
|
23,772,762 | 2,109,544,328 | 331,283,952 | ||
LIABILITIES | |||||
Due to custodian
|
— | — | — | ||
Payable upon return of securities loaned
|
— | 104,864,241 | 350,933 | ||
Payable for fund shares repurchased
|
— | 1,946 | — | ||
Advisory fee payable
|
6,716 | 566,883 | 102,930 | ||
Trustees’ fees and expenses payable
|
2 | 2,726 | 382 | ||
TOTAL LIABILITIES
|
6,718 | 105,435,796 | 454,245 | ||
NET ASSETS
|
$ 23,766,044 | $ 2,004,108,532 | $ 330,829,707 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in capital
|
$ 64,261,547 | $ 3,924,646,403 | $ 994,216,937 | ||
Total distributable earnings (loss)
|
(40,495,503) | (1,920,537,871) | (663,387,230) | ||
NET ASSETS
|
$ 23,766,044 | $ 2,004,108,532 | $ 330,829,707 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per share
|
$ 88.02 | $ 59.82 | $ 84.50 | ||
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
270,000 | 33,500,230 | 3,915,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated issuers
|
$ — | $ 2,068,586,029 | $ 354,455,966 | ||
Investments in affiliated issuers
|
23,750,451 | 106,727,042 | 547,071 | ||
Total cost of investments
|
$ 23,750,451 | $ 2,175,313,071 | $ 355,003,037 | ||
* Includes investments in securities on loan, at
value
|
$ — | $ 254,636,547 | $ 1,023,338 |
SPDR S&P Pharmaceuticals ETF | SPDR S&P Retail ETF | SPDR S&P Semiconductor ETF | SPDR S&P Software & Services ETF | SPDR S&P Telecom ETF | SPDR S&P Transportation ETF | |||||
$ 222,245,018 | $ 364,277,607 | $1,488,543,825 | $ 366,091,276 | $ 61,970,413 | $ 200,160,719 | |||||
11,942,792 | 25,528,001 | 31,216,422 | 13,287,928 | 2,816,970 | 8,769,979 | |||||
234,187,810 | 389,805,608 | 1,519,760,247 | 379,379,204 | 64,787,383 | 208,930,698 | |||||
134 | — | 447 | 148 | 4 | — | |||||
— | — | — | — | — | 374,215 | |||||
361 | — | — | — | 47 | — | |||||
67,159 | 935,846 | 282,355 | 7,477 | 8,151 | 116,017 | |||||
1,812 | 2,607 | 7,775 | 766 | 268 | 1,265 | |||||
34,484 | 5,135 | 12,609 | 2,158 | 1,791 | 987 | |||||
121,004 | 13,318 | 7,158 | 25,677 | 2,205 | 4,794 | |||||
234,412,764 | 390,762,514 | 1,520,070,591 | 379,415,430 | 64,799,849 | 209,427,976 | |||||
— | 98,459 | — | — | — | 374,215 | |||||
11,763,927 | 25,183,877 | 29,886,853 | 13,109,204 | 2,768,639 | 8,608,892 | |||||
— | 12,123 | — | — | — | — | |||||
60,418 | 136,715 | 430,137 | 104,070 | 17,272 | 58,743 | |||||
55 | 128 | 275 | 27 | 60 | 385 | |||||
11,824,400 | 25,431,302 | 30,317,265 | 13,213,301 | 2,785,971 | 9,042,235 | |||||
$ 222,588,364 | $ 365,331,212 | $1,489,753,326 | $ 366,202,129 | $ 62,013,878 | $ 200,385,741 | |||||
$ 670,169,852 | $1,065,471,602 | $1,676,674,236 | $ 486,533,524 | $119,419,007 | $ 416,481,435 | |||||
(447,581,488) | (700,140,390) | (186,920,910) | (120,331,395) | (57,405,129) | (216,095,694) | |||||
$ 222,588,364 | $ 365,331,212 | $1,489,753,326 | $ 366,202,129 | $ 62,013,878 | $ 200,385,741 | |||||
$ 41.60 | $ 72.34 | $ 224.87 | $ 150.70 | $ 80.02 | $ 83.49 | |||||
5,350,270 | 5,050,226 | 6,625,000 | 2,430,000 | 775,000 | 2,400,000 | |||||
$ 235,553,601 | $ 402,502,524 | $1,425,486,222 | $ 358,446,613 | $ 69,045,345 | $ 232,491,170 | |||||
11,942,809 | 25,528,007 | 31,216,517 | 13,287,939 | 2,816,972 | 8,769,994 | |||||
$ 247,496,410 | $ 428,030,531 | $1,456,702,739 | $ 371,734,552 | $ 71,862,317 | $ 241,261,164 | |||||
$ 27,572,696 | $ 51,660,244 | $ 126,803,266 | $ 28,169,834 | $ 15,775,314 | $ 22,782,027 |
SPDR MSCI USA Gender Diversity ETF | SPDR ICE Preferred Securities ETF | ||
ASSETS | |||
Investments in unaffiliated issuers, at
value*
|
$218,296,876 | $ 804,897,607 | |
Investments in affiliated issuers, at value
|
159,907 | 45,550,846 | |
Total Investments
|
218,456,783 | 850,448,453 | |
Net cash at broker
|
3,452 | — | |
Cash
|
— | 703 | |
Receivable from broker — accumulated variation
margin on futures contracts
|
8,929 | — | |
Receivable for investments sold
|
— | 10,406,332 | |
Dividends receivable — unaffiliated issuers
|
141,859 | 3,889,827 | |
Dividends receivable — affiliated issuers
|
1,595 | 11,799 | |
Securities lending income receivable —
unaffiliated issuers
|
— | 22,533 | |
Securities lending income receivable — affiliated
issuers
|
— | 78,895 | |
TOTAL ASSETS
|
218,612,618 | 864,858,542 | |
LIABILITIES | |||
Payable upon return of securities loaned
|
— | 29,371,442 | |
Payable for investments purchased
|
— | 11,298,284 | |
Payable for fund shares repurchased
|
— | 49 | |
Advisory fee payable
|
36,369 | 314,811 | |
Trustees’ fees and expenses payable
|
50 | 832 | |
TOTAL LIABILITIES
|
36,419 | 40,985,418 | |
NET ASSETS
|
$218,576,199 | $ 823,873,124 | |
NET ASSETS CONSIST OF: | |||
Paid-in capital
|
$276,501,240 | $1,156,928,632 | |
Total distributable earnings (loss)
|
(57,925,041) | (333,055,508) | |
NET ASSETS
|
$218,576,199 | $ 823,873,124 | |
NET ASSET VALUE PER SHARE | |||
Net asset value per share
|
$ 95.03 | $ 33.49 | |
Shares outstanding (unlimited amount authorized,
$0.01 par value)
|
2,300,000 | 24,600,000 | |
COST OF INVESTMENTS: | |||
Investments in unaffiliated issuers
|
$187,770,388 | $ 935,524,906 | |
Investments in affiliated issuers
|
159,890 | 47,409,075 | |
Total cost of investments
|
$187,930,278 | $ 982,933,981 | |
* Includes investments in securities on loan, at
value
|
$ — | $ 41,017,401 |
SPDR FactSet Innovative Technology ETF | SPDR Global Dow ETF | SPDR MSCI USA StrategicFactorsSM ETF | |||
INVESTMENT INCOME | |||||
Dividend income — unaffiliated issuers
|
$ 71,917 | $ 2,120,727 | $ 9,906,238 | ||
Dividend income — affiliated issuers
|
762 | 9,916 | 49,440 | ||
Unaffiliated securities lending income
|
3,871 | 3,411 | 244 | ||
Affiliated securities lending income
|
54,561 | 5,769 | 5,218 | ||
Foreign taxes withheld
|
— | (90,396) | (3,449) | ||
TOTAL INVESTMENT INCOME (LOSS)
|
131,111 | 2,049,427 | 9,957,691 | ||
EXPENSES | |||||
Advisory fee
|
215,001 | 409,641 | 765,496 | ||
Trustees’ fees and expenses
|
538 | 801 | 5,157 | ||
Miscellaneous expenses
|
21 | 5,785 | 218 | ||
TOTAL EXPENSES
|
215,560 | 416,227 | 770,871 | ||
NET INVESTMENT INCOME (LOSS)
|
$ (84,449) | $ 1,633,200 | $ 9,186,820 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers*
|
(3,477,299) | 618,393 | (4,409,266) | ||
Investments — affiliated issuers
|
12 | — | (727) | ||
In-kind redemptions — unaffiliated issuers
|
2,416,366 | — | 39,973,498 | ||
In-kind redemptions — affiliated issuers
|
— | — | 2,476 | ||
Foreign currency transactions
|
— | 353 | (51) | ||
Futures contracts
|
— | 63,905 | — | ||
Net realized gain (loss)
|
(1,060,921) | 682,651 | 35,565,930 | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers**
|
10,450,127 | 9,867,940 | 41,546,806 | ||
Investments — affiliated issuers
|
(7) | — | 37,114 | ||
Foreign currency translations
|
— | 19,730 | — | ||
Futures contracts
|
— | 15,484 | — | ||
Net change in unrealized
appreciation/depreciation
|
10,450,120 | 9,903,154 | 41,583,920 | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
9,389,199 | 10,585,805 | 77,149,850 | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$ 9,304,750 | $12,219,005 | $86,336,670 | ||
* Includes foreign capital gain taxes
|
$ — | $ (4,439) | $ — | ||
** Includes foreign deferred taxes
|
$ — | $ (44,160) | $ — |
SPDR NYSE Technology ETF | SPDR S&P 500 Fossil Fuel Reserves Free ETF | SPDR S&P Capital Markets ETF | SPDR S&P Health Care Equipment ETF | SPDR S&P Health Care Services ETF | SPDR S&P Insurance ETF | |||||
$ 2,126,641 | $ 10,913,401 | $ 2,811,191 | $ 671,012 | $ 302,440 | $ 6,213,519 | |||||
7,580 | 74,013 | 108,202 | 10,878 | 1,790 | 15,081 | |||||
732 | — | 856 | 6,191 | 3,142 | 3,070 | |||||
4,271 | 526 | 39,437 | 61,434 | 3,961 | 2,435 | |||||
(38,562) | (3,016) | — | — | — | — | |||||
2,100,662 | 10,984,924 | 2,959,686 | 749,515 | 311,333 | 6,234,105 | |||||
990,826 | 1,391,447 | 415,938 | 738,646 | 174,605 | 1,037,890 | |||||
2,683 | 7,006 | 968 | 2,621 | 580 | 2,728 | |||||
119 | 298 | 50 | 96 | 22 | 120 | |||||
993,628 | 1,398,751 | 416,956 | 741,363 | 175,207 | 1,040,738 | |||||
$ 1,107,034 | $ 9,586,173 | $ 2,542,730 | $ 8,152 | $ 136,126 | $ 5,193,367 | |||||
(7,984,642) | (3,205,836) | 1,584,237 | (42,659,289) | (5,088,071) | (4,711,944) | |||||
81 | (18,809) | (5,006) | 111 | 35 | 160 | |||||
53,124,326 | 26,307,368 | 9,172,501 | 10,136,064 | 3,196,067 | 41,801,841 | |||||
— | (518) | (19,763) | — | — | — | |||||
— | — | — | — | — | — | |||||
— | 93,665 | — | — | — | — | |||||
45,139,765 | 23,175,870 | 10,731,969 | (32,523,114) | (1,891,969) | 37,090,057 | |||||
51,526,073 | 76,437,528 | 31,784,348 | (63,372,214) | (4,763,470) | 14,715,178 | |||||
(34) | 68,251 | 357,962 | 49 | (7) | (71) | |||||
— | — | — | — | — | — | |||||
— | 21,845 | — | — | — | — | |||||
51,526,039 | 76,527,624 | 32,142,310 | (63,372,165) | (4,763,477) | 14,715,107 | |||||
96,665,804 | 99,703,494 | 42,874,279 | (95,895,279) | (6,655,446) | 51,805,164 | |||||
$97,772,838 | $109,289,667 | $45,417,009 | $(95,887,127) | $(6,519,320) | $56,998,531 | |||||
$ — | $ — | $ — | $ — | $ — | $ — | |||||
$ — | $ — | $ — | $ — | $ — | $ — |
SPDR S&P Internet ETF | SPDR S&P Metals & Mining ETF | SPDR S&P Oil & Gas Equipment & Services ETF | |||
INVESTMENT INCOME | |||||
Dividend income — unaffiliated issuers
|
$ 9,499 | $ 11,929,978 | $ 2,136,382 | ||
Dividend income — affiliated issuers
|
21,889 | 43,872 | 8,236 | ||
Unaffiliated securities lending income
|
483 | 97,727 | 497 | ||
Affiliated securities lending income
|
19,708 | 142,034 | 17,176 | ||
Foreign taxes withheld
|
— | — | — | ||
TOTAL INVESTMENT INCOME (LOSS)
|
51,579 | 12,213,611 | 2,162,291 | ||
EXPENSES | |||||
Advisory fee
|
38,759 | 3,131,091 | 669,611 | ||
Trustees’ fees and expenses
|
110 | 11,933 | 2,227 | ||
Miscellaneous expenses
|
— | 381 | 84 | ||
TOTAL EXPENSES
|
38,869 | 3,143,405 | 671,922 | ||
NET INVESTMENT INCOME (LOSS)
|
$ 12,710 | $ 9,070,206 | $ 1,490,369 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(1,427,077) | (4,105,768) | (7,571,976) | ||
Investments — affiliated issuers
|
1 | 774 | 100 | ||
In-kind redemptions — unaffiliated issuers
|
449,980 | 105,248,270 | 17,189,891 | ||
Net realized gain (loss)
|
(977,096) | 101,143,276 | 9,618,015 | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers
|
3,658,929 | 188,013,459 | (2,452,875) | ||
Investments — affiliated issuers
|
4 | (187) | (26) | ||
Net change in unrealized
appreciation/depreciation
|
3,658,933 | 188,013,272 | (2,452,901) | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
2,681,837 | 289,156,548 | 7,165,114 | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$ 2,694,547 | $298,226,754 | $ 8,655,483 |
SPDR S&P Pharmaceuticals ETF | SPDR S&P Retail ETF | SPDR S&P Semiconductor ETF | SPDR S&P Software & Services ETF | SPDR S&P Telecom ETF | ||||
$ 1,480,897 | $ 3,442,714 | $ 4,586,962 | $ 385,337 | $ 398,568 | ||||
7,883 | 9,303 | 36,158 | 9,906 | 2,771 | ||||
142,709 | 18,773 | 39,957 | 11,948 | 6,479 | ||||
313,621 | 41,774 | 69,443 | 139,562 | 7,915 | ||||
— | — | (63,311) | — | — | ||||
1,945,110 | 3,512,564 | 4,669,209 | 546,753 | 415,733 | ||||
358,776 | 702,206 | 2,533,671 | 553,284 | 98,250 | ||||
1,152 | 2,065 | 7,812 | 1,463 | 355 | ||||
45 | 84 | 313 | 67 | 12 | ||||
359,973 | 704,355 | 2,541,796 | 554,814 | 98,617 | ||||
$ 1,585,137 | $ 2,808,209 | $ 2,127,413 | $ (8,061) | $ 317,116 | ||||
(6,365,368) | (21,736,583) | (46,161,385) | (10,764,591) | (2,704,748) | ||||
77 | 124 | 552 | (68) | 19 | ||||
5,097,473 | 63,586,042 | 30,214,438 | 20,776,391 | 885,001 | ||||
(1,267,818) | 41,849,583 | (15,946,395) | 10,011,732 | (1,819,728) | ||||
5,857,171 | 18,759,610 | 27,721,349 | 31,199,587 | 2,933,745 | ||||
(29) | (15) | (126) | (28) | (4) | ||||
5,857,142 | 18,759,595 | 27,721,223 | 31,199,559 | 2,933,741 | ||||
4,589,324 | 60,609,178 | 11,774,828 | 41,211,291 | 1,114,013 | ||||
$ 6,174,461 | $ 63,417,387 | $ 13,902,241 | $ 41,203,230 | $ 1,431,129 |
SPDR S&P Transportation ETF | SPDR MSCI USA Gender Diversity ETF | SPDR ICE Preferred Securities ETF | |||
INVESTMENT INCOME | |||||
Dividend income — unaffiliated issuers
|
$ 1,467,905 | $ 1,845,510 | $ 26,303,304 | ||
Dividend income — affiliated issuers
|
5,972 | 11,152 | 575,164 | ||
Unaffiliated securities lending income
|
6,880 | 2,392 | 100,816 | ||
Affiliated securities lending income
|
27,445 | 162 | 524,046 | ||
Foreign taxes withheld
|
— | (914) | (5,813) | ||
TOTAL INVESTMENT INCOME (LOSS)
|
1,508,202 | 1,858,302 | 27,497,517 | ||
EXPENSES | |||||
Advisory fee
|
381,176 | 208,132 | 1,874,852 | ||
Trustees’ fees and expenses
|
1,402 | 1,065 | 5,217 | ||
Miscellaneous expenses
|
48 | 44 | 180 | ||
TOTAL EXPENSES
|
382,626 | 209,241 | 1,880,249 | ||
NET INVESTMENT INCOME (LOSS)
|
$ 1,125,576 | $ 1,649,061 | $ 25,617,268 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated issuers
|
(9,370,572) | (3,575,120) | (23,017,409) | ||
Investments — affiliated issuers
|
— | 130 | (169,683) | ||
In-kind redemptions — unaffiliated issuers
|
882,300 | 10,769,154 | (5,574,523) | ||
In-kind redemptions — affiliated issuers
|
— | — | (65,840) | ||
Foreign currency transactions
|
— | (4) | — | ||
Futures contracts
|
— | 32,209 | — | ||
Net realized gain (loss)
|
(8,488,272) | 7,226,369 | (28,827,455) | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated issuers
|
3,674,031 | 9,060,997 | 32,757,052 | ||
Investments — affiliated issuers
|
(16) | (9) | 269,582 | ||
Futures contracts
|
— | 1,980 | — | ||
Net change in unrealized
appreciation/depreciation
|
3,674,015 | 9,062,968 | 33,026,634 | ||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(4,814,257) | 16,289,337 | 4,199,179 | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS
|
$(3,688,681) | $17,938,398 | $ 29,816,447 |
SPDR FactSet Innovative Technology ETF | SPDR Global Dow ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ (84,449) | $ 61,028 | $ 1,633,200 | $ 3,457,756 | |||
Net realized gain (loss)
|
(1,060,921) | (82,223,535) | 682,651 | 651,819 | |||
Net change in unrealized
appreciation/depreciation
|
10,450,120 | 103,065,260 | 9,903,154 | 17,215,057 | |||
Net increase (decrease) in net assets resulting
from operations
|
9,304,750 | 20,902,753 | 12,219,005 | 21,324,632 | |||
Net equalization credits and charges
|
192,990 | 682,684 | 3,759 | 62,893 | |||
Distributions to shareholders
|
(70,990) | (54,537) | (2,053,400) | (3,436,808) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
3,926,330 | 19,438,919 | 19,687,050 | 45,093,568 | |||
Cost of shares redeemed
|
(18,419,929) | (64,908,979) | — | (7,139,682) | |||
Net income equalization
|
(192,990) | (682,684) | (3,759) | (62,893) | |||
Other capital
|
— | — | 1,390 | 3,252 | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
(14,686,589) | (46,152,744) | 19,684,681 | 37,894,245 | |||
Contribution from affiliate (Note 4)
|
— | 85,506 | — | — | |||
Net increase (decrease) in net assets during the
period
|
(5,259,839) | (24,536,338) | 29,854,045 | 55,844,962 | |||
Net assets at beginning of period
|
101,614,894 | 126,151,232 | 151,854,958 | 96,009,996 | |||
NET ASSETS AT END OF PERIOD
|
$ 96,355,055 | $101,614,894 | $181,709,003 | $151,854,958 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
30,000 | 170,000 | 175,000 | 425,000 | |||
Shares redeemed
|
(140,000) | (570,000) | — | (75,000) | |||
Net increase (decrease) from share
transactions
|
(110,000) | (400,000) | 175,000 | 350,000 |
SPDR MSCI USA StrategicFactorsSM ETF | SPDR NYSE Technology ETF | SPDR S&P 500 Fossil Fuel Reserves Free ETF | ||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended(a) 6/30/23 | |||||
$ 9,186,820 | $ 15,474,784 | $ 1,107,034 | $ 2,588,666 | $ 9,586,173 | $ 17,495,041 | |||||
35,565,930 | 5,418,208 | 45,139,765 | (38,032,226) | 23,175,870 | 88,786,551 | |||||
41,583,920 | 112,854,335 | 51,526,039 | 172,586,043 | 76,527,624 | 117,588,196 | |||||
86,336,670 | 133,747,327 | 97,772,838 | 137,142,483 | 109,289,667 | 223,869,788 | |||||
54,492 | 134,996 | 14,551 | 10,534 | 39,142 | (124,028) | |||||
(9,975,258) | (15,765,919) | (1,051,315) | (2,626,826) | (9,234,126) | (17,469,327) | |||||
159,525,436 | 158,280,638 | 131,419,370 | 52,809,203 | 63,860,579 | 287,203,279 | |||||
(114,694,964) | (109,319,107) | (95,566,171) | (45,565,665) | (76,640,658) | (269,587,035) | |||||
(54,492) | (134,996) | (14,551) | (10,534) | (39,142) | 124,028 | |||||
— | — | — | — | — | — | |||||
44,775,980 | 48,826,535 | 35,838,648 | 7,233,004 | (12,819,221) | 17,740,272 | |||||
— | — | — | 197,806 | — | — | |||||
121,191,884 | 166,942,939 | 132,574,722 | 141,957,001 | 87,275,462 | 224,016,705 | |||||
981,330,572 | 814,387,633 | 525,798,112 | 383,841,111 | 1,385,935,538 | 1,161,918,833 | |||||
$1,102,522,456 | $ 981,330,572 | $658,372,834 | $ 525,798,112 | $ 1,473,211,000 | $1,385,935,538 | |||||
1,260,000 | 1,400,000 | 850,000 | 470,000 | 1,740,000 | 8,730,000 | |||||
(900,000) | (960,000) | (610,000) | (425,000) | (2,160,000) | (8,220,000) | |||||
360,000 | 440,000 | 240,000 | 45,000 | (420,000) | 510,000 |
(a) | On January 12, 2023, the SPDR S&P 500 Fossil Fuel Reserves Free ETF underwent a 3-for-1 stock split. The capital share activity presented here has been retroactively adjusted to reflect this split. See Note 11. |
SPDR S&P Capital Markets ETF | SPDR S&P Health Care Equipment ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 2,542,730 | $ 2,147,261 | $ 8,152 | $ (49,495) | |||
Net realized gain (loss)
|
10,731,969 | (15,603,343) | (32,523,114) | (53,036,253) | |||
Net change in unrealized
appreciation/depreciation
|
32,142,310 | 30,666,565 | (63,372,165) | 111,307,799 | |||
Net increase (decrease) in net assets resulting
from operations
|
45,417,009 | 17,210,483 | (95,887,127) | 58,222,051 | |||
Net equalization credits and charges
|
(316,780) | 13,391 | 476,525 | (367,141) | |||
Distributions to shareholders
|
(2,636,682) | (2,443,956) | (113,066) | (89,586) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
202,849,954 | 49,832,609 | 58,816,912 | 287,844,824 | |||
Cost of shares redeemed
|
(110,628,682) | (16,149,956) | (204,597,413) | (138,086,609) | |||
Net income equalization
|
316,780 | (13,391) | (476,525) | 367,141 | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
92,538,052 | 33,669,262 | (146,257,026) | 150,125,356 | |||
Net increase (decrease) in net assets during the
period
|
135,001,599 | 48,449,180 | (241,780,694) | 207,890,680 | |||
Net assets at beginning of period
|
137,808,947 | 89,359,767 | 592,171,438 | 384,280,758 | |||
NET ASSETS AT END OF PERIOD
|
$ 272,810,546 | $137,808,947 | $ 350,390,744 | $ 592,171,438 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
2,325,000 | 600,000 | 650,000 | 3,000,000 | |||
Shares redeemed
|
(1,275,000) | (200,000) | (2,525,000) | (1,500,000) | |||
Net increase (decrease) from share
transactions
|
1,050,000 | 400,000 | (1,875,000) | 1,500,000 |
SPDR S&P Health Care Services ETF | SPDR S&P Insurance ETF | SPDR S&P Internet ETF | ||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | |||||
$ 136,126 | $ 232,524 | $ 5,193,367 | $ 9,426,086 | $ 12,710 | $ (33,717) | |||||
(1,891,969) | (20,233,575) | 37,090,057 | (1,444,424) | (977,096) | (18,804,008) | |||||
(4,763,477) | 29,915,417 | 14,715,107 | 18,911,933 | 3,658,933 | 19,530,665 | |||||
(6,519,320) | 9,914,366 | 56,998,531 | 26,893,595 | 2,694,547 | 692,940 | |||||
3,789 | (5,198) | 326,636 | (1,236,477) | 6,670 | 5,989 | |||||
(133,905) | (237,507) | (5,585,865) | (8,273,364) | — | — | |||||
24,540,463 | 68,591,870 | 1,346,056,266 | 2,011,175,851 | — | 2,754,785 | |||||
(30,551,810) | (58,334,040) | (1,188,278,404) | (2,090,655,826) | (2,292,788) | (6,344,364) | |||||
(3,789) | 5,198 | (326,636) | 1,236,477 | (6,670) | (5,989) | |||||
(6,015,136) | 10,263,028 | 157,451,226 | (78,243,498) | (2,299,458) | (3,595,568) | |||||
(12,664,572) | 19,934,689 | 209,190,528 | (60,859,744) | 401,759 | (2,896,639) | |||||
109,629,602 | 89,694,913 | 482,211,810 | 543,071,554 | 23,364,285 | 26,260,924 | |||||
$ 96,965,030 | $109,629,602 | $ 691,402,338 | $ 482,211,810 | $23,766,044 | $ 23,364,285 | |||||
290,000 | 740,000 | 30,850,000 | 50,300,000 | — | 40,000 | |||||
(370,000) | (660,000) | (27,350,000) | (52,850,000) | (30,000) | (90,000) | |||||
(80,000) | 80,000 | 3,500,000 | (2,550,000) | (30,000) | (50,000) |
SPDR S&P Metals & Mining ETF | SPDR S&P Oil & Gas Equipment & Services ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ 9,070,206 | $ 34,372,728 | $ 1,490,369 | $ 1,310,914 | |||
Net realized gain (loss)
|
101,143,276 | (132,544,785) | 9,618,015 | 21,203,184 | |||
Net change in unrealized
appreciation/depreciation
|
188,013,272 | 365,145,909 | (2,452,901) | 21,746,325 | |||
Net increase (decrease) in net assets resulting
from operations
|
298,226,754 | 266,973,852 | 8,655,483 | 44,260,423 | |||
Net equalization credits and charges
|
156,245 | (731,266) | (104,721) | (154,686) | |||
Distributions to shareholders
|
(9,020,797) | (35,007,034) | (1,492,015) | (1,511,172) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
1,243,279,865 | 4,077,716,633 | 191,244,781 | 463,370,734 | |||
Cost of shares redeemed
|
(1,331,984,303) | (4,504,534,170) | (146,149,267) | (458,392,269) | |||
Net income equalization
|
(156,245) | 731,266 | 104,721 | 154,686 | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
(88,860,683) | (426,086,271) | 45,200,235 | 5,133,151 | |||
Net increase (decrease) in net assets during the
period
|
200,501,519 | (194,850,719) | 52,258,982 | 47,727,716 | |||
Net assets at beginning of period
|
1,803,607,013 | 1,998,457,732 | 278,570,725 | 230,843,009 | |||
NET ASSETS AT END OF PERIOD
|
$ 2,004,108,532 | $ 1,803,607,013 | $ 330,829,707 | $ 278,570,725 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
23,400,000 | 81,350,000 | 2,050,000 | 6,150,000 | |||
Shares redeemed
|
(25,400,000) | (91,850,000) | (1,700,000) | (6,450,000) | |||
Net increase (decrease) from share
transactions
|
(2,000,000) | (10,500,000) | 350,000 | (300,000) |
SPDR S&P Pharmaceuticals ETF | SPDR S&P Retail ETF | SPDR S&P Semiconductor ETF | ||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | |||||
$ 1,585,137 | $ 2,762,818 | $ 2,808,209 | $ 7,627,701 | $ 2,127,413 | $ 4,817,956 | |||||
(1,267,818) | (14,866,395) | 41,849,583 | (27,536,682) | (15,946,395) | 86,177,966 | |||||
5,857,142 | 7,097,397 | 18,759,595 | 62,695,918 | 27,721,223 | 331,180,540 | |||||
6,174,461 | (5,006,180) | 63,417,387 | 42,786,937 | 13,902,241 | 422,176,462 | |||||
25,435 | (142,052) | 1,867,403 | (2,121,138) | (38,870) | 130,977 | |||||
(1,492,550) | (2,854,739) | (3,281,713) | (7,303,919) | (2,308,624) | (5,146,972) | |||||
41,613,162 | 210,368,702 | 3,984,890,221 | 7,321,895,508 | 67,684,774 | 853,209,738 | |||||
(45,272,558) | (186,870,501) | (4,157,863,997) | (7,257,393,421) | (177,149,121) | (616,115,879) | |||||
(25,435) | 142,052 | (1,867,403) | 2,121,138 | 38,870 | (130,977) | |||||
(3,684,831) | 23,640,253 | (174,841,179) | 66,623,225 | (109,425,477) | 236,962,882 | |||||
1,022,515 | 15,637,282 | (112,838,102) | 99,985,105 | (97,870,730) | 654,123,349 | |||||
221,565,849 | 205,928,567 | 478,169,314 | 378,184,209 | 1,587,624,056 | 933,500,707 | |||||
$222,588,364 | $ 221,565,849 | $ 365,331,212 | $ 478,169,314 | $1,489,753,326 | $1,587,624,056 | |||||
1,050,000 | 4,950,000 | 62,900,000 | 115,550,000 | 325,000 | 4,300,000 | |||||
(1,100,000) | (4,450,000) | (65,350,000) | (114,550,000) | (875,000) | (3,275,000) | |||||
(50,000) | 500,000 | (2,450,000) | 1,000,000 | (550,000) | 1,025,000 |
SPDR S&P Software & Services ETF | SPDR S&P Telecom ETF | ||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income (loss)
|
$ (8,061) | $ 507,893 | $ 317,116 | $ 482,114 | |||
Net realized gain (loss)
|
10,011,732 | (66,434,554) | (1,819,728) | (6,877,729) | |||
Net change in unrealized
appreciation/depreciation
|
31,199,559 | 109,151,249 | 2,933,741 | 5,239,832 | |||
Net increase (decrease) in net assets resulting
from operations
|
41,203,230 | 43,224,588 | 1,431,129 | (1,155,783) | |||
Net equalization credits and charges
|
(10,543) | 6,689 | 2,213 | (16,815) | |||
Distributions to shareholders
|
(85,464) | (525,743) | (223,721) | (431,082) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares sold
|
116,385,650 | 97,711,281 | 9,478,762 | 34,014,221 | |||
Cost of shares redeemed
|
(97,733,940) | (43,814,300) | (10,781,390) | (24,774,551) | |||
Net income equalization
|
10,543 | (6,689) | (2,213) | 16,815 | |||
Net increase (decrease) in net assets from
beneficial interest transactions
|
18,662,253 | 53,890,292 | (1,304,841) | 9,256,485 | |||
Net increase (decrease) in net assets during the
period
|
59,769,476 | 96,595,826 | (95,220) | 7,652,805 | |||
Net assets at beginning of period
|
306,432,653 | 209,836,827 | 62,109,098 | 54,456,293 | |||
NET ASSETS AT END OF PERIOD
|
$366,202,129 | $306,432,653 | $ 62,013,878 | $ 62,109,098 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares sold
|
870,000 | 790,000 | 125,000 | 400,000 | |||
Shares redeemed
|
(740,000) | (380,000) | (150,000) | (300,000) | |||
Net increase (decrease) from share
transactions
|
130,000 | 410,000 | (25,000) | 100,000 |
SPDR S&P Transportation ETF | SPDR MSCI USA Gender Diversity ETF | SPDR ICE Preferred Securities ETF | ||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 | |||||
$ 1,125,576 | $ 3,674,654 | $ 1,649,061 | $ 3,241,069 | $ 25,617,268 | $ 57,544,792 | |||||
(8,488,272) | (75,294,115) | 7,226,369 | (38,704,819) | (28,827,455) | (89,201,817) | |||||
3,674,015 | 141,836,578 | 9,062,968 | 68,411,924 | 33,026,634 | 22,801,678 | |||||
(3,688,681) | 70,217,117 | 17,938,398 | 32,948,174 | 29,816,447 | (8,855,347) | |||||
121,666 | 248,118 | (27,777) | (52,066) | 780,175 | 1,395,822 | |||||
(842,604) | (2,832,051) | (1,479,056) | (3,314,352) | (32,022,000) | (62,968,434) | |||||
17,658,475 | 71,287,606 | 45,030,823 | 138,927,528 | 27,292,632 | 161,593,803 | |||||
(58,832,074) | (396,375,435) | (52,016,866) | (162,323,316) | (75,822,708) | (264,993,016) | |||||
(121,666) | (248,118) | 27,777 | 52,066 | (780,175) | (1,395,822) | |||||
(41,295,265) | (325,335,947) | (6,958,266) | (23,343,722) | (49,310,251) | (104,795,035) | |||||
(45,704,884) | (257,702,763) | 9,473,299 | 6,238,034 | (50,735,629) | (175,222,994) | |||||
246,090,625 | 503,793,388 | 209,102,900 | 202,864,866 | 874,608,753 | 1,049,831,747 | |||||
$200,385,741 | $ 246,090,625 | $218,576,199 | $ 209,102,900 | $823,873,124 | $ 874,608,753 | |||||
210,000 | 960,000 | 500,000 | 1,700,000 | 850,000 | 4,600,000 | |||||
(750,000) | (5,450,000) | (575,000) | (2,000,000) | (2,350,000) | (7,800,000) | |||||
(540,000) | (4,490,000) | (75,000) | (300,000) | (1,500,000) | (3,200,000) |
SPDR FactSet Innovative Technology ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$131.97 | $ 107.82 | $ 226.17 | $ 145.30 | $ 105.68 | $ 95.29 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
(0.12) | 0.06 | (0.52) | (0.59) | (0.23) | 0.08 | |||||
Net realized and unrealized gain (loss) (b)
|
13.98 | 23.34 | (118.26) | 81.84 | 40.41 | 11.66 | |||||
Total from investment operations
|
13.86 | 23.40 | (118.78) | 81.25 | 40.18 | 11.74 | |||||
Net equalization credits and charges (a)
|
0.26 | 0.72 | 0.49 | (0.25) | (0.40) | (0.11) | |||||
Contribution from affiliate (Note 4)
|
— | 0.09 | — | — | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.10) | (0.06) | (0.06) | (0.13) | (0.16) | (0.10) | |||||
Net realized gains
|
— | — | — | — | — | (1.14) | |||||
Total distributions
|
(0.10) | (0.06) | (0.06) | (0.13) | (0.16) | (1.24) | |||||
Net asset value, end of period
|
$145.99 | $ 131.97 | $ 107.82 | $ 226.17 | $ 145.30 | $105.68 | |||||
Total return (c)
|
10.71% | 22.46%(d) | (52.30)% | 55.75% | 37.68% | 12.58% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$96,355 | $101,615 | $126,151 | $364,139 | $148,207 | $73,978 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.45%(e) | 0.46% | 0.45% | 0.45% | 0.45% | 0.45% | |||||
Net investment income (loss)
|
(0.18)%(e) | 0.06% | (0.28)% | (0.29)% | (0.20)% | 0.08% | |||||
Portfolio turnover rate (f)
|
39%(g) | 68% | 53% | 38% | 35% | 43% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | If an affiliate had not made a contribution during the year ended June 30, 2023, the total return would have been 22.38%. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes in-kind security transactions. |
(g) | Not annualized. |
SPDR Global Dow ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 112.45 | $ 95.97 | $ 110.51 | $ 78.00 | $ 85.13 | $ 82.43 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.13 | 3.24 | 3.32 | 2.22 | 2.07 | 2.15 | |||||
Net realized and unrealized gain (loss) (b)
|
6.92 | 16.17 | (14.31) | 32.59 | (7.10) | 2.67 | |||||
Total from investment operations
|
8.05 | 19.41 | (10.99) | 34.81 | (5.03) | 4.82 | |||||
Net equalization credits and charges (a)
|
0.00(c) | 0.06 | (0.02) | (0.03) | (0.01) | (0.02) | |||||
Contribution from affiliate
|
— | — | — | — | — | 0.02 | |||||
Other capital (a)
|
0.00(c) | 0.00(c) | 0.02 | 0.00(c) | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.38) | (2.99) | (3.55) | (2.27) | (2.09) | (2.12) | |||||
Net asset value, end of period
|
$ 119.12 | $ 112.45 | $ 95.97 | $ 110.51 | $ 78.00 | $ 85.13 | |||||
Total return (d)
|
7.21% | 20.64% | (10.22)% | 44.96% | (5.97)% | 5.94%(e) | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$181,709 | $151,855 | $96,010 | $96,750 | $78,033 | $91,550 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.51%(f) | 0.51% | 0.50% | 0.50% | 0.50% | 0.50% | |||||
Net investment income (loss)
|
1.99%(f) | 3.15% | 3.01% | 2.33% | 2.53% | 2.60% | |||||
Portfolio turnover rate (g)
|
12%(h) | 7% | 12% | 11% | 8% | 11% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | If an affiliate had not made a contribution during the year ended June 30, 2019, the total return would have been 5.91%. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR MSCI USA StrategicFactorsSM ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 122.97 | $ 108.01 | $ 119.37 | $ 88.43 | $ 86.19 | $ 77.65 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.13 | 1.93 | 1.73 | 1.76 | 1.79 | 1.67 | |||||
Net realized and unrealized gain (loss) (b)
|
9.30 | 14.97 | (11.41) | 30.99 | 1.88 | 7.99 | |||||
Total from investment operations
|
10.43 | 16.90 | (9.68) | 32.75 | 3.67 | 9.66 | |||||
Net equalization credits and charges (a)
|
0.01 | 0.02 | (0.00)(c) | (0.03) | 0.34 | 0.52 | |||||
Contribution from affiliate
|
— | — | — | — | 0.00(c) | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.21) | (1.96) | (1.68) | (1.78) | (1.77) | (1.64) | |||||
Net asset value, end of period
|
$ 132.20 | $ 122.97 | $ 108.01 | $ 119.37 | $ 88.43 | $ 86.19 | |||||
Total return (d)
|
8.49% | 15.82% | (8.28)% | 37.20% | 4.53%(e) | 13.35% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$1,102,522 | $981,331 | $814,388 | $954,973 | $771,956 | $348,228 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.15%(f) | 0.16% | 0.15% | 0.15% | 0.15% | 0.15% | |||||
Net investment income (loss)
|
1.80%(f) | 1.71% | 1.42% | 1.69% | 2.02% | 2.04% | |||||
Portfolio turnover rate (g)
|
6%(h) | 20% | 16% | 18% | 21% | 18% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | If an affiliate had not made a contribution during the year ended June 30, 2020, the total return would have remained 4.53%. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR NYSE Technology ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 139.47 | $ 103.04 | $ 158.99 | $ 99.49 | $ 72.66 | $ 93.29 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.28 | 0.70 | 0.67 | 0.47 | 0.49 | 0.56 | |||||
Net realized and unrealized gain (loss) (b)
|
24.70 | 36.39 | (55.91) | 59.47 | 26.90 | (3.48) | |||||
Total from investment operations
|
24.98 | 37.09 | (55.24) | 59.94 | 27.39 | (2.92) | |||||
Net equalization credits and charges (a)
|
0.00(c) | 0.00(c) | (0.02) | (0.01) | (0.02) | (0.07) | |||||
Contribution from affiliate (Note 4)
|
— | 0.05 | — | — | — | — | |||||
Other capital
|
— | — | — | — | — | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.27) | (0.71) | (0.69) | (0.43) | (0.54) | (0.58) | |||||
Net realized gains
|
— | — | — | — | — | (17.06) | |||||
Total distributions
|
(0.27) | (0.71) | (0.69) | (0.43) | (0.54) | (17.64) | |||||
Net asset value, end of period
|
$ 164.18 | $ 139.47 | $ 103.04 | $ 158.99 | $ 99.49 | $ 72.66 | |||||
Total return (d)
|
17.93% | 36.24%(e) | (34.86)% | 60.30% | 37.85% | 1.04% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$658,373 | $525,798 | $383,841 | $711,479 | $402,953 | $428,680 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(f) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
0.39%(f) | 0.63% | 0.45% | 0.35% | 0.62% | 0.68% | |||||
Portfolio turnover rate (g)
|
9%(h) | 15% | 17% | 30% | 20% | 10% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | If an affiliate had not made a contribution during the year ended June 30, 2023 the total return would have remained 36.19%. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR S&P 500 Fossil Fuel Reserves Free ETF | |||||||||||
Six
Months Ended 12/31/23(a) (Unaudited) |
Year
Ended 6/30/23(a) |
Year
Ended 6/30/22(a) |
Year
Ended 6/30/21(a) |
Year
Ended 6/30/20(a) |
Year
Ended 6/30/19(a) | ||||||
Net asset value, beginning of period
|
$ 36.18 | $ 30.74 | $ 35.34 | $ 25.46 | $ 23.83 | $ 21.85 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.25 | 0.45 | 0.42 | 0.40 | 0.43 | 0.39 | |||||
Net realized and unrealized gain (loss) (c)
|
2.69 | 5.91 | (4.62) | 9.86 | 1.61 | 1.99 | |||||
Total from investment operations
|
2.94 | 6.36 | (4.20) | 10.26 | 2.04 | 2.38 | |||||
Net equalization credits and charges (b)
|
0.00(d) | (0.00)(d) | 0.01 | 0.02 | 0.02 | 0.01 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.24) | (0.92) | (0.41) | (0.40) | (0.43) | (0.41) | |||||
Net asset value, end of period
|
$ 38.88 | $ 36.18 | $ 30.74 | $ 35.34 | $ 25.46 | $ 23.83 | |||||
Total return (e)
|
8.18% | 19.37% | (12.01)% | 40.59% | 8.770% | 11.04% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$1,473,211 | $1,385,936 | $1,161,919 | $1,154,523 | $567,579 | $365,271 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.20%(f) | 0.21% | 0.20% | 0.23% | 0.25% | 0.25% | |||||
Net expenses
|
0.20%(f) | 0.21% | 0.20% | 0.20% | 0.20% | 0.20% | |||||
Net investment income (loss)
|
1.38%(f) | 1.40% | 1.16% | 1.28% | 1.73% | 1.74% | |||||
Portfolio turnover rate (g)
|
2%(h) | 2% | 2% | 4% | 4% | 6% |
(a) | Effective on January 12, 2023, the SPDR S&P 500 Fossil Fuel Reserves Free ETF underwent a 3-for-1 share split. The per share activity presented here has been retroactively adjusted to reflect this split. (Note 11) |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR S&P Capital Markets ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 84.81 | $ 72.95 | $ 94.02 | $ 56.15 | $ 55.47 | $ 57.92 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.95 | 1.63 | 1.78 | 1.62 | 1.11 | 0.97 | |||||
Net realized and unrealized gain (loss) (b)
|
17.35 | 11.99 | (21.28) | 38.10 | 1.09 | (1.91) | |||||
Total from investment operations
|
18.30 | 13.62 | (19.50) | 39.72 | 2.20 | (0.94) | |||||
Net equalization credits and charges (a)
|
(0.12) | 0.01 | 0.30 | (0.17) | (0.10) | (0.22) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.00) | (1.77) | (1.86) | (1.68) | (1.42) | (1.29) | |||||
Net asset value, end of period
|
$ 101.99 | $ 84.81 | $ 72.95 | $ 94.02 | $ 56.15 | $ 55.47 | |||||
Total return (c)
|
21.52% | 18.89% | (20.82)% | 71.24% | 3.93% | (1.86)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$272,811 | $137,809 | $89,360 | $117,528 | $22,459 | $38,829 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(d) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
2.14%(d) | 2.00% | 1.86% | 2.06% | 1.99% | 1.75% | |||||
Portfolio turnover rate (e)
|
13%(f) | 44% | 26% | 37% | 20% | 24% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR S&P Health Care Equipment ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 98.29 | $ 84.92 | $ 129.05 | $ 89.25 | $ 81.87 | $ 78.23 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
(0.00)(b) | (0.01) | (0.04) | (0.13) | (0.05) | 0.11 | |||||
Net realized and unrealized gain (loss) (c)
|
(13.92) | 13.48 | (44.14) | 39.93 | 7.42 | 3.64 | |||||
Total from investment operations
|
(13.92) | 13.47 | (44.18) | 39.80 | 7.37 | 3.75 | |||||
Net equalization credits and charges (a)
|
0.09 | (0.08) | 0.07 | (0.00)(b) | 0.01 | 0.00(b) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.03) | (0.02) | (0.02) | — | (0.00)(b) | (0.11) | |||||
Net asset value, end of period
|
$ 84.43 | $ 98.29 | $ 84.92 | $ 129.05 | $ 89.25 | $ 81.87 | |||||
Total return (d)
|
(14.07)% | 15.76% | (34.18)% | 44.60% | 9.02% | 4.79% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$350,391 | $592,171 | $384,281 | $809,806 | $513,171 | $609,918 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(e) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
0.00%(e)(f) | (0.01)% | (0.04)% | (0.12)% | (0.06)% | 0.13% | |||||
Portfolio turnover rate (g)
|
18%(h) | 49% | 42% | 39% | 25% | 32% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amount is less than $0.005 per share. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Amount is less than 0.005%. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR S&P Health Care Services ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 93.70 | $ 82.29 | $ 114.37 | $ 68.05 | $ 66.59 | $ 69.29 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.12 | 0.18 | 0.16 | 0.22 | 0.22 | 0.23 | |||||
Net realized and unrealized gain (loss) (b)
|
(4.74) | 11.41 | (32.08) | 46.50 | 2.83 | (2.71) | |||||
Total from investment operations
|
(4.62) | 11.59 | (31.92) | 46.72 | 3.05 | (2.48) | |||||
Net equalization credits and charges (a)
|
0.00(c) | (0.00)(c) | 0.03 | (0.19) | 0.15 | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.12) | (0.18) | (0.19) | (0.21) | (1.74) | (0.22) | |||||
Net asset value, end of period
|
$ 88.96 | $ 93.70 | $ 82.29 | $ 114.37 | $ 68.05 | $ 66.59 | |||||
Total return (d)
|
(4.93)% | 14.11% | (27.91)% | 68.43% | 4.68% | (3.59)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$96,965 | $109,630 | $89,695 | $213,867 | $83,699 | $90,561 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(e) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
0.27%(e) | 0.20% | 0.16% | 0.24% | 0.33% | 0.33% | |||||
Portfolio turnover rate (f)
|
16%(g) | 51% | 44% | 38% | 25% | 35% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Insurance ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 40.87 | $ 37.84 | $ 38.56 | $ 27.34 | $ 34.01 | $ 29.81 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.38 | 0.74 | 0.73 | 0.67 | 0.61 | 0.55 | |||||
Net realized and unrealized gain (loss) (b)
|
4.30 | 3.12 | (0.67) | 11.16 | (6.65) | 4.19 | |||||
Total from investment operations
|
4.68 | 3.86 | 0.06 | 11.83 | (6.04) | 4.74 | |||||
Net equalization credits and charges (a)
|
0.02 | (0.10) | (0.04) | 0.10 | (0.02) | 0.02 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.38) | (0.73) | (0.74) | (0.71) | (0.61) | (0.56) | |||||
Net asset value, end of period
|
$ 45.19 | $ 40.87 | $ 37.84 | $ 38.56 | $ 27.34 | $ 34.01 | |||||
Total return (c)
|
11.53% | 10.01% | (0.01)% | 44.04% | (17.99)% | 16.16% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$691,402 | $482,212 | $543,072 | $690,253 | $564,510 | $1,066,343 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(d) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
1.75%(d) | 1.86% | 1.84% | 2.04% | 1.87% | 1.77% | |||||
Portfolio turnover rate (e)
|
8%(f) | 23% | 26% | 24% | 19% | 21% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR S&P Internet ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 77.88 | $ 75.03 | $ 183.03 | $101.51 | $ 89.16 | $ 87.63 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.04 | (0.10) | 0.07 | 0.43 | 0.41 | 0.36 | |||||
Net realized and unrealized gain (loss) (b)
|
10.08 | 2.93 | (108.03) | 81.71 | 12.39 | 2.84 | |||||
Total from investment operations
|
10.12 | 2.83 | (107.96) | 82.14 | 12.80 | 3.20 | |||||
Net equalization credits and charges (a)
|
0.02 | 0.02 | 0.05 | (0.03) | (0.01) | (0.03) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
— | — | (0.09) | (0.59) | (0.44) | (0.37) | |||||
Net realized gains
|
— | — | — | — | — | (1.27) | |||||
Total distributions
|
— | — | (0.09) | (0.59) | (0.44) | (1.64) | |||||
Net asset value, end of period
|
$ 88.02 | $ 77.88 | $ 75.03 | $183.03 | $101.51 | $ 89.16 | |||||
Total return (c)
|
12.90% | 3.80% | (58.98)% | 81.12% | 14.46% | 3.90% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$23,766 | $23,364 | $ 26,261 | $71,380 | $24,363 | $34,772 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(d) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
0.11%(d) | (0.14)% | 0.05% | 0.28% | 0.49% | 0.41% | |||||
Portfolio turnover rate (e)
|
8%(f) | 72% | 54% | 52% | 57% | 85% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR S&P Metals & Mining ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 50.81 | $ 43.44 | $ 43.03 | $ 21.21 | $ 28.38 | $ 35.52 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.27 | 0.85 | 0.44 | 0.34 | 0.39 | 0.59 | |||||
Net realized and unrealized gain (loss) (b)
|
9.00 | 7.42 | 0.41 | 21.77 | (7.21) | (7.11) | |||||
Total from investment operations
|
9.27 | 8.27 | 0.85 | 22.11 | (6.82) | (6.52) | |||||
Net equalization credits and charges (a)
|
0.00(c) | (0.02) | (0.02) | 0.03 | 0.04 | 0.04 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.26) | (0.88) | (0.42) | (0.32) | (0.39) | (0.66) | |||||
Net asset value, end of period
|
$ 59.82 | $ 50.81 | $ 43.44 | $ 43.03 | $ 21.21 | $ 28.38 | |||||
Total return (d)
|
18.33% | 19.09% | 1.87% | 104.87% | (23.98)% | (18.25)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$2,004,109 | $1,803,607 | $1,998,458 | $2,056,695 | $395,524 | $534,979 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(e) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
1.01%(e) | 1.69% | 0.90% | 0.96% | 1.58% | 1.90% | |||||
Portfolio turnover rate (f)
|
23%(g) | 33% | 38% | 44% | 41% | 28% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Oil & Gas Equipment & Services ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19(a) | ||||||
Net asset value, beginning of period
|
$ 78.14 | $ 59.74 | $ 61.95 | $ 33.13 | $ 96.20 | $ 169.70 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (b)
|
0.35 | 0.30 | 0.14 | 0.27 | 1.15 | 0.90 | |||||
Net realized and unrealized gain (loss) (c)
|
6.38 | 18.50 | (2.11) | 29.51 | (63.13) | (73.50) | |||||
Total from investment operations
|
6.73 | 18.80 | (1.97) | 29.78 | (61.98) | (72.60) | |||||
Net equalization credits and charges (b)
|
(0.02) | (0.04) | 0.01 | (0.04) | 0.07 | (0.00)(d) | |||||
Other capital
|
— | — | — | 0.00(d) | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.35) | (0.36) | (0.25) | (0.92) | (1.16) | (0.90) | |||||
Net asset value, end of period
|
$ 84.50 | $ 78.14 | $ 59.74 | $ 61.95 | $ 33.13 | $ 96.20 | |||||
Total return (e)
|
8.57% | 31.51% | (3.18)% | 90.54% | (64.70)% | (42.79)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$330,830 | $278,571 | $230,843 | $183,691 | $96,561 | $186,698 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(f) | 0.35% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
0.78%(f) | 0.41% | 0.22% | 0.59% | 1.99% | 0.73% | |||||
Portfolio turnover rate (g)
|
29%(h) | 32% | 38% | 64% | 51% | 34% |
(a) | On March 30, 2020, SPDR S&P Oil & Gas Equipment & Services ETF underwent 1-for-10 reverse stock split. The per share data presented here have been retroactively adjusted to reflect this split. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR S&P Pharmaceuticals ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 41.03 | $ 42.02 | $ 51.75 | $ 43.09 | $ 39.76 | $ 42.99 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.31 | 0.53 | 0.56 | 0.25 | 0.27 | 0.24 | |||||
Net realized and unrealized gain (loss) (b)
|
0.54 | (0.93) | (9.65) | 8.67 | 3.37 | (3.17) | |||||
Total from investment operations
|
0.85 | (0.40) | (9.09) | 8.92 | 3.64 | (2.93) | |||||
Net equalization credits and charges (a)
|
0.01 | (0.03) | (0.01) | 0.00(c) | (0.02) | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.29) | (0.56) | (0.63) | (0.26) | (0.29) | (0.30) | |||||
Net asset value, end of period
|
$ 41.60 | $ 41.03 | $ 42.02 | $ 51.75 | $ 43.09 | $ 39.76 | |||||
Total return (d)
|
2.14% | (1.01)% | (17.67)% | 20.76% | 9.18% | (6.83)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$222,588 | $221,566 | $205,929 | $271,717 | $243,443 | $212,716 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(e) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
1.55%(e) | 1.27% | 1.21% | 0.52% | 0.67% | 0.57% | |||||
Portfolio turnover rate (f)
|
27%(g) | 53% | 60% | 53% | 31% | 42% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Retail ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 63.75 | $ 58.18 | $ 97.19 | $ 42.87 | $ 42.42 | $ 48.57 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.45 | 1.24 | 0.99 | 0.68 | 0.68 | 0.69 | |||||
Net realized and unrealized gain (loss) (b)
|
8.34 | 6.07 | (37.92) | 54.27 | 0.42 | (6.18) | |||||
Total from investment operations
|
8.79 | 7.31 | (36.93) | 54.95 | 1.10 | (5.49) | |||||
Net equalization credits and charges (a)
|
0.30 | (0.34) | (0.55) | 0.02 | 0.01 | (0.00)(c) | |||||
Contribution from affiliate
|
— | — | — | 0.01 | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.50) | (1.40) | (1.53) | (0.66) | (0.66) | (0.66) | |||||
Net asset value, end of period
|
$ 72.34 | $ 63.75 | $ 58.18 | $ 97.19 | $ 42.87 | $ 42.42 | |||||
Total return (d)
|
14.30% | 12.17% | (39.02)% | 128.92%(e) | 2.74% | (11.33)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$365,331 | $478,169 | $378,184 | $1,054,575 | $265,787 | $263,038 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(f) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
1.40%(f) | 1.96% | 1.13% | 0.97% | 1.68% | 1.47% | |||||
Portfolio turnover rate (g)
|
18%(h) | 40% | 39% | 62% | 43% | 45% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | If an affiliate had not made a contribution during the year ended June 30, 2021, the total return would have been 128.90%. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR S&P Semiconductor ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 221.27 | $ 151.79 | $ 192.29 | $ 112.00 | $ 84.40 | $ 72.31 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.30 | 0.73 | 0.53 | 0.28 | 0.54 | 0.66 | |||||
Net realized and unrealized gain (loss) (b)
|
3.64 | 69.51 | (40.57) | 80.28 | 27.60 | 12.18 | |||||
Total from investment operations
|
3.94 | 70.24 | (40.04) | 80.56 | 28.14 | 12.84 | |||||
Net equalization credits and charges (a)
|
(0.01) | 0.02 | 0.01 | 0.00(c) | (0.00)(c) | (0.03) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.33) | (0.78) | (0.47) | (0.27) | (0.54) | (0.72) | |||||
Net asset value, end of period
|
$ 224.87 | $ 221.27 | $ 151.79 | $ 192.29 | $ 112.00 | $ 84.40 | |||||
Total return (d)
|
1.79% | 46.40% | (20.86)% | 71.99% | 33.43% | 17.86% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$1,489,753 | $1,587,624 | $933,501 | $995,093 | $498,412 | $291,186 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(e) | 0.35% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
0.29%(e) | 0.40% | 0.26% | 0.17% | 0.55% | 0.88% | |||||
Portfolio turnover rate (f)
|
13%(g) | 31% | 36% | 32% | 21% | 32% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Software & Services ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 133.23 | $ 111.02 | $ 171.45 | $ 111.44 | $ 96.24 | $ 80.89 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
(0.00)(b) | 0.27 | 0.28 | (0.00)(b) | 0.37 | 0.19 | |||||
Net realized and unrealized gain (loss) (c)
|
17.51 | 22.20 | (60.49) | 60.08 | 15.25 | 15.40 | |||||
Total from investment operations
|
17.51 | 22.47 | (60.21) | 60.08 | 15.62 | 15.59 | |||||
Net equalization credits and charges (a)
|
(0.00)(b) | 0.00(b) | (0.04) | (0.01) | (0.01) | (0.02) | |||||
Contribution from affiliate
|
— | — | 0.04 | — | — | — | |||||
Other capital
|
— | — | 0.00(b) | — | — | — | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.04) | (0.26) | (0.22) | (0.06) | (0.41) | (0.22) | |||||
Net asset value, end of period
|
$ 150.70 | $ 133.23 | $ 111.02 | $ 171.45 | $ 111.44 | $ 96.24 | |||||
Total return (d)
|
13.14% | 20.27% | (35.16)%(e) | 53.91% | 16.34% | 19.30% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$366,202 | $306,433 | $209,837 | $526,365 | $241,825 | $249,261 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(f) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
(0.01)%(f) | 0.23% | 0.17% | 0.00%(g) | 0.38% | 0.21% | |||||
Portfolio turnover rate (h)
|
19%(i) | 63% | 46% | 40% | 31% | 47% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amount is less than $0.005 per share. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | If an affiliate had not made a contribution during the year ended June 30, 2022, the total return would have been (35.18)%. |
(f) | Annualized. |
(g) | Amount is less than 0.005%. |
(h) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(i) | Not annualized. |
SPDR S&P Telecom ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 77.64 | $ 77.79 | $102.27 | $ 69.77 | $ 67.70 | $ 72.20 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.41 | 0.61 | 1.20 | 0.82 | 0.53 | 0.80 | |||||
Net realized and unrealized gain (loss) (b)
|
2.25 | (0.19) | (24.35) | 32.25 | 2.15 | (4.43) | |||||
Total from investment operations
|
2.66 | 0.42 | (23.15) | 33.07 | 2.68 | (3.63) | |||||
Net equalization credits and charges (a)
|
0.00(c) | (0.02) | (0.02) | 0.24 | (0.02) | (0.09) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.28) | (0.55) | (1.31) | (0.81) | (0.59) | (0.78) | |||||
Net asset value, end of period
|
$ 80.02 | $ 77.64 | $ 77.79 | $102.27 | $ 69.77 | $ 67.70 | |||||
Total return (d)
|
3.46% | 0.52% | (22.87)% | 48.00% | 3.98% | (5.17)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$62,014 | $62,109 | $54,456 | $84,375 | $48,842 | $57,545 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(e) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
1.13%(e) | 0.75% | 1.28% | 0.94% | 0.78% | 1.12% | |||||
Portfolio turnover rate (f)
|
24%(g) | 40% | 41% | 61% | 44% | 35% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P Transportation ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 83.70 | $ 67.81 | $ 84.92 | $ 52.86 | $ 61.22 | $ 63.09 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.41 | 0.75 | 0.42 | 1.02 | 0.57 | 0.67 | |||||
Net realized and unrealized gain (loss) (b)
|
(0.34) | 15.69 | (16.89) | 31.84 | (8.36) | (1.82) | |||||
Total from investment operations
|
0.07 | 16.44 | (16.47) | 32.86 | (7.79) | (1.15) | |||||
Net equalization credits and charges (a)
|
0.04 | 0.05 | (0.02) | 0.20 | 0.01 | (0.01) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.32) | (0.60) | (0.62) | (1.00) | (0.58) | (0.71) | |||||
Net asset value, end of period
|
$ 83.49 | $ 83.70 | $ 67.81 | $ 84.92 | $ 52.86 | $ 61.22 | |||||
Total return (c)
|
0.16% | 24.53% | (19.57)% | 62.69% | (12.74)% | (1.80)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$200,386 | $246,091 | $503,793 | $572,388 | $179,722 | $148,155 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.35%(d) | 0.36% | 0.35% | 0.35% | 0.35% | 0.35% | |||||
Net investment income (loss)
|
1.03%(d) | 1.04% | 0.49% | 1.35% | 0.99% | 1.09% | |||||
Portfolio turnover rate (e)
|
17%(f) | 29% | 37% | 26% | 29% | 18% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR MSCI USA Gender Diversity ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 88.04 | $ 75.84 | $ 101.54 | $ 71.03 | $ 73.74 | $ 72.20 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
0.71 | 1.27 | 1.06 | 0.97 | 1.29 | 1.48 | |||||
Net realized and unrealized gain (loss) (b)
|
6.93 | 12.27 | (25.75) | 30.50 | (2.51) | 4.78 | |||||
Total from investment operations
|
7.64 | 13.54 | (24.69) | 31.47 | (1.22) | 6.26 | |||||
Net equalization credits and charges (a)
|
(0.01) | (0.02) | (0.00)(c) | 0.06 | (0.09) | 0.03 | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(0.64) | (1.32) | (1.01) | (1.02) | (1.40) | (1.74) | |||||
Net realized gains
|
— | — | — | — | — | (3.01) | |||||
Total distributions
|
(0.64) | (1.32) | (1.01) | (1.02) | (1.40) | (4.75) | |||||
Net asset value, end of period
|
$ 95.03 | $ 88.04 | $ 75.84 | $ 101.54 | $ 71.03 | $ 73.74 | |||||
Total return (d)
|
8.71% | 18.02% | (24.47)% | 44.60% | (1.71)% | 9.60% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$218,576 | $209,103 | $202,865 | $243,685 | $120,743 | $283,882 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.20%(e) | 0.21% | 0.20% | 0.20% | 0.20% | 0.20% | |||||
Net investment income (loss)
|
1.58%(e) | 1.57% | 1.11% | 1.10% | 1.77% | 2.06% | |||||
Portfolio turnover rate (f)
|
30%(g) | 135% | 43% | 22% | 69% | 53% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR ICE Preferred Securities ETF | |||||||||||
Six
Months Ended 12/31/23 (Unaudited) |
Year
Ended 6/30/23 |
Year
Ended 6/30/22 |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 | ||||||
Net asset value, beginning of period
|
$ 33.51 | $ 35.83 | $ 44.19 | $ 41.54 | $ 43.11 | $ 43.29 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss) (a)
|
1.01 | 1.97 | 1.97 | 2.12 | 2.31 | 2.41 | |||||
Net realized and unrealized gain (loss) (b)
|
0.20 | (2.19) | (8.21) | 2.80 | (1.53) | (0.02) | |||||
Total from investment operations
|
1.21 | (0.22) | (6.24) | 4.92 | 0.78 | 2.39 | |||||
Net equalization credits and charges (a)
|
0.03 | 0.05 | 0.04 | (0.03) | (0.03) | (0.01) | |||||
Contribution from affiliate
|
— | — | — | — | — | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment income
|
(1.26) | (2.15) | (2.16) | (2.24) | (2.32) | (2.56) | |||||
Net asset value, end of period
|
$ 33.49 | $ 33.51 | $ 35.83 | $ 44.19 | $ 41.54 | $ 43.11 | |||||
Total return (d)
|
3.86% | (0.50)% | (14.52)% | 12.01% | 1.67% | 5.86%(e) | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in 000s)
|
$823,873 | $874,609 | $1,049,832 | $1,486,995 | $1,121,515 | $829,813 | |||||
Ratios to average net assets: | |||||||||||
Total expenses
|
0.45%(f) | 0.46% | 0.45% | 0.45% | 0.45% | 0.45% | |||||
Net investment income (loss)
|
6.15%(f) | 5.68% | 4.82% | 4.89% | 5.39% | 5.72% | |||||
Portfolio turnover rate (g)
|
11%(h) | 19% | 28% | 45% | 36% | 35% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | If an affiliate had not made a contribution during the year ended June 30, 2019, the total return would have remained 5.86%. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
Asset Derivatives | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Global Dow ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $39,799 | $— | $39,799 | |||||
SPDR S&P 500 Fossil Fuel Reserves Free ETF | |||||||||||
Futures Contracts
|
— | — | — | 96,232 | — | 96,232 | |||||
SPDR MSCI USA Gender Diversity ETF | |||||||||||
Futures Contracts
|
— | — | — | 8,929 | — | 8,929 |
Net Realized Gain (Loss) | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Global Dow ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $63,905 | $— | $63,905 | |||||
SPDR S&P 500 Fossil Fuel Reserves Free ETF | |||||||||||
Futures Contracts
|
— | — | — | 93,665 | — | 93,665 | |||||
SPDR MSCI USA Gender Diversity ETF | |||||||||||
Futures Contracts
|
— | — | — | 32,209 | — | 32,209 |
Net Change in Unrealized Appreciation/Depreciation | |||||||||||
Interest
Rate Risk |
Foreign
Exchange Risk |
Credit
Risk |
Equity
Risk |
Commodity
Risk |
Total | ||||||
SPDR Global Dow ETF | |||||||||||
Futures Contracts
|
$— | $— | $— | $15,484 | $— | $15,484 | |||||
SPDR S&P 500 Fossil Fuel Reserves Free ETF | |||||||||||
Futures Contracts
|
— | — | — | 21,845 | — | 21,845 | |||||
SPDR MSCI USA Gender Diversity ETF | |||||||||||
Futures Contracts
|
— | — | — | 1,980 | — | 1,980 |
Annual Rate | |
SPDR FactSet Innovative Technology ETF
|
0.45% |
SPDR Global Dow ETF
|
0.50 |
SPDR MSCI USA StrategicFactorsSM
ETF
|
0.15 |
SPDR NYSE Technology ETF
|
0.35 |
SPDR S&P 500 Fossil Fuel Reserves Free
ETF
|
0.20 |
SPDR S&P Capital Markets ETF
|
0.35 |
SPDR S&P Health Care Equipment ETF
|
0.35 |
SPDR S&P Health Care Services ETF
|
0.35 |
SPDR S&P Insurance ETF
|
0.35 |
SPDR S&P Internet ETF
|
0.35 |
SPDR S&P Metals & Mining ETF
|
0.35 |
SPDR S&P Oil & Gas Equipment &
Services ETF
|
0.35 |
SPDR S&P Pharmaceuticals ETF
|
0.35 |
SPDR S&P Retail ETF
|
0.35 |
SPDR S&P Semiconductor ETF
|
0.35 |
SPDR S&P Software & Services ETF
|
0.35 |
SPDR S&P Telecom ETF
|
0.35 |
SPDR S&P Transportation ETF
|
0.35 |
SPDR MSCI USA Gender Diversity ETF
|
0.20 |
SPDR ICE Preferred Securities ETF
|
0.45 |
Purchases | Sales | ||
SPDR FactSet Innovative Technology ETF
|
$ 37,011,040 | $ 37,101,892 | |
SPDR Global Dow ETF
|
20,778,303 | 20,314,376 | |
SPDR MSCI USA StrategicFactorsSM
ETF
|
73,026,507 | 58,860,700 | |
SPDR NYSE Technology ETF
|
53,106,560 | 52,955,783 | |
SPDR S&P 500 Fossil Fuel Reserves Free
ETF
|
24,712,811 | 21,548,608 | |
SPDR S&P Capital Markets ETF
|
30,094,954 | 30,498,523 | |
SPDR S&P Health Care Equipment ETF
|
77,566,834 | 77,920,877 | |
SPDR S&P Health Care Services ETF
|
15,691,845 | 15,627,861 | |
SPDR S&P Insurance ETF
|
50,142,574 | 50,558,146 | |
SPDR S&P Internet ETF
|
1,468,634 | 25,213,154 | |
SPDR S&P Metals & Mining ETF
|
417,448,317 | 415,147,468 | |
SPDR S&P Oil & Gas Equipment &
Services ETF
|
88,868,851 | 88,809,302 | |
SPDR S&P Pharmaceuticals ETF
|
57,084,887 | 57,146,115 | |
SPDR S&P Retail ETF
|
73,953,734 | 75,311,578 | |
SPDR S&P Semiconductor ETF
|
193,717,302 | 194,340,164 | |
SPDR S&P Software & Services ETF
|
65,444,444 | 61,439,623 |
Purchases | Sales | ||
SPDR S&P Telecom ETF
|
$ 13,515,667 | $ 13,417,063 | |
SPDR S&P Transportation ETF
|
36,483,434 | 36,260,604 | |
SPDR MSCI USA Gender Diversity ETF
|
64,129,657 | 62,862,160 | |
SPDR ICE Preferred Securities ETF
|
87,011,729 | 88,643,788 |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR FactSet Innovative Technology ETF
|
$ 3,924,503 | $ 18,415,524 | $ 2,416,366 | ||
SPDR Global Dow ETF
|
18,665,509 | — | — | ||
SPDR MSCI USA StrategicFactorsSM
ETF
|
148,609,501 | 114,586,864 | 39,975,974 | ||
SPDR NYSE Technology ETF
|
131,585,104 | 96,163,170 | 53,124,326 | ||
SPDR S&P 500 Fossil Fuel Reserves Free
ETF
|
58,408,436 | 74,450,899 | 26,306,850 | ||
SPDR S&P Capital Markets ETF
|
202,840,468 | 110,600,159 | 9,152,738 | ||
SPDR S&P Health Care Equipment ETF
|
58,830,479 | 204,626,304 | 10,136,064 | ||
SPDR S&P Health Care Services ETF
|
24,531,209 | 30,540,604 | 3,196,067 | ||
SPDR S&P Insurance ETF
|
1,173,654,245 | 1,015,857,395 | 41,801,841 | ||
SPDR S&P Internet ETF
|
— | 2,292,609 | 449,980 | ||
SPDR S&P Metals & Mining ETF
|
979,728,831 | 1,069,039,214 | 105,248,270 | ||
SPDR S&P Oil & Gas Equipment &
Services ETF
|
172,937,092 | 127,835,889 | 17,189,891 | ||
SPDR S&P Pharmaceuticals ETF
|
41,604,026 | 45,273,478 | 5,097,473 | ||
SPDR S&P Retail ETF
|
3,099,132,316 | 3,271,523,274 | 63,586,042 | ||
SPDR S&P Semiconductor ETF
|
67,686,516 | 177,157,280 | 30,214,438 | ||
SPDR S&P Software & Services ETF
|
115,884,312 | 97,533,172 | 20,776,391 | ||
SPDR S&P Telecom ETF
|
10,780,767 | 9,480,207 | 885,001 | ||
SPDR S&P Transportation ETF
|
17,659,111 | 58,838,689 | 882,300 | ||
SPDR MSCI USA Gender Diversity ETF
|
45,028,702 | 53,000,195 | 10,769,154 | ||
SPDR ICE Preferred Securities ETF
|
27,279,501 | 75,817,327 | (5,640,363) |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
SPDR FactSet Innovative Technology ETF
|
$ 111,716,002 | $ 11,958,665 | $ 22,985,189 | $ (11,026,524) | |||
SPDR Global Dow ETF
|
151,617,606 | 40,155,796 | 6,893,277 | 33,262,519 | |||
SPDR MSCI USA StrategicFactorsSM
ETF
|
941,114,835 | 198,516,904 | 36,241,693 | 162,275,211 | |||
SPDR NYSE Technology ETF
|
512,957,658 | 159,676,004 | 14,476,613 | 145,199,391 | |||
SPDR S&P 500 Fossil Fuel Reserves Free
ETF
|
1,233,543,545 | 301,608,129 | 61,669,099 | 239,939,030 | |||
SPDR S&P Capital Markets ETF
|
257,874,839 | 29,084,876 | 5,133,663 | 23,951,213 | |||
SPDR S&P Health Care Equipment ETF
|
417,697,125 | 16,724,207 | 83,081,806 | (66,357,599) | |||
SPDR S&P Health Care Services ETF
|
106,190,434 | 6,581,382 | 13,832,607 | (7,251,225) | |||
SPDR S&P Insurance ETF
|
717,926,427 | 10,868,949 | 37,782,077 | (26,913,128) | |||
SPDR S&P Internet ETF
|
23,942,600 | 4 | 192,149 | (192,145) | |||
SPDR S&P Metals & Mining ETF
|
2,176,138,271 | 195,420,233 | 262,628,286 | (67,208,053) | |||
SPDR S&P Oil & Gas Equipment &
Services ETF
|
355,048,093 | 20,818,008 | 44,657,975 | (23,839,967) | |||
SPDR S&P Pharmaceuticals ETF
|
247,591,262 | 19,905,574 | 33,309,026 | (13,403,452) | |||
SPDR S&P Retail ETF
|
428,254,333 | 3,804,584 | 42,253,309 | (38,448,725) | |||
SPDR S&P Semiconductor ETF
|
1,457,017,942 | 194,797,108 | 132,054,803 | 62,742,305 | |||
SPDR S&P Software & Services ETF
|
373,492,530 | 44,194,759 | 38,308,085 | 5,886,674 | |||
SPDR S&P Telecom ETF
|
72,040,702 | 5,422,454 | 12,675,773 | (7,253,319) | |||
SPDR S&P Transportation ETF
|
241,507,588 | 12,079,462 | 44,656,352 | (32,576,890) | |||
SPDR MSCI USA Gender Diversity ETF
|
187,943,961 | 33,197,230 | 2,675,482 | 30,521,748 | |||
SPDR ICE Preferred Securities ETF
|
985,155,697 | 3,909,376 | 138,616,620 | (134,707,244) |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received* |
Total
Collateral Received | ||||
SPDR FactSet Innovative Technology ETF
|
$ 7,638,170 | $ 4,320,708 | $ 3,752,376 | $ 8,073,084 | ||||
SPDR Global Dow ETF
|
4,421,523 | 4,137,944 | 512,573 | 4,650,517 | ||||
SPDR MSCI USA StrategicFactorsSM
ETF
|
1,878,272 | 1,816,035 | 121,970 | 1,938,005 | ||||
SPDR S&P 500 Fossil Fuel Reserves Free
ETF
|
1,378,134 | 1,429,414 | — | 1,429,414 | ||||
SPDR S&P Capital Markets ETF
|
9,487,375 | 9,206,538 | 735,563 | 9,942,101 | ||||
SPDR S&P Health Care Equipment ETF
|
11,508,088 | 997,380 | 10,901,159 | 11,898,539 | ||||
SPDR S&P Health Care Services ETF
|
6,536,546 | 1,971,791 | 4,887,901 | 6,859,692 | ||||
SPDR S&P Metals & Mining ETF
|
254,636,547 | 104,864,241 | 164,821,841 | 269,686,082 | ||||
SPDR S&P Oil & Gas Equipment &
Services ETF
|
1,023,338 | 350,933 | 715,451 | 1,066,384 | ||||
SPDR S&P Pharmaceuticals ETF
|
27,572,696 | 11,763,927 | 16,799,995 | 28,563,922 | ||||
SPDR S&P Retail ETF
|
51,660,244 | 25,183,877 | 28,719,101 | 53,902,978 | ||||
SPDR S&P Semiconductor ETF
|
126,803,266 | 29,886,853 | 103,972,008 | 133,858,861 | ||||
SPDR S&P Software & Services ETF
|
28,169,834 | 13,109,204 | 17,572,051 | 30,681,255 | ||||
SPDR S&P Telecom ETF
|
15,775,314 | 2,768,639 | 13,733,627 | 16,502,266 | ||||
SPDR S&P Transportation ETF
|
22,782,027 | 8,608,892 | 15,201,975 | 23,810,867 | ||||
SPDR ICE Preferred Securities ETF
|
41,017,401 | 29,371,442 | 12,807,329 | 42,178,771 |
* | The non-cash collateral includes U.S. Treasuries and U.S. Government Agency securities. |
Remaining Contractual Maturity of the Agreements as of December 31, 2023 | ||||||||||||||
Fund | Securities
Lending Transactions |
Overnight
and Continuous |
<30 Days | Between
30 & 90 Days |
>90 Days | Total
Borrowings |
Gross
Amount of Recognized Liabilities for Securities Lending Transactions | |||||||
SPDR Factset Innovative Technology ETF
|
Common Stocks | $ 4,320,708 | $— | $— | $— | $ 4,320,708 | $ 4,320,708 | |||||||
SPDR Global Dow ETF
|
Common Stocks | 4,137,944 | — | — | — | 4,137,944 | 4,137,944 | |||||||
SPDR MSCI USA StrategicFactorsSM
ETF
|
Common Stocks | 1,816,035 | — | — | — | 1,816,035 | 1,816,035 | |||||||
SPDR S&P 500 Fossil Fuel Reserves Free
ETF
|
Common Stocks | 1,429,414 | — | — | — | 1,429,414 | 1,429,414 | |||||||
SPDR S&P Capital Markets ETF
|
Common Stocks | 9,206,538 | — | — | — | 9,206,538 | 9,206,538 | |||||||
SPDR S&P Health Care Equipment ETF
|
Common Stocks | 997,380 | — | — | — | 997,380 | 997,380 | |||||||
SPDR S&P Health Care Services ETF
|
Common Stocks | 1,971,791 | — | — | — | 1,971,791 | 1,971,791 | |||||||
SPDR S&P Metals & Mining ETF
|
Common Stocks | 104,864,241 | — | — | — | 104,864,241 | 104,864,241 | |||||||
SPDR S&P Oil & Gas Equipment &
Services ETF
|
Common Stocks | 350,933 | — | — | — | 350,933 | 350,933 | |||||||
SPDR S&P Pharmaceuticals ETF
|
Common Stocks | 11,763,927 | — | — | — | 11,763,927 | 11,763,927 | |||||||
SPDR S&P Retail ETF
|
Common Stocks | 25,183,877 | — | — | — | 25,183,877 | 25,183,877 | |||||||
SPDR S&P Semiconductor ETF
|
Common Stocks | 29,886,853 | — | — | — | 29,886,853 | 29,886,853 |
Remaining Contractual Maturity of the Agreements as of December 31, 2023 | ||||||||||||||
Fund | Securities
Lending Transactions |
Overnight
and Continuous |
<30 Days | Between
30 & 90 Days |
>90 Days | Total
Borrowings |
Gross
Amount of Recognized Liabilities for Securities Lending Transactions | |||||||
SPDR S&P Software & Services ETF
|
Common Stocks | $13,109,204 | $— | $— | $— | $13,109,204 | $13,109,204 | |||||||
SPDR S&P Telecom ETF
|
Common Stocks | 2,768,639 | — | — | — | 2,768,639 | 2,768,639 | |||||||
SPDR S&P Transportation ETF
|
Common Stocks | 8,608,892 | — | — | — | 8,608,892 | 8,608,892 | |||||||
SPDR ICE Preferred Securities ETF
|
Preferred Stocks | 29,371,442 | — | — | — | 29,371,442 | 29,371,442 |
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 FactSet Innovative Technology ETF
|
0.45% | $1,107.10 | $2.38 | $1,022.90 | $2.29 | ||||
SPDR Global Dow ETF
|
0.51 | 1,072.10 | 2.66 | 1,022.60 | 2.59 | ||||
SPDR MSCI USA StrategicFactorsSM
ETF
|
0.15 | 1,084.90 | 0.79 | 1,024.40 | 0.76 | ||||
SPDR NYSE Technology ETF
|
0.35 | 1,179.30 | 1.92 | 1,023.40 | 1.78 | ||||
SPDR S&P 500 Fossil Fuel Reserves Free
ETF
|
0.20 | 1,081.80 | 1.05 | 1,024.10 | 1.02 | ||||
SPDR S&P Capital Markets ETF
|
0.35 | 1,215.20 | 1.95 | 1,023.40 | 1.78 | ||||
SPDR S&P Health Care Equipment ETF
|
0.35 | 859.30 | 1.64 | 1,023.40 | 1.78 | ||||
SPDR S&P Health Care Services ETF
|
0.35 | 950.70 | 1.72 | 1,023.40 | 1.78 | ||||
SPDR S&P Insurance ETF
|
0.35 | 1,115.30 | 1.86 | 1,023.40 | 1.78 | ||||
SPDR S&P Internet ETF
|
0.35 | 1,129.00 | 1.87 | 1,023.40 | 1.78 | ||||
SPDR S&P Metals & Mining ETF
|
0.35 | 1,183.30 | 1.92 | 1,023.40 | 1.78 | ||||
SPDR S&P Oil & Gas Equipment &
Services ETF
|
0.35 | 1,085.70 | 1.83 | 1,023.40 | 1.78 | ||||
SPDR S&P Pharmaceuticals ETF
|
0.35 | 1,021.40 | 1.78 | 1,023.40 | 1.78 | ||||
SPDR S&P Retail ETF
|
0.35 | 1,143.00 | 1.89 | 1,023.40 | 1.78 | ||||
SPDR S&P Semiconductor ETF
|
0.35 | 1,017.90 | 1.78 | 1,023.40 | 1.78 | ||||
SPDR S&P Software & Services ETF
|
0.35 | 1,131.40 | 1.88 | 1,023.40 | 1.78 | ||||
SPDR S&P Telecom ETF
|
0.35 | 1,034.60 | 1.79 | 1,023.40 | 1.78 | ||||
SPDR S&P Transportation ETF
|
0.35 | 1,001.60 | 1.76 | 1,023.40 | 1.78 | ||||
SPDR MSCI USA Gender Diversity ETF
|
0.20 | 1,087.10 | 1.05 | 1,024.10 | 1.02 | ||||
SPDR ICE Preferred Securities ETF
|
0.45 | 1,038.60 | 2.31 | 1,022.90 | 2.29 |
(a) | Expenses are equal to the Fund's annualized net expense ratio multiplied by the average account value of the period, multiplied by 184, then divided by 366. |